| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,922.75 |
2,966.25 |
43.50 |
1.5% |
2,981.00 |
| High |
2,969.50 |
2,968.50 |
-1.00 |
0.0% |
3,004.00 |
| Low |
2,897.75 |
2,938.75 |
41.00 |
1.4% |
2,897.75 |
| Close |
2,962.25 |
2,942.00 |
-20.25 |
-0.7% |
2,942.00 |
| Range |
71.75 |
29.75 |
-42.00 |
-58.5% |
106.25 |
| ATR |
42.99 |
42.05 |
-0.95 |
-2.2% |
0.00 |
| Volume |
284,586 |
119,403 |
-165,183 |
-58.0% |
1,287,083 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.00 |
3,020.25 |
2,958.25 |
|
| R3 |
3,009.25 |
2,990.50 |
2,950.25 |
|
| R2 |
2,979.50 |
2,979.50 |
2,947.50 |
|
| R1 |
2,960.75 |
2,960.75 |
2,944.75 |
2,955.25 |
| PP |
2,949.75 |
2,949.75 |
2,949.75 |
2,947.00 |
| S1 |
2,931.00 |
2,931.00 |
2,939.25 |
2,925.50 |
| S2 |
2,920.00 |
2,920.00 |
2,936.50 |
|
| S3 |
2,890.25 |
2,901.25 |
2,933.75 |
|
| S4 |
2,860.50 |
2,871.50 |
2,925.75 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.75 |
3,210.50 |
3,000.50 |
|
| R3 |
3,160.50 |
3,104.25 |
2,971.25 |
|
| R2 |
3,054.25 |
3,054.25 |
2,961.50 |
|
| R1 |
2,998.00 |
2,998.00 |
2,951.75 |
2,973.00 |
| PP |
2,948.00 |
2,948.00 |
2,948.00 |
2,935.50 |
| S1 |
2,891.75 |
2,891.75 |
2,932.25 |
2,866.75 |
| S2 |
2,841.75 |
2,841.75 |
2,922.50 |
|
| S3 |
2,735.50 |
2,785.50 |
2,912.75 |
|
| S4 |
2,629.25 |
2,679.25 |
2,883.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,004.00 |
2,897.75 |
106.25 |
3.6% |
45.75 |
1.6% |
42% |
False |
False |
257,416 |
| 10 |
3,007.00 |
2,897.75 |
109.25 |
3.7% |
46.00 |
1.6% |
41% |
False |
False |
274,319 |
| 20 |
3,053.50 |
2,897.75 |
155.75 |
5.3% |
43.50 |
1.5% |
28% |
False |
False |
258,063 |
| 40 |
3,053.50 |
2,736.75 |
316.75 |
10.8% |
37.75 |
1.3% |
65% |
False |
False |
226,011 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.2% |
38.50 |
1.3% |
66% |
False |
False |
227,640 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.6% |
37.00 |
1.3% |
70% |
False |
False |
197,021 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.6% |
34.50 |
1.2% |
70% |
False |
False |
157,647 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.5% |
32.50 |
1.1% |
77% |
False |
False |
131,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.00 |
|
2.618 |
3,046.50 |
|
1.618 |
3,016.75 |
|
1.000 |
2,998.25 |
|
0.618 |
2,987.00 |
|
HIGH |
2,968.50 |
|
0.618 |
2,957.25 |
|
0.500 |
2,953.50 |
|
0.382 |
2,950.00 |
|
LOW |
2,938.75 |
|
0.618 |
2,920.25 |
|
1.000 |
2,909.00 |
|
1.618 |
2,890.50 |
|
2.618 |
2,860.75 |
|
4.250 |
2,812.25 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,953.50 |
2,941.00 |
| PP |
2,949.75 |
2,939.75 |
| S1 |
2,946.00 |
2,938.50 |
|