| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,960.75 |
2,888.00 |
-72.75 |
-2.5% |
2,936.50 |
| High |
2,962.25 |
2,907.50 |
-54.75 |
-1.8% |
3,003.50 |
| Low |
2,882.25 |
2,882.25 |
0.00 |
0.0% |
2,882.25 |
| Close |
2,886.50 |
2,895.50 |
9.00 |
0.3% |
2,895.50 |
| Range |
80.00 |
25.25 |
-54.75 |
-68.4% |
121.25 |
| ATR |
45.02 |
43.61 |
-1.41 |
-3.1% |
0.00 |
| Volume |
81,024 |
1,803 |
-79,221 |
-97.8% |
358,023 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.75 |
2,958.50 |
2,909.50 |
|
| R3 |
2,945.50 |
2,933.25 |
2,902.50 |
|
| R2 |
2,920.25 |
2,920.25 |
2,900.25 |
|
| R1 |
2,908.00 |
2,908.00 |
2,897.75 |
2,914.00 |
| PP |
2,895.00 |
2,895.00 |
2,895.00 |
2,898.25 |
| S1 |
2,882.75 |
2,882.75 |
2,893.25 |
2,889.00 |
| S2 |
2,869.75 |
2,869.75 |
2,890.75 |
|
| S3 |
2,844.50 |
2,857.50 |
2,888.50 |
|
| S4 |
2,819.25 |
2,832.25 |
2,881.50 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,290.75 |
3,214.50 |
2,962.25 |
|
| R3 |
3,169.50 |
3,093.25 |
2,928.75 |
|
| R2 |
3,048.25 |
3,048.25 |
2,917.75 |
|
| R1 |
2,972.00 |
2,972.00 |
2,906.50 |
2,949.50 |
| PP |
2,927.00 |
2,927.00 |
2,927.00 |
2,916.00 |
| S1 |
2,850.75 |
2,850.75 |
2,884.50 |
2,828.25 |
| S2 |
2,805.75 |
2,805.75 |
2,873.25 |
|
| S3 |
2,684.50 |
2,729.50 |
2,862.25 |
|
| S4 |
2,563.25 |
2,608.25 |
2,828.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,003.50 |
2,882.25 |
121.25 |
4.2% |
47.00 |
1.6% |
11% |
False |
True |
71,604 |
| 10 |
3,004.00 |
2,882.25 |
121.75 |
4.2% |
46.50 |
1.6% |
11% |
False |
True |
164,510 |
| 20 |
3,036.75 |
2,882.25 |
154.50 |
5.3% |
45.50 |
1.6% |
9% |
False |
True |
213,783 |
| 40 |
3,053.50 |
2,822.25 |
231.25 |
8.0% |
38.25 |
1.3% |
32% |
False |
False |
204,280 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.4% |
39.75 |
1.4% |
52% |
False |
False |
216,847 |
| 80 |
3,053.50 |
2,707.50 |
346.00 |
11.9% |
37.25 |
1.3% |
54% |
False |
False |
201,405 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.8% |
35.75 |
1.2% |
57% |
False |
False |
161,227 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.7% |
33.25 |
1.1% |
67% |
False |
False |
134,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.75 |
|
2.618 |
2,973.50 |
|
1.618 |
2,948.25 |
|
1.000 |
2,932.75 |
|
0.618 |
2,923.00 |
|
HIGH |
2,907.50 |
|
0.618 |
2,897.75 |
|
0.500 |
2,895.00 |
|
0.382 |
2,892.00 |
|
LOW |
2,882.25 |
|
0.618 |
2,866.75 |
|
1.000 |
2,857.00 |
|
1.618 |
2,841.50 |
|
2.618 |
2,816.25 |
|
4.250 |
2,775.00 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.25 |
2,943.00 |
| PP |
2,895.00 |
2,927.00 |
| S1 |
2,895.00 |
2,911.25 |
|