| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,704.0 |
2,693.0 |
-11.0 |
-0.4% |
2,753.0 |
| High |
2,706.0 |
2,697.0 |
-9.0 |
-0.3% |
2,782.0 |
| Low |
2,651.0 |
2,644.0 |
-7.0 |
-0.3% |
2,645.0 |
| Close |
2,680.0 |
2,665.0 |
-15.0 |
-0.6% |
2,720.0 |
| Range |
55.0 |
53.0 |
-2.0 |
-3.6% |
137.0 |
| ATR |
49.1 |
49.3 |
0.3 |
0.6% |
0.0 |
| Volume |
138,368 |
469,725 |
331,357 |
239.5% |
319,099 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,799.3 |
2,694.2 |
|
| R3 |
2,774.7 |
2,746.3 |
2,679.6 |
|
| R2 |
2,721.7 |
2,721.7 |
2,674.7 |
|
| R1 |
2,693.3 |
2,693.3 |
2,669.9 |
2,681.0 |
| PP |
2,668.7 |
2,668.7 |
2,668.7 |
2,662.5 |
| S1 |
2,640.3 |
2,640.3 |
2,660.1 |
2,628.0 |
| S2 |
2,615.7 |
2,615.7 |
2,655.3 |
|
| S3 |
2,562.7 |
2,587.3 |
2,650.4 |
|
| S4 |
2,509.7 |
2,534.3 |
2,635.9 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.7 |
3,060.3 |
2,795.4 |
|
| R3 |
2,989.7 |
2,923.3 |
2,757.7 |
|
| R2 |
2,852.7 |
2,852.7 |
2,745.1 |
|
| R1 |
2,786.3 |
2,786.3 |
2,732.6 |
2,751.0 |
| PP |
2,715.7 |
2,715.7 |
2,715.7 |
2,698.0 |
| S1 |
2,649.3 |
2,649.3 |
2,707.4 |
2,614.0 |
| S2 |
2,578.7 |
2,578.7 |
2,694.9 |
|
| S3 |
2,441.7 |
2,512.3 |
2,682.3 |
|
| S4 |
2,304.7 |
2,375.3 |
2,644.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,729.0 |
2,644.0 |
85.0 |
3.2% |
56.4 |
2.1% |
25% |
False |
True |
164,453 |
| 10 |
2,805.0 |
2,644.0 |
161.0 |
6.0% |
53.1 |
2.0% |
13% |
False |
True |
107,860 |
| 20 |
2,842.0 |
2,644.0 |
198.0 |
7.4% |
44.9 |
1.7% |
11% |
False |
True |
54,773 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
41.0 |
1.5% |
52% |
False |
False |
29,081 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.5 |
1.6% |
52% |
False |
False |
19,548 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
40.4 |
1.5% |
52% |
False |
False |
15,255 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
35.3 |
1.3% |
52% |
False |
False |
12,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.3 |
|
2.618 |
2,835.8 |
|
1.618 |
2,782.8 |
|
1.000 |
2,750.0 |
|
0.618 |
2,729.8 |
|
HIGH |
2,697.0 |
|
0.618 |
2,676.8 |
|
0.500 |
2,670.5 |
|
0.382 |
2,664.2 |
|
LOW |
2,644.0 |
|
0.618 |
2,611.2 |
|
1.000 |
2,591.0 |
|
1.618 |
2,558.2 |
|
2.618 |
2,505.2 |
|
4.250 |
2,418.8 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.5 |
2,686.0 |
| PP |
2,668.7 |
2,679.0 |
| S1 |
2,666.8 |
2,672.0 |
|