| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,691.0 |
2,697.0 |
6.0 |
0.2% |
2,716.0 |
| High |
2,705.0 |
2,704.0 |
-1.0 |
0.0% |
2,728.0 |
| Low |
2,680.0 |
2,653.0 |
-27.0 |
-1.0% |
2,609.0 |
| Close |
2,695.0 |
2,680.0 |
-15.0 |
-0.6% |
2,662.0 |
| Range |
25.0 |
51.0 |
26.0 |
104.0% |
119.0 |
| ATR |
48.5 |
48.6 |
0.2 |
0.4% |
0.0 |
| Volume |
1,063,515 |
1,287,959 |
224,444 |
21.1% |
1,792,844 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.0 |
2,807.0 |
2,708.1 |
|
| R3 |
2,781.0 |
2,756.0 |
2,694.0 |
|
| R2 |
2,730.0 |
2,730.0 |
2,689.4 |
|
| R1 |
2,705.0 |
2,705.0 |
2,684.7 |
2,692.0 |
| PP |
2,679.0 |
2,679.0 |
2,679.0 |
2,672.5 |
| S1 |
2,654.0 |
2,654.0 |
2,675.3 |
2,641.0 |
| S2 |
2,628.0 |
2,628.0 |
2,670.7 |
|
| S3 |
2,577.0 |
2,603.0 |
2,666.0 |
|
| S4 |
2,526.0 |
2,552.0 |
2,652.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.3 |
2,961.7 |
2,727.5 |
|
| R3 |
2,904.3 |
2,842.7 |
2,694.7 |
|
| R2 |
2,785.3 |
2,785.3 |
2,683.8 |
|
| R1 |
2,723.7 |
2,723.7 |
2,672.9 |
2,695.0 |
| PP |
2,666.3 |
2,666.3 |
2,666.3 |
2,652.0 |
| S1 |
2,604.7 |
2,604.7 |
2,651.1 |
2,576.0 |
| S2 |
2,547.3 |
2,547.3 |
2,640.2 |
|
| S3 |
2,428.3 |
2,485.7 |
2,629.3 |
|
| S4 |
2,309.3 |
2,366.7 |
2,596.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,713.0 |
2,609.0 |
104.0 |
3.9% |
47.8 |
1.8% |
68% |
False |
False |
920,155 |
| 10 |
2,729.0 |
2,609.0 |
120.0 |
4.5% |
52.1 |
1.9% |
59% |
False |
False |
542,304 |
| 20 |
2,842.0 |
2,609.0 |
233.0 |
8.7% |
49.1 |
1.8% |
30% |
False |
False |
284,360 |
| 40 |
2,842.0 |
2,516.0 |
326.0 |
12.2% |
42.0 |
1.6% |
50% |
False |
False |
144,059 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
42.8 |
1.6% |
56% |
False |
False |
96,136 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
41.8 |
1.6% |
56% |
False |
False |
72,763 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
37.1 |
1.4% |
56% |
False |
False |
58,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.8 |
|
2.618 |
2,837.5 |
|
1.618 |
2,786.5 |
|
1.000 |
2,755.0 |
|
0.618 |
2,735.5 |
|
HIGH |
2,704.0 |
|
0.618 |
2,684.5 |
|
0.500 |
2,678.5 |
|
0.382 |
2,672.5 |
|
LOW |
2,653.0 |
|
0.618 |
2,621.5 |
|
1.000 |
2,602.0 |
|
1.618 |
2,570.5 |
|
2.618 |
2,519.5 |
|
4.250 |
2,436.3 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.5 |
2,683.0 |
| PP |
2,679.0 |
2,682.0 |
| S1 |
2,678.5 |
2,681.0 |
|