| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,580.0 |
2,533.0 |
-47.0 |
-1.8% |
2,660.0 |
| High |
2,607.0 |
2,553.0 |
-54.0 |
-2.1% |
2,713.0 |
| Low |
2,535.0 |
2,488.0 |
-47.0 |
-1.9% |
2,535.0 |
| Close |
2,551.0 |
2,510.0 |
-41.0 |
-1.6% |
2,551.0 |
| Range |
72.0 |
65.0 |
-7.0 |
-9.7% |
178.0 |
| ATR |
55.0 |
55.7 |
0.7 |
1.3% |
0.0 |
| Volume |
1,632,389 |
1,190,791 |
-441,598 |
-27.1% |
6,811,867 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.0 |
2,676.0 |
2,545.8 |
|
| R3 |
2,647.0 |
2,611.0 |
2,527.9 |
|
| R2 |
2,582.0 |
2,582.0 |
2,521.9 |
|
| R1 |
2,546.0 |
2,546.0 |
2,516.0 |
2,531.5 |
| PP |
2,517.0 |
2,517.0 |
2,517.0 |
2,509.8 |
| S1 |
2,481.0 |
2,481.0 |
2,504.0 |
2,466.5 |
| S2 |
2,452.0 |
2,452.0 |
2,498.1 |
|
| S3 |
2,387.0 |
2,416.0 |
2,492.1 |
|
| S4 |
2,322.0 |
2,351.0 |
2,474.3 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.7 |
3,020.3 |
2,648.9 |
|
| R3 |
2,955.7 |
2,842.3 |
2,600.0 |
|
| R2 |
2,777.7 |
2,777.7 |
2,583.6 |
|
| R1 |
2,664.3 |
2,664.3 |
2,567.3 |
2,632.0 |
| PP |
2,599.7 |
2,599.7 |
2,599.7 |
2,583.5 |
| S1 |
2,486.3 |
2,486.3 |
2,534.7 |
2,454.0 |
| S2 |
2,421.7 |
2,421.7 |
2,518.4 |
|
| S3 |
2,243.7 |
2,308.3 |
2,502.1 |
|
| S4 |
2,065.7 |
2,130.3 |
2,453.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,488.0 |
217.0 |
8.6% |
58.0 |
2.3% |
10% |
False |
True |
1,365,001 |
| 10 |
2,713.0 |
2,488.0 |
225.0 |
9.0% |
56.1 |
2.2% |
10% |
False |
True |
968,240 |
| 20 |
2,842.0 |
2,488.0 |
354.0 |
14.1% |
53.7 |
2.1% |
6% |
False |
True |
507,972 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
14.1% |
43.3 |
1.7% |
6% |
False |
True |
255,878 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.6% |
43.7 |
1.7% |
10% |
False |
False |
170,685 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.6% |
42.3 |
1.7% |
10% |
False |
False |
128,681 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.6% |
38.9 |
1.5% |
10% |
False |
False |
102,951 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.6% |
34.1 |
1.4% |
10% |
False |
False |
85,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.3 |
|
2.618 |
2,723.2 |
|
1.618 |
2,658.2 |
|
1.000 |
2,618.0 |
|
0.618 |
2,593.2 |
|
HIGH |
2,553.0 |
|
0.618 |
2,528.2 |
|
0.500 |
2,520.5 |
|
0.382 |
2,512.8 |
|
LOW |
2,488.0 |
|
0.618 |
2,447.8 |
|
1.000 |
2,423.0 |
|
1.618 |
2,382.8 |
|
2.618 |
2,317.8 |
|
4.250 |
2,211.8 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.5 |
2,562.5 |
| PP |
2,517.0 |
2,545.0 |
| S1 |
2,513.5 |
2,527.5 |
|