| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,692.0 |
4,727.0 |
35.0 |
0.7% |
4,724.0 |
| High |
4,766.0 |
4,799.0 |
33.0 |
0.7% |
4,766.0 |
| Low |
4,692.0 |
4,708.0 |
16.0 |
0.3% |
4,621.0 |
| Close |
4,749.0 |
4,792.0 |
43.0 |
0.9% |
4,749.0 |
| Range |
74.0 |
91.0 |
17.0 |
23.0% |
145.0 |
| ATR |
50.3 |
53.2 |
2.9 |
5.8% |
0.0 |
| Volume |
7,619 |
84,321 |
76,702 |
1,006.7% |
14,708 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,039.3 |
5,006.7 |
4,842.1 |
|
| R3 |
4,948.3 |
4,915.7 |
4,817.0 |
|
| R2 |
4,857.3 |
4,857.3 |
4,808.7 |
|
| R1 |
4,824.7 |
4,824.7 |
4,800.3 |
4,841.0 |
| PP |
4,766.3 |
4,766.3 |
4,766.3 |
4,774.5 |
| S1 |
4,733.7 |
4,733.7 |
4,783.7 |
4,750.0 |
| S2 |
4,675.3 |
4,675.3 |
4,775.3 |
|
| S3 |
4,584.3 |
4,642.7 |
4,767.0 |
|
| S4 |
4,493.3 |
4,551.7 |
4,742.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,147.0 |
5,093.0 |
4,828.8 |
|
| R3 |
5,002.0 |
4,948.0 |
4,788.9 |
|
| R2 |
4,857.0 |
4,857.0 |
4,775.6 |
|
| R1 |
4,803.0 |
4,803.0 |
4,762.3 |
4,830.0 |
| PP |
4,712.0 |
4,712.0 |
4,712.0 |
4,725.5 |
| S1 |
4,658.0 |
4,658.0 |
4,735.7 |
4,685.0 |
| S2 |
4,567.0 |
4,567.0 |
4,722.4 |
|
| S3 |
4,422.0 |
4,513.0 |
4,709.1 |
|
| S4 |
4,277.0 |
4,368.0 |
4,669.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,799.0 |
4,621.0 |
178.0 |
3.7% |
54.6 |
1.1% |
96% |
True |
False |
19,805 |
| 10 |
4,903.0 |
4,621.0 |
282.0 |
5.9% |
44.4 |
0.9% |
61% |
False |
False |
10,539 |
| 20 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
42.7 |
0.9% |
30% |
False |
False |
5,465 |
| 40 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
26.0 |
0.5% |
30% |
False |
False |
2,747 |
| 60 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
20.9 |
0.4% |
30% |
False |
False |
1,843 |
| 80 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
16.5 |
0.3% |
30% |
False |
False |
1,397 |
| 100 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
13.4 |
0.3% |
30% |
False |
False |
1,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,185.8 |
|
2.618 |
5,037.2 |
|
1.618 |
4,946.2 |
|
1.000 |
4,890.0 |
|
0.618 |
4,855.2 |
|
HIGH |
4,799.0 |
|
0.618 |
4,764.2 |
|
0.500 |
4,753.5 |
|
0.382 |
4,742.8 |
|
LOW |
4,708.0 |
|
0.618 |
4,651.8 |
|
1.000 |
4,617.0 |
|
1.618 |
4,560.8 |
|
2.618 |
4,469.8 |
|
4.250 |
4,321.3 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,779.2 |
4,764.7 |
| PP |
4,766.3 |
4,737.3 |
| S1 |
4,753.5 |
4,710.0 |
|