| 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 |
4,782.0 |
4,618.0 |
-164.0 |
-3.4% |
4,727.0 |
| High |
4,783.0 |
4,714.0 |
-69.0 |
-1.4% |
4,842.0 |
| Low |
4,684.0 |
4,617.0 |
-67.0 |
-1.4% |
4,617.0 |
| Close |
4,710.0 |
4,688.0 |
-22.0 |
-0.5% |
4,688.0 |
| Range |
99.0 |
97.0 |
-2.0 |
-2.0% |
225.0 |
| ATR |
61.9 |
64.4 |
2.5 |
4.1% |
0.0 |
| Volume |
35,451 |
31,669 |
-3,782 |
-10.7% |
378,227 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,964.0 |
4,923.0 |
4,741.4 |
|
| R3 |
4,867.0 |
4,826.0 |
4,714.7 |
|
| R2 |
4,770.0 |
4,770.0 |
4,705.8 |
|
| R1 |
4,729.0 |
4,729.0 |
4,696.9 |
4,749.5 |
| PP |
4,673.0 |
4,673.0 |
4,673.0 |
4,683.3 |
| S1 |
4,632.0 |
4,632.0 |
4,679.1 |
4,652.5 |
| S2 |
4,576.0 |
4,576.0 |
4,670.2 |
|
| S3 |
4,479.0 |
4,535.0 |
4,661.3 |
|
| S4 |
4,382.0 |
4,438.0 |
4,634.7 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,390.7 |
5,264.3 |
4,811.8 |
|
| R3 |
5,165.7 |
5,039.3 |
4,749.9 |
|
| R2 |
4,940.7 |
4,940.7 |
4,729.3 |
|
| R1 |
4,814.3 |
4,814.3 |
4,708.6 |
4,765.0 |
| PP |
4,715.7 |
4,715.7 |
4,715.7 |
4,691.0 |
| S1 |
4,589.3 |
4,589.3 |
4,667.4 |
4,540.0 |
| S2 |
4,490.7 |
4,490.7 |
4,646.8 |
|
| S3 |
4,265.7 |
4,364.3 |
4,626.1 |
|
| S4 |
4,040.7 |
4,139.3 |
4,564.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,842.0 |
4,617.0 |
225.0 |
4.8% |
83.2 |
1.8% |
32% |
False |
True |
75,645 |
| 10 |
4,842.0 |
4,617.0 |
225.0 |
4.8% |
64.8 |
1.4% |
32% |
False |
True |
39,685 |
| 20 |
5,057.0 |
4,617.0 |
440.0 |
9.4% |
50.9 |
1.1% |
16% |
False |
True |
20,089 |
| 40 |
5,192.0 |
4,617.0 |
575.0 |
12.3% |
32.5 |
0.7% |
12% |
False |
True |
10,093 |
| 60 |
5,192.0 |
4,617.0 |
575.0 |
12.3% |
25.6 |
0.5% |
12% |
False |
True |
6,737 |
| 80 |
5,192.0 |
4,617.0 |
575.0 |
12.3% |
20.4 |
0.4% |
12% |
False |
True |
5,062 |
| 100 |
5,192.0 |
4,617.0 |
575.0 |
12.3% |
16.6 |
0.4% |
12% |
False |
True |
4,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,126.3 |
|
2.618 |
4,967.9 |
|
1.618 |
4,870.9 |
|
1.000 |
4,811.0 |
|
0.618 |
4,773.9 |
|
HIGH |
4,714.0 |
|
0.618 |
4,676.9 |
|
0.500 |
4,665.5 |
|
0.382 |
4,654.1 |
|
LOW |
4,617.0 |
|
0.618 |
4,557.1 |
|
1.000 |
4,520.0 |
|
1.618 |
4,460.1 |
|
2.618 |
4,363.1 |
|
4.250 |
4,204.8 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,680.5 |
4,729.5 |
| PP |
4,673.0 |
4,715.7 |
| S1 |
4,665.5 |
4,701.8 |
|