| 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 |
4,618.0 |
4,651.0 |
33.0 |
0.7% |
4,727.0 |
| High |
4,714.0 |
4,679.0 |
-35.0 |
-0.7% |
4,842.0 |
| Low |
4,617.0 |
4,625.0 |
8.0 |
0.2% |
4,617.0 |
| Close |
4,688.0 |
4,633.0 |
-55.0 |
-1.2% |
4,688.0 |
| Range |
97.0 |
54.0 |
-43.0 |
-44.3% |
225.0 |
| ATR |
64.4 |
64.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
31,669 |
29,588 |
-2,081 |
-6.6% |
378,227 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,807.7 |
4,774.3 |
4,662.7 |
|
| R3 |
4,753.7 |
4,720.3 |
4,647.9 |
|
| R2 |
4,699.7 |
4,699.7 |
4,642.9 |
|
| R1 |
4,666.3 |
4,666.3 |
4,638.0 |
4,656.0 |
| PP |
4,645.7 |
4,645.7 |
4,645.7 |
4,640.5 |
| S1 |
4,612.3 |
4,612.3 |
4,628.1 |
4,602.0 |
| S2 |
4,591.7 |
4,591.7 |
4,623.1 |
|
| S3 |
4,537.7 |
4,558.3 |
4,618.2 |
|
| S4 |
4,483.7 |
4,504.3 |
4,603.3 |
|
|
| 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 |
4.9% |
75.8 |
1.6% |
7% |
False |
False |
64,698 |
| 10 |
4,842.0 |
4,617.0 |
225.0 |
4.9% |
65.2 |
1.4% |
7% |
False |
False |
42,252 |
| 20 |
4,938.0 |
4,617.0 |
321.0 |
6.9% |
47.0 |
1.0% |
5% |
False |
False |
21,552 |
| 40 |
5,192.0 |
4,617.0 |
575.0 |
12.4% |
33.6 |
0.7% |
3% |
False |
False |
10,832 |
| 60 |
5,192.0 |
4,617.0 |
575.0 |
12.4% |
26.2 |
0.6% |
3% |
False |
False |
7,230 |
| 80 |
5,192.0 |
4,617.0 |
575.0 |
12.4% |
21.1 |
0.5% |
3% |
False |
False |
5,432 |
| 100 |
5,192.0 |
4,617.0 |
575.0 |
12.4% |
17.2 |
0.4% |
3% |
False |
False |
4,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,908.5 |
|
2.618 |
4,820.4 |
|
1.618 |
4,766.4 |
|
1.000 |
4,733.0 |
|
0.618 |
4,712.4 |
|
HIGH |
4,679.0 |
|
0.618 |
4,658.4 |
|
0.500 |
4,652.0 |
|
0.382 |
4,645.6 |
|
LOW |
4,625.0 |
|
0.618 |
4,591.6 |
|
1.000 |
4,571.0 |
|
1.618 |
4,537.6 |
|
2.618 |
4,483.6 |
|
4.250 |
4,395.5 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,652.0 |
4,700.0 |
| PP |
4,645.7 |
4,677.7 |
| S1 |
4,639.3 |
4,655.3 |
|