| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,651.0 |
4,604.0 |
-47.0 |
-1.0% |
4,727.0 |
| High |
4,679.0 |
4,659.0 |
-20.0 |
-0.4% |
4,842.0 |
| Low |
4,625.0 |
4,598.0 |
-27.0 |
-0.6% |
4,617.0 |
| Close |
4,633.0 |
4,644.0 |
11.0 |
0.2% |
4,688.0 |
| Range |
54.0 |
61.0 |
7.0 |
13.0% |
225.0 |
| ATR |
64.3 |
64.1 |
-0.2 |
-0.4% |
0.0 |
| Volume |
29,588 |
37,001 |
7,413 |
25.1% |
378,227 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,816.7 |
4,791.3 |
4,677.6 |
|
| R3 |
4,755.7 |
4,730.3 |
4,660.8 |
|
| R2 |
4,694.7 |
4,694.7 |
4,655.2 |
|
| R1 |
4,669.3 |
4,669.3 |
4,649.6 |
4,682.0 |
| PP |
4,633.7 |
4,633.7 |
4,633.7 |
4,640.0 |
| S1 |
4,608.3 |
4,608.3 |
4,638.4 |
4,621.0 |
| S2 |
4,572.7 |
4,572.7 |
4,632.8 |
|
| S3 |
4,511.7 |
4,547.3 |
4,627.2 |
|
| S4 |
4,450.7 |
4,486.3 |
4,610.5 |
|
|
| 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 |
4,598.0 |
244.0 |
5.3% |
73.2 |
1.6% |
19% |
False |
True |
39,479 |
| 10 |
4,842.0 |
4,598.0 |
244.0 |
5.3% |
67.8 |
1.5% |
19% |
False |
True |
45,862 |
| 20 |
4,937.0 |
4,598.0 |
339.0 |
7.3% |
48.1 |
1.0% |
14% |
False |
True |
23,358 |
| 40 |
5,192.0 |
4,598.0 |
594.0 |
12.8% |
35.1 |
0.8% |
8% |
False |
True |
11,757 |
| 60 |
5,192.0 |
4,598.0 |
594.0 |
12.8% |
27.2 |
0.6% |
8% |
False |
True |
7,847 |
| 80 |
5,192.0 |
4,598.0 |
594.0 |
12.8% |
21.9 |
0.5% |
8% |
False |
True |
5,894 |
| 100 |
5,192.0 |
4,598.0 |
594.0 |
12.8% |
17.8 |
0.4% |
8% |
False |
True |
4,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,918.3 |
|
2.618 |
4,818.7 |
|
1.618 |
4,757.7 |
|
1.000 |
4,720.0 |
|
0.618 |
4,696.7 |
|
HIGH |
4,659.0 |
|
0.618 |
4,635.7 |
|
0.500 |
4,628.5 |
|
0.382 |
4,621.3 |
|
LOW |
4,598.0 |
|
0.618 |
4,560.3 |
|
1.000 |
4,537.0 |
|
1.618 |
4,499.3 |
|
2.618 |
4,438.3 |
|
4.250 |
4,338.8 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,638.8 |
4,656.0 |
| PP |
4,633.7 |
4,652.0 |
| S1 |
4,628.5 |
4,648.0 |
|