| 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 |
8,076.0 |
7,937.5 |
-138.5 |
-1.7% |
8,145.5 |
| High |
8,082.0 |
7,990.0 |
-92.0 |
-1.1% |
8,291.0 |
| Low |
7,878.0 |
7,777.5 |
-100.5 |
-1.3% |
7,777.5 |
| Close |
7,951.5 |
7,827.5 |
-124.0 |
-1.6% |
7,827.5 |
| Range |
204.0 |
212.5 |
8.5 |
4.2% |
513.5 |
| ATR |
148.2 |
152.8 |
4.6 |
3.1% |
0.0 |
| Volume |
167,485 |
167,554 |
69 |
0.0% |
541,143 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,502.5 |
8,377.5 |
7,944.4 |
|
| R3 |
8,290.0 |
8,165.0 |
7,885.9 |
|
| R2 |
8,077.5 |
8,077.5 |
7,866.5 |
|
| R1 |
7,952.5 |
7,952.5 |
7,847.0 |
7,908.8 |
| PP |
7,865.0 |
7,865.0 |
7,865.0 |
7,843.1 |
| S1 |
7,740.0 |
7,740.0 |
7,808.0 |
7,696.3 |
| S2 |
7,652.5 |
7,652.5 |
7,788.5 |
|
| S3 |
7,440.0 |
7,527.5 |
7,769.1 |
|
| S4 |
7,227.5 |
7,315.0 |
7,710.6 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,505.8 |
9,180.2 |
8,109.9 |
|
| R3 |
8,992.3 |
8,666.7 |
7,968.7 |
|
| R2 |
8,478.8 |
8,478.8 |
7,921.6 |
|
| R1 |
8,153.2 |
8,153.2 |
7,874.6 |
8,059.3 |
| PP |
7,965.3 |
7,965.3 |
7,965.3 |
7,918.4 |
| S1 |
7,639.7 |
7,639.7 |
7,780.4 |
7,545.8 |
| S2 |
7,451.8 |
7,451.8 |
7,733.4 |
|
| S3 |
6,938.3 |
7,126.2 |
7,686.3 |
|
| S4 |
6,424.8 |
6,612.7 |
7,545.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,291.0 |
7,777.5 |
513.5 |
6.6% |
152.4 |
1.9% |
10% |
False |
True |
108,228 |
| 10 |
8,366.0 |
7,777.5 |
588.5 |
7.5% |
146.6 |
1.9% |
8% |
False |
True |
63,921 |
| 20 |
8,537.0 |
7,777.5 |
759.5 |
9.7% |
142.6 |
1.8% |
7% |
False |
True |
32,796 |
| 40 |
8,568.0 |
7,777.5 |
790.5 |
10.1% |
117.5 |
1.5% |
6% |
False |
True |
16,594 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
120.1 |
1.5% |
34% |
False |
False |
11,171 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
112.1 |
1.4% |
34% |
False |
False |
8,813 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
107.8 |
1.4% |
34% |
False |
False |
7,071 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
96.9 |
1.2% |
34% |
False |
False |
5,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,893.1 |
|
2.618 |
8,546.3 |
|
1.618 |
8,333.8 |
|
1.000 |
8,202.5 |
|
0.618 |
8,121.3 |
|
HIGH |
7,990.0 |
|
0.618 |
7,908.8 |
|
0.500 |
7,883.8 |
|
0.382 |
7,858.7 |
|
LOW |
7,777.5 |
|
0.618 |
7,646.2 |
|
1.000 |
7,565.0 |
|
1.618 |
7,433.7 |
|
2.618 |
7,221.2 |
|
4.250 |
6,874.4 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,883.8 |
8,034.3 |
| PP |
7,865.0 |
7,965.3 |
| S1 |
7,846.3 |
7,896.4 |
|