| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,335.5 |
6,327.0 |
-8.5 |
-0.1% |
6,479.5 |
| High |
6,364.0 |
6,332.5 |
-31.5 |
-0.5% |
6,515.0 |
| Low |
6,325.5 |
6,222.0 |
-103.5 |
-1.6% |
6,239.5 |
| Close |
6,339.5 |
6,288.0 |
-51.5 |
-0.8% |
6,353.0 |
| Range |
38.5 |
110.5 |
72.0 |
187.0% |
275.5 |
| ATR |
81.5 |
84.1 |
2.6 |
3.2% |
0.0 |
| Volume |
15,042 |
34,282 |
19,240 |
127.9% |
36,032 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,612.5 |
6,560.5 |
6,349.0 |
|
| R3 |
6,502.0 |
6,450.0 |
6,318.5 |
|
| R2 |
6,391.5 |
6,391.5 |
6,308.5 |
|
| R1 |
6,339.5 |
6,339.5 |
6,298.0 |
6,310.0 |
| PP |
6,281.0 |
6,281.0 |
6,281.0 |
6,266.0 |
| S1 |
6,229.0 |
6,229.0 |
6,278.0 |
6,200.0 |
| S2 |
6,170.5 |
6,170.5 |
6,267.5 |
|
| S3 |
6,060.0 |
6,118.5 |
6,257.5 |
|
| S4 |
5,949.5 |
6,008.0 |
6,227.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,195.5 |
7,050.0 |
6,504.5 |
|
| R3 |
6,920.0 |
6,774.5 |
6,429.0 |
|
| R2 |
6,644.5 |
6,644.5 |
6,403.5 |
|
| R1 |
6,499.0 |
6,499.0 |
6,378.5 |
6,434.0 |
| PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,337.0 |
| S1 |
6,223.5 |
6,223.5 |
6,327.5 |
6,158.5 |
| S2 |
6,093.5 |
6,093.5 |
6,302.5 |
|
| S3 |
5,818.0 |
5,948.0 |
6,277.0 |
|
| S4 |
5,542.5 |
5,672.5 |
6,201.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,478.0 |
6,222.0 |
256.0 |
4.1% |
105.0 |
1.7% |
26% |
False |
True |
15,545 |
| 10 |
6,668.5 |
6,222.0 |
446.5 |
7.1% |
92.0 |
1.5% |
15% |
False |
True |
9,502 |
| 20 |
6,815.0 |
6,222.0 |
593.0 |
9.4% |
80.0 |
1.3% |
11% |
False |
True |
5,111 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.6% |
56.5 |
0.9% |
21% |
False |
False |
2,655 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
47.0 |
0.8% |
25% |
False |
False |
1,786 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
36.0 |
0.6% |
25% |
False |
False |
1,346 |
| 100 |
6,815.0 |
6,011.5 |
803.5 |
12.8% |
29.5 |
0.5% |
34% |
False |
False |
1,094 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
24.5 |
0.4% |
51% |
False |
False |
916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,802.0 |
|
2.618 |
6,622.0 |
|
1.618 |
6,511.5 |
|
1.000 |
6,443.0 |
|
0.618 |
6,401.0 |
|
HIGH |
6,332.5 |
|
0.618 |
6,290.5 |
|
0.500 |
6,277.0 |
|
0.382 |
6,264.0 |
|
LOW |
6,222.0 |
|
0.618 |
6,153.5 |
|
1.000 |
6,111.5 |
|
1.618 |
6,043.0 |
|
2.618 |
5,932.5 |
|
4.250 |
5,752.5 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,284.5 |
6,293.0 |
| PP |
6,281.0 |
6,291.5 |
| S1 |
6,277.0 |
6,289.5 |
|