| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
14,937 |
15,109 |
172 |
1.2% |
15,050 |
| High |
15,176 |
15,220 |
44 |
0.3% |
15,226 |
| Low |
14,907 |
15,109 |
202 |
1.4% |
14,766 |
| Close |
15,137 |
15,156 |
19 |
0.1% |
15,137 |
| Range |
269 |
111 |
-158 |
-58.7% |
460 |
| ATR |
172 |
167 |
-4 |
-2.5% |
0 |
| Volume |
2,477 |
1,471 |
-1,006 |
-40.6% |
5,944 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,495 |
15,436 |
15,217 |
|
| R3 |
15,384 |
15,325 |
15,187 |
|
| R2 |
15,273 |
15,273 |
15,176 |
|
| R1 |
15,214 |
15,214 |
15,166 |
15,244 |
| PP |
15,162 |
15,162 |
15,162 |
15,176 |
| S1 |
15,103 |
15,103 |
15,146 |
15,133 |
| S2 |
15,051 |
15,051 |
15,136 |
|
| S3 |
14,940 |
14,992 |
15,126 |
|
| S4 |
14,829 |
14,881 |
15,095 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,423 |
16,240 |
15,390 |
|
| R3 |
15,963 |
15,780 |
15,264 |
|
| R2 |
15,503 |
15,503 |
15,221 |
|
| R1 |
15,320 |
15,320 |
15,179 |
15,412 |
| PP |
15,043 |
15,043 |
15,043 |
15,089 |
| S1 |
14,860 |
14,860 |
15,095 |
14,952 |
| S2 |
14,583 |
14,583 |
15,053 |
|
| S3 |
14,123 |
14,400 |
15,011 |
|
| S4 |
13,663 |
13,940 |
14,884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,226 |
14,766 |
460 |
3.0% |
210 |
1.4% |
85% |
False |
False |
1,431 |
| 10 |
15,435 |
14,766 |
669 |
4.4% |
203 |
1.3% |
58% |
False |
False |
873 |
| 20 |
15,447 |
14,766 |
681 |
4.5% |
171 |
1.1% |
57% |
False |
False |
493 |
| 40 |
15,447 |
14,312 |
1,135 |
7.5% |
147 |
1.0% |
74% |
False |
False |
288 |
| 60 |
15,447 |
14,241 |
1,206 |
8.0% |
124 |
0.8% |
76% |
False |
False |
197 |
| 80 |
15,447 |
13,642 |
1,805 |
11.9% |
98 |
0.6% |
84% |
False |
False |
148 |
| 100 |
15,447 |
13,282 |
2,165 |
14.3% |
78 |
0.5% |
87% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,692 |
|
2.618 |
15,511 |
|
1.618 |
15,400 |
|
1.000 |
15,331 |
|
0.618 |
15,289 |
|
HIGH |
15,220 |
|
0.618 |
15,178 |
|
0.500 |
15,165 |
|
0.382 |
15,152 |
|
LOW |
15,109 |
|
0.618 |
15,041 |
|
1.000 |
14,998 |
|
1.618 |
14,930 |
|
2.618 |
14,819 |
|
4.250 |
14,637 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,165 |
15,102 |
| PP |
15,162 |
15,047 |
| S1 |
15,159 |
14,993 |
|