| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
15,163 |
15,072 |
-91 |
-0.6% |
15,050 |
| High |
15,170 |
15,168 |
-2 |
0.0% |
15,226 |
| Low |
15,005 |
14,903 |
-102 |
-0.7% |
14,766 |
| Close |
15,069 |
14,910 |
-159 |
-1.1% |
15,137 |
| Range |
165 |
265 |
100 |
60.6% |
460 |
| ATR |
167 |
174 |
7 |
4.2% |
0 |
| Volume |
5,132 |
13,058 |
7,926 |
154.4% |
5,944 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,789 |
15,614 |
15,056 |
|
| R3 |
15,524 |
15,349 |
14,983 |
|
| R2 |
15,259 |
15,259 |
14,959 |
|
| R1 |
15,084 |
15,084 |
14,934 |
15,039 |
| PP |
14,994 |
14,994 |
14,994 |
14,971 |
| S1 |
14,819 |
14,819 |
14,886 |
14,774 |
| S2 |
14,729 |
14,729 |
14,862 |
|
| S3 |
14,464 |
14,554 |
14,837 |
|
| S4 |
14,199 |
14,289 |
14,764 |
|
|
| 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 |
15,220 |
14,766 |
454 |
3.0% |
204 |
1.4% |
32% |
False |
False |
4,777 |
| 10 |
15,307 |
14,766 |
541 |
3.6% |
202 |
1.4% |
27% |
False |
False |
2,620 |
| 20 |
15,447 |
14,766 |
681 |
4.6% |
183 |
1.2% |
21% |
False |
False |
1,400 |
| 40 |
15,447 |
14,312 |
1,135 |
7.6% |
147 |
1.0% |
53% |
False |
False |
741 |
| 60 |
15,447 |
14,241 |
1,206 |
8.1% |
129 |
0.9% |
55% |
False |
False |
500 |
| 80 |
15,447 |
13,642 |
1,805 |
12.1% |
103 |
0.7% |
70% |
False |
False |
375 |
| 100 |
15,447 |
13,424 |
2,023 |
13.6% |
83 |
0.6% |
73% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,294 |
|
2.618 |
15,862 |
|
1.618 |
15,597 |
|
1.000 |
15,433 |
|
0.618 |
15,332 |
|
HIGH |
15,168 |
|
0.618 |
15,067 |
|
0.500 |
15,036 |
|
0.382 |
15,004 |
|
LOW |
14,903 |
|
0.618 |
14,739 |
|
1.000 |
14,638 |
|
1.618 |
14,474 |
|
2.618 |
14,209 |
|
4.250 |
13,777 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,036 |
15,062 |
| PP |
14,994 |
15,011 |
| S1 |
14,952 |
14,961 |
|