| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,881.25 |
2,866.50 |
-14.75 |
-0.5% |
2,936.50 |
| High |
2,899.25 |
2,870.75 |
-28.50 |
-1.0% |
2,999.00 |
| Low |
2,846.00 |
2,817.75 |
-28.25 |
-1.0% |
2,846.00 |
| Close |
2,865.00 |
2,844.00 |
-21.00 |
-0.7% |
2,865.00 |
| Range |
53.25 |
53.00 |
-0.25 |
-0.5% |
153.00 |
| ATR |
42.98 |
43.69 |
0.72 |
1.7% |
0.00 |
| Volume |
399,203 |
358,805 |
-40,398 |
-10.1% |
1,711,151 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.25 |
2,976.50 |
2,873.25 |
|
| R3 |
2,950.25 |
2,923.50 |
2,858.50 |
|
| R2 |
2,897.25 |
2,897.25 |
2,853.75 |
|
| R1 |
2,870.50 |
2,870.50 |
2,848.75 |
2,857.50 |
| PP |
2,844.25 |
2,844.25 |
2,844.25 |
2,837.50 |
| S1 |
2,817.50 |
2,817.50 |
2,839.25 |
2,804.50 |
| S2 |
2,791.25 |
2,791.25 |
2,834.25 |
|
| S3 |
2,738.25 |
2,764.50 |
2,829.50 |
|
| S4 |
2,685.25 |
2,711.50 |
2,814.75 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.25 |
3,266.75 |
2,949.25 |
|
| R3 |
3,209.25 |
3,113.75 |
2,907.00 |
|
| R2 |
3,056.25 |
3,056.25 |
2,893.00 |
|
| R1 |
2,960.75 |
2,960.75 |
2,879.00 |
2,932.00 |
| PP |
2,903.25 |
2,903.25 |
2,903.25 |
2,889.00 |
| S1 |
2,807.75 |
2,807.75 |
2,851.00 |
2,779.00 |
| S2 |
2,750.25 |
2,750.25 |
2,837.00 |
|
| S3 |
2,597.25 |
2,654.75 |
2,823.00 |
|
| S4 |
2,444.25 |
2,501.75 |
2,780.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,999.00 |
2,817.75 |
181.25 |
6.4% |
53.00 |
1.9% |
14% |
False |
True |
352,610 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.4% |
51.00 |
1.8% |
14% |
False |
True |
242,565 |
| 20 |
3,029.75 |
2,817.75 |
212.00 |
7.5% |
45.25 |
1.6% |
12% |
False |
True |
122,370 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
8.0% |
35.50 |
1.2% |
12% |
False |
True |
61,322 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.9% |
33.25 |
1.2% |
36% |
False |
False |
40,895 |
| 80 |
3,044.00 |
2,724.00 |
320.00 |
11.3% |
28.75 |
1.0% |
38% |
False |
False |
30,673 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.4% |
24.50 |
0.9% |
43% |
False |
False |
24,538 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.4% |
20.75 |
0.7% |
43% |
False |
False |
20,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,096.00 |
|
2.618 |
3,009.50 |
|
1.618 |
2,956.50 |
|
1.000 |
2,923.75 |
|
0.618 |
2,903.50 |
|
HIGH |
2,870.75 |
|
0.618 |
2,850.50 |
|
0.500 |
2,844.25 |
|
0.382 |
2,838.00 |
|
LOW |
2,817.75 |
|
0.618 |
2,785.00 |
|
1.000 |
2,764.75 |
|
1.618 |
2,732.00 |
|
2.618 |
2,679.00 |
|
4.250 |
2,592.50 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.25 |
2,887.00 |
| PP |
2,844.25 |
2,872.75 |
| S1 |
2,844.00 |
2,858.50 |
|