| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,846.25 |
2,857.00 |
10.75 |
0.4% |
2,936.50 |
| High |
2,873.75 |
2,892.75 |
19.00 |
0.7% |
2,999.00 |
| Low |
2,830.75 |
2,845.75 |
15.00 |
0.5% |
2,846.00 |
| Close |
2,858.25 |
2,883.00 |
24.75 |
0.9% |
2,865.00 |
| Range |
43.00 |
47.00 |
4.00 |
9.3% |
153.00 |
| ATR |
43.65 |
43.88 |
0.24 |
0.5% |
0.00 |
| Volume |
257,859 |
196,345 |
-61,514 |
-23.9% |
1,711,151 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.75 |
2,996.00 |
2,908.75 |
|
| R3 |
2,967.75 |
2,949.00 |
2,896.00 |
|
| R2 |
2,920.75 |
2,920.75 |
2,891.50 |
|
| R1 |
2,902.00 |
2,902.00 |
2,887.25 |
2,911.50 |
| PP |
2,873.75 |
2,873.75 |
2,873.75 |
2,878.50 |
| S1 |
2,855.00 |
2,855.00 |
2,878.75 |
2,864.50 |
| S2 |
2,826.75 |
2,826.75 |
2,874.50 |
|
| S3 |
2,779.75 |
2,808.00 |
2,870.00 |
|
| S4 |
2,732.75 |
2,761.00 |
2,857.25 |
|
|
| 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 |
2,956.50 |
2,817.75 |
138.75 |
4.8% |
55.50 |
1.9% |
47% |
False |
False |
336,129 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.3% |
50.50 |
1.8% |
36% |
False |
False |
283,173 |
| 20 |
3,019.25 |
2,817.75 |
201.50 |
7.0% |
46.50 |
1.6% |
32% |
False |
False |
144,944 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.8% |
36.50 |
1.3% |
29% |
False |
False |
72,674 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.8% |
34.00 |
1.2% |
48% |
False |
False |
48,465 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.8% |
29.50 |
1.0% |
48% |
False |
False |
36,350 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.3% |
25.25 |
0.9% |
54% |
False |
False |
29,080 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.3% |
21.50 |
0.7% |
54% |
False |
False |
24,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.50 |
|
2.618 |
3,015.75 |
|
1.618 |
2,968.75 |
|
1.000 |
2,939.75 |
|
0.618 |
2,921.75 |
|
HIGH |
2,892.75 |
|
0.618 |
2,874.75 |
|
0.500 |
2,869.25 |
|
0.382 |
2,863.75 |
|
LOW |
2,845.75 |
|
0.618 |
2,816.75 |
|
1.000 |
2,798.75 |
|
1.618 |
2,769.75 |
|
2.618 |
2,722.75 |
|
4.250 |
2,646.00 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.50 |
2,873.75 |
| PP |
2,873.75 |
2,864.50 |
| S1 |
2,869.25 |
2,855.25 |
|