| 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 |
2,681.0 |
2,719.0 |
38.0 |
1.4% |
2,756.0 |
| High |
2,734.0 |
2,733.0 |
-1.0 |
0.0% |
2,787.0 |
| Low |
2,662.0 |
2,707.0 |
45.0 |
1.7% |
2,648.0 |
| Close |
2,725.0 |
2,718.0 |
-7.0 |
-0.3% |
2,725.0 |
| Range |
72.0 |
26.0 |
-46.0 |
-63.9% |
139.0 |
| ATR |
52.2 |
50.3 |
-1.9 |
-3.6% |
0.0 |
| Volume |
900,839 |
1,354,228 |
453,389 |
50.3% |
5,715,206 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.3 |
2,783.7 |
2,732.3 |
|
| R3 |
2,771.3 |
2,757.7 |
2,725.2 |
|
| R2 |
2,745.3 |
2,745.3 |
2,722.8 |
|
| R1 |
2,731.7 |
2,731.7 |
2,720.4 |
2,725.5 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,716.3 |
| S1 |
2,705.7 |
2,705.7 |
2,715.6 |
2,699.5 |
| S2 |
2,693.3 |
2,693.3 |
2,713.2 |
|
| S3 |
2,667.3 |
2,679.7 |
2,710.9 |
|
| S4 |
2,641.3 |
2,653.7 |
2,703.7 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.0 |
3,070.0 |
2,801.5 |
|
| R3 |
2,998.0 |
2,931.0 |
2,763.2 |
|
| R2 |
2,859.0 |
2,859.0 |
2,750.5 |
|
| R1 |
2,792.0 |
2,792.0 |
2,737.7 |
2,756.0 |
| PP |
2,720.0 |
2,720.0 |
2,720.0 |
2,702.0 |
| S1 |
2,653.0 |
2,653.0 |
2,712.3 |
2,617.0 |
| S2 |
2,581.0 |
2,581.0 |
2,699.5 |
|
| S3 |
2,442.0 |
2,514.0 |
2,686.8 |
|
| S4 |
2,303.0 |
2,375.0 |
2,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,777.0 |
2,648.0 |
129.0 |
4.7% |
56.2 |
2.1% |
54% |
False |
False |
1,248,719 |
| 10 |
2,849.0 |
2,648.0 |
201.0 |
7.4% |
53.3 |
2.0% |
35% |
False |
False |
1,153,948 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.4% |
44.9 |
1.7% |
35% |
False |
False |
1,052,316 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
43.9 |
1.6% |
64% |
False |
False |
1,025,746 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
45.4 |
1.7% |
64% |
False |
False |
1,042,491 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
45.1 |
1.7% |
64% |
False |
False |
823,310 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
42.3 |
1.6% |
64% |
False |
False |
658,934 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
39.3 |
1.4% |
64% |
False |
False |
549,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.5 |
|
2.618 |
2,801.1 |
|
1.618 |
2,775.1 |
|
1.000 |
2,759.0 |
|
0.618 |
2,749.1 |
|
HIGH |
2,733.0 |
|
0.618 |
2,723.1 |
|
0.500 |
2,720.0 |
|
0.382 |
2,716.9 |
|
LOW |
2,707.0 |
|
0.618 |
2,690.9 |
|
1.000 |
2,681.0 |
|
1.618 |
2,664.9 |
|
2.618 |
2,638.9 |
|
4.250 |
2,596.5 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.0 |
2,709.0 |
| PP |
2,719.3 |
2,700.0 |
| S1 |
2,718.7 |
2,691.0 |
|