| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,707.0 |
-12.0 |
-0.4% |
2,756.0 |
| High |
2,733.0 |
2,711.0 |
-22.0 |
-0.8% |
2,787.0 |
| Low |
2,707.0 |
2,653.0 |
-54.0 |
-2.0% |
2,648.0 |
| Close |
2,718.0 |
2,685.0 |
-33.0 |
-1.2% |
2,725.0 |
| Range |
26.0 |
58.0 |
32.0 |
123.1% |
139.0 |
| ATR |
50.3 |
51.3 |
1.1 |
2.1% |
0.0 |
| Volume |
1,354,228 |
1,113,373 |
-240,855 |
-17.8% |
5,715,206 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.0 |
2,829.0 |
2,716.9 |
|
| R3 |
2,799.0 |
2,771.0 |
2,701.0 |
|
| R2 |
2,741.0 |
2,741.0 |
2,695.6 |
|
| R1 |
2,713.0 |
2,713.0 |
2,690.3 |
2,698.0 |
| PP |
2,683.0 |
2,683.0 |
2,683.0 |
2,675.5 |
| S1 |
2,655.0 |
2,655.0 |
2,679.7 |
2,640.0 |
| S2 |
2,625.0 |
2,625.0 |
2,674.4 |
|
| S3 |
2,567.0 |
2,597.0 |
2,669.1 |
|
| S4 |
2,509.0 |
2,539.0 |
2,653.1 |
|
|
| 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 |
2,753.0 |
2,648.0 |
105.0 |
3.9% |
58.2 |
2.2% |
35% |
False |
False |
1,243,492 |
| 10 |
2,821.0 |
2,648.0 |
173.0 |
6.4% |
53.6 |
2.0% |
21% |
False |
False |
1,163,256 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.5% |
46.4 |
1.7% |
18% |
False |
False |
1,076,609 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
44.4 |
1.7% |
55% |
False |
False |
1,030,336 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
46.0 |
1.7% |
55% |
False |
False |
1,041,420 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
45.5 |
1.7% |
55% |
False |
False |
837,226 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
42.7 |
1.6% |
55% |
False |
False |
670,066 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
39.6 |
1.5% |
55% |
False |
False |
558,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.5 |
|
2.618 |
2,862.8 |
|
1.618 |
2,804.8 |
|
1.000 |
2,769.0 |
|
0.618 |
2,746.8 |
|
HIGH |
2,711.0 |
|
0.618 |
2,688.8 |
|
0.500 |
2,682.0 |
|
0.382 |
2,675.2 |
|
LOW |
2,653.0 |
|
0.618 |
2,617.2 |
|
1.000 |
2,595.0 |
|
1.618 |
2,559.2 |
|
2.618 |
2,501.2 |
|
4.250 |
2,406.5 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.0 |
2,693.5 |
| PP |
2,683.0 |
2,690.7 |
| S1 |
2,682.0 |
2,687.8 |
|