| 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 |
2,707.0 |
2,681.0 |
-26.0 |
-1.0% |
2,756.0 |
| High |
2,711.0 |
2,702.0 |
-9.0 |
-0.3% |
2,787.0 |
| Low |
2,653.0 |
2,647.0 |
-6.0 |
-0.2% |
2,648.0 |
| Close |
2,685.0 |
2,669.0 |
-16.0 |
-0.6% |
2,725.0 |
| Range |
58.0 |
55.0 |
-3.0 |
-5.2% |
139.0 |
| ATR |
51.3 |
51.6 |
0.3 |
0.5% |
0.0 |
| Volume |
1,113,373 |
1,653,349 |
539,976 |
48.5% |
5,715,206 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.7 |
2,808.3 |
2,699.3 |
|
| R3 |
2,782.7 |
2,753.3 |
2,684.1 |
|
| R2 |
2,727.7 |
2,727.7 |
2,679.1 |
|
| R1 |
2,698.3 |
2,698.3 |
2,674.0 |
2,685.5 |
| PP |
2,672.7 |
2,672.7 |
2,672.7 |
2,666.3 |
| S1 |
2,643.3 |
2,643.3 |
2,664.0 |
2,630.5 |
| S2 |
2,617.7 |
2,617.7 |
2,658.9 |
|
| S3 |
2,562.7 |
2,588.3 |
2,653.9 |
|
| S4 |
2,507.7 |
2,533.3 |
2,638.8 |
|
|
| 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 |
2,734.0 |
2,647.0 |
87.0 |
3.3% |
58.4 |
2.2% |
25% |
False |
True |
1,282,015 |
| 10 |
2,811.0 |
2,647.0 |
164.0 |
6.1% |
54.9 |
2.1% |
13% |
False |
True |
1,237,135 |
| 20 |
2,849.0 |
2,647.0 |
202.0 |
7.6% |
47.1 |
1.8% |
11% |
False |
True |
1,116,930 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
44.5 |
1.7% |
51% |
False |
False |
1,046,997 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
46.4 |
1.7% |
51% |
False |
False |
1,053,554 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
45.8 |
1.7% |
51% |
False |
False |
857,891 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
43.0 |
1.6% |
51% |
False |
False |
686,590 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
39.8 |
1.5% |
51% |
False |
False |
572,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.8 |
|
2.618 |
2,846.0 |
|
1.618 |
2,791.0 |
|
1.000 |
2,757.0 |
|
0.618 |
2,736.0 |
|
HIGH |
2,702.0 |
|
0.618 |
2,681.0 |
|
0.500 |
2,674.5 |
|
0.382 |
2,668.0 |
|
LOW |
2,647.0 |
|
0.618 |
2,613.0 |
|
1.000 |
2,592.0 |
|
1.618 |
2,558.0 |
|
2.618 |
2,503.0 |
|
4.250 |
2,413.3 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.5 |
2,690.0 |
| PP |
2,672.7 |
2,683.0 |
| S1 |
2,670.8 |
2,676.0 |
|