| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,623.0 |
2,671.0 |
48.0 |
1.8% |
2,719.0 |
| High |
2,685.0 |
2,687.0 |
2.0 |
0.1% |
2,733.0 |
| Low |
2,612.0 |
2,647.0 |
35.0 |
1.3% |
2,612.0 |
| Close |
2,664.0 |
2,667.0 |
3.0 |
0.1% |
2,667.0 |
| Range |
73.0 |
40.0 |
-33.0 |
-45.2% |
121.0 |
| ATR |
53.1 |
52.2 |
-0.9 |
-1.8% |
0.0 |
| Volume |
1,106,969 |
1,581,710 |
474,741 |
42.9% |
6,809,629 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.0 |
2,767.0 |
2,689.0 |
|
| R3 |
2,747.0 |
2,727.0 |
2,678.0 |
|
| R2 |
2,707.0 |
2,707.0 |
2,674.3 |
|
| R1 |
2,687.0 |
2,687.0 |
2,670.7 |
2,677.0 |
| PP |
2,667.0 |
2,667.0 |
2,667.0 |
2,662.0 |
| S1 |
2,647.0 |
2,647.0 |
2,663.3 |
2,637.0 |
| S2 |
2,627.0 |
2,627.0 |
2,659.7 |
|
| S3 |
2,587.0 |
2,607.0 |
2,656.0 |
|
| S4 |
2,547.0 |
2,567.0 |
2,645.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
2,971.3 |
2,733.6 |
|
| R3 |
2,912.7 |
2,850.3 |
2,700.3 |
|
| R2 |
2,791.7 |
2,791.7 |
2,689.2 |
|
| R1 |
2,729.3 |
2,729.3 |
2,678.1 |
2,700.0 |
| PP |
2,670.7 |
2,670.7 |
2,670.7 |
2,656.0 |
| S1 |
2,608.3 |
2,608.3 |
2,655.9 |
2,579.0 |
| S2 |
2,549.7 |
2,549.7 |
2,644.8 |
|
| S3 |
2,428.7 |
2,487.3 |
2,633.7 |
|
| S4 |
2,307.7 |
2,366.3 |
2,600.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,733.0 |
2,612.0 |
121.0 |
4.5% |
50.4 |
1.9% |
45% |
False |
False |
1,361,925 |
| 10 |
2,787.0 |
2,612.0 |
175.0 |
6.6% |
56.9 |
2.1% |
31% |
False |
False |
1,252,483 |
| 20 |
2,849.0 |
2,612.0 |
237.0 |
8.9% |
49.8 |
1.9% |
23% |
False |
False |
1,160,645 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
44.3 |
1.7% |
51% |
False |
False |
1,048,848 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
46.3 |
1.7% |
51% |
False |
False |
1,063,677 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
46.4 |
1.7% |
51% |
False |
False |
891,497 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
43.7 |
1.6% |
51% |
False |
False |
713,469 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
40.5 |
1.5% |
51% |
False |
False |
594,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.0 |
|
2.618 |
2,791.7 |
|
1.618 |
2,751.7 |
|
1.000 |
2,727.0 |
|
0.618 |
2,711.7 |
|
HIGH |
2,687.0 |
|
0.618 |
2,671.7 |
|
0.500 |
2,667.0 |
|
0.382 |
2,662.3 |
|
LOW |
2,647.0 |
|
0.618 |
2,622.3 |
|
1.000 |
2,607.0 |
|
1.618 |
2,582.3 |
|
2.618 |
2,542.3 |
|
4.250 |
2,477.0 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.0 |
2,663.7 |
| PP |
2,667.0 |
2,660.3 |
| S1 |
2,667.0 |
2,657.0 |
|