| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,671.0 |
2,667.0 |
-4.0 |
-0.1% |
2,719.0 |
| High |
2,687.0 |
2,719.0 |
32.0 |
1.2% |
2,733.0 |
| Low |
2,647.0 |
2,666.0 |
19.0 |
0.7% |
2,612.0 |
| Close |
2,667.0 |
2,703.0 |
36.0 |
1.3% |
2,667.0 |
| Range |
40.0 |
53.0 |
13.0 |
32.5% |
121.0 |
| ATR |
52.2 |
52.3 |
0.1 |
0.1% |
0.0 |
| Volume |
1,581,710 |
1,724,067 |
142,357 |
9.0% |
6,809,629 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.0 |
2,832.0 |
2,732.2 |
|
| R3 |
2,802.0 |
2,779.0 |
2,717.6 |
|
| R2 |
2,749.0 |
2,749.0 |
2,712.7 |
|
| R1 |
2,726.0 |
2,726.0 |
2,707.9 |
2,737.5 |
| PP |
2,696.0 |
2,696.0 |
2,696.0 |
2,701.8 |
| S1 |
2,673.0 |
2,673.0 |
2,698.1 |
2,684.5 |
| S2 |
2,643.0 |
2,643.0 |
2,693.3 |
|
| S3 |
2,590.0 |
2,620.0 |
2,688.4 |
|
| S4 |
2,537.0 |
2,567.0 |
2,673.9 |
|
|
| 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 |
2,719.0 |
2,612.0 |
107.0 |
4.0% |
55.8 |
2.1% |
85% |
True |
False |
1,435,893 |
| 10 |
2,777.0 |
2,612.0 |
165.0 |
6.1% |
56.0 |
2.1% |
55% |
False |
False |
1,342,306 |
| 20 |
2,849.0 |
2,612.0 |
237.0 |
8.8% |
50.2 |
1.9% |
38% |
False |
False |
1,192,339 |
| 40 |
2,849.0 |
2,502.0 |
347.0 |
12.8% |
44.6 |
1.6% |
58% |
False |
False |
1,061,059 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
46.5 |
1.7% |
60% |
False |
False |
1,072,595 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
46.4 |
1.7% |
60% |
False |
False |
913,041 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
44.0 |
1.6% |
60% |
False |
False |
730,699 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
40.8 |
1.5% |
60% |
False |
False |
609,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.3 |
|
2.618 |
2,857.8 |
|
1.618 |
2,804.8 |
|
1.000 |
2,772.0 |
|
0.618 |
2,751.8 |
|
HIGH |
2,719.0 |
|
0.618 |
2,698.8 |
|
0.500 |
2,692.5 |
|
0.382 |
2,686.2 |
|
LOW |
2,666.0 |
|
0.618 |
2,633.2 |
|
1.000 |
2,613.0 |
|
1.618 |
2,580.2 |
|
2.618 |
2,527.2 |
|
4.250 |
2,440.8 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.5 |
2,690.5 |
| PP |
2,696.0 |
2,678.0 |
| S1 |
2,692.5 |
2,665.5 |
|