| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,667.0 |
2,696.0 |
29.0 |
1.1% |
2,719.0 |
| High |
2,719.0 |
2,710.0 |
-9.0 |
-0.3% |
2,733.0 |
| Low |
2,666.0 |
2,685.0 |
19.0 |
0.7% |
2,612.0 |
| Close |
2,703.0 |
2,700.0 |
-3.0 |
-0.1% |
2,667.0 |
| Range |
53.0 |
25.0 |
-28.0 |
-52.8% |
121.0 |
| ATR |
52.3 |
50.3 |
-1.9 |
-3.7% |
0.0 |
| Volume |
1,724,067 |
1,862,318 |
138,251 |
8.0% |
6,809,629 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.3 |
2,761.7 |
2,713.8 |
|
| R3 |
2,748.3 |
2,736.7 |
2,706.9 |
|
| R2 |
2,723.3 |
2,723.3 |
2,704.6 |
|
| R1 |
2,711.7 |
2,711.7 |
2,702.3 |
2,717.5 |
| PP |
2,698.3 |
2,698.3 |
2,698.3 |
2,701.3 |
| S1 |
2,686.7 |
2,686.7 |
2,697.7 |
2,692.5 |
| S2 |
2,673.3 |
2,673.3 |
2,695.4 |
|
| S3 |
2,648.3 |
2,661.7 |
2,693.1 |
|
| S4 |
2,623.3 |
2,636.7 |
2,686.3 |
|
|
| 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% |
49.2 |
1.8% |
82% |
False |
False |
1,585,682 |
| 10 |
2,753.0 |
2,612.0 |
141.0 |
5.2% |
53.7 |
2.0% |
62% |
False |
False |
1,414,587 |
| 20 |
2,849.0 |
2,612.0 |
237.0 |
8.8% |
50.0 |
1.9% |
37% |
False |
False |
1,254,646 |
| 40 |
2,849.0 |
2,512.0 |
337.0 |
12.5% |
44.4 |
1.6% |
56% |
False |
False |
1,079,068 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
46.3 |
1.7% |
60% |
False |
False |
1,085,130 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
46.2 |
1.7% |
60% |
False |
False |
936,315 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
44.0 |
1.6% |
60% |
False |
False |
749,321 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
40.9 |
1.5% |
60% |
False |
False |
624,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.3 |
|
2.618 |
2,775.5 |
|
1.618 |
2,750.5 |
|
1.000 |
2,735.0 |
|
0.618 |
2,725.5 |
|
HIGH |
2,710.0 |
|
0.618 |
2,700.5 |
|
0.500 |
2,697.5 |
|
0.382 |
2,694.6 |
|
LOW |
2,685.0 |
|
0.618 |
2,669.6 |
|
1.000 |
2,660.0 |
|
1.618 |
2,644.6 |
|
2.618 |
2,619.6 |
|
4.250 |
2,578.8 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.2 |
2,694.3 |
| PP |
2,698.3 |
2,688.7 |
| S1 |
2,697.5 |
2,683.0 |
|