| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,696.0 |
2,703.0 |
7.0 |
0.3% |
2,719.0 |
| High |
2,710.0 |
2,710.0 |
0.0 |
0.0% |
2,733.0 |
| Low |
2,685.0 |
2,659.0 |
-26.0 |
-1.0% |
2,612.0 |
| Close |
2,700.0 |
2,685.0 |
-15.0 |
-0.6% |
2,667.0 |
| Range |
25.0 |
51.0 |
26.0 |
104.0% |
121.0 |
| ATR |
50.3 |
50.4 |
0.0 |
0.1% |
0.0 |
| Volume |
1,862,318 |
2,051,629 |
189,311 |
10.2% |
6,809,629 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.7 |
2,812.3 |
2,713.1 |
|
| R3 |
2,786.7 |
2,761.3 |
2,699.0 |
|
| R2 |
2,735.7 |
2,735.7 |
2,694.4 |
|
| R1 |
2,710.3 |
2,710.3 |
2,689.7 |
2,697.5 |
| PP |
2,684.7 |
2,684.7 |
2,684.7 |
2,678.3 |
| S1 |
2,659.3 |
2,659.3 |
2,680.3 |
2,646.5 |
| S2 |
2,633.7 |
2,633.7 |
2,675.7 |
|
| S3 |
2,582.7 |
2,608.3 |
2,671.0 |
|
| S4 |
2,531.7 |
2,557.3 |
2,657.0 |
|
|
| 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 |
2,719.0 |
2,612.0 |
107.0 |
4.0% |
48.4 |
1.8% |
68% |
False |
False |
1,665,338 |
| 10 |
2,734.0 |
2,612.0 |
122.0 |
4.5% |
53.4 |
2.0% |
60% |
False |
False |
1,473,676 |
| 20 |
2,849.0 |
2,612.0 |
237.0 |
8.8% |
50.9 |
1.9% |
31% |
False |
False |
1,316,076 |
| 40 |
2,849.0 |
2,519.0 |
330.0 |
12.3% |
44.8 |
1.7% |
50% |
False |
False |
1,110,193 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
46.5 |
1.7% |
55% |
False |
False |
1,099,711 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
46.3 |
1.7% |
55% |
False |
False |
961,945 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
44.3 |
1.6% |
55% |
False |
False |
769,831 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
41.1 |
1.5% |
55% |
False |
False |
641,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.8 |
|
2.618 |
2,843.5 |
|
1.618 |
2,792.5 |
|
1.000 |
2,761.0 |
|
0.618 |
2,741.5 |
|
HIGH |
2,710.0 |
|
0.618 |
2,690.5 |
|
0.500 |
2,684.5 |
|
0.382 |
2,678.5 |
|
LOW |
2,659.0 |
|
0.618 |
2,627.5 |
|
1.000 |
2,608.0 |
|
1.618 |
2,576.5 |
|
2.618 |
2,525.5 |
|
4.250 |
2,442.3 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.8 |
2,689.0 |
| PP |
2,684.7 |
2,687.7 |
| S1 |
2,684.5 |
2,686.3 |
|