| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,703.0 |
2,637.0 |
-66.0 |
-2.4% |
2,719.0 |
| High |
2,710.0 |
2,643.0 |
-67.0 |
-2.5% |
2,733.0 |
| Low |
2,659.0 |
2,566.0 |
-93.0 |
-3.5% |
2,612.0 |
| Close |
2,685.0 |
2,593.0 |
-92.0 |
-3.4% |
2,667.0 |
| Range |
51.0 |
77.0 |
26.0 |
51.0% |
121.0 |
| ATR |
50.4 |
55.3 |
4.9 |
9.7% |
0.0 |
| Volume |
2,051,629 |
2,051,629 |
0 |
0.0% |
6,809,629 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.7 |
2,789.3 |
2,635.4 |
|
| R3 |
2,754.7 |
2,712.3 |
2,614.2 |
|
| R2 |
2,677.7 |
2,677.7 |
2,607.1 |
|
| R1 |
2,635.3 |
2,635.3 |
2,600.1 |
2,618.0 |
| PP |
2,600.7 |
2,600.7 |
2,600.7 |
2,592.0 |
| S1 |
2,558.3 |
2,558.3 |
2,585.9 |
2,541.0 |
| S2 |
2,523.7 |
2,523.7 |
2,578.9 |
|
| S3 |
2,446.7 |
2,481.3 |
2,571.8 |
|
| S4 |
2,369.7 |
2,404.3 |
2,550.7 |
|
|
| 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 |
2,566.0 |
153.0 |
5.9% |
49.2 |
1.9% |
18% |
False |
True |
1,854,270 |
| 10 |
2,734.0 |
2,566.0 |
168.0 |
6.5% |
53.0 |
2.0% |
16% |
False |
True |
1,540,011 |
| 20 |
2,849.0 |
2,566.0 |
283.0 |
10.9% |
52.2 |
2.0% |
10% |
False |
True |
1,362,183 |
| 40 |
2,849.0 |
2,566.0 |
283.0 |
10.9% |
44.3 |
1.7% |
10% |
False |
True |
1,126,214 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
14.2% |
47.1 |
1.8% |
30% |
False |
False |
1,117,954 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
14.2% |
46.5 |
1.8% |
30% |
False |
False |
987,582 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
14.2% |
44.7 |
1.7% |
30% |
False |
False |
790,307 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
14.2% |
41.5 |
1.6% |
30% |
False |
False |
658,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.3 |
|
2.618 |
2,844.6 |
|
1.618 |
2,767.6 |
|
1.000 |
2,720.0 |
|
0.618 |
2,690.6 |
|
HIGH |
2,643.0 |
|
0.618 |
2,613.6 |
|
0.500 |
2,604.5 |
|
0.382 |
2,595.4 |
|
LOW |
2,566.0 |
|
0.618 |
2,518.4 |
|
1.000 |
2,489.0 |
|
1.618 |
2,441.4 |
|
2.618 |
2,364.4 |
|
4.250 |
2,238.8 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.5 |
2,638.0 |
| PP |
2,600.7 |
2,623.0 |
| S1 |
2,596.8 |
2,608.0 |
|