| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,637.0 |
2,588.0 |
-49.0 |
-1.9% |
2,667.0 |
| High |
2,643.0 |
2,612.0 |
-31.0 |
-1.2% |
2,719.0 |
| Low |
2,566.0 |
2,586.0 |
20.0 |
0.8% |
2,566.0 |
| Close |
2,593.0 |
2,611.6 |
18.6 |
0.7% |
2,611.6 |
| Range |
77.0 |
26.0 |
-51.0 |
-66.2% |
153.0 |
| ATR |
55.3 |
53.2 |
-2.1 |
-3.8% |
0.0 |
| Volume |
2,051,629 |
112,394 |
-1,939,235 |
-94.5% |
7,802,037 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.2 |
2,672.4 |
2,625.9 |
|
| R3 |
2,655.2 |
2,646.4 |
2,618.8 |
|
| R2 |
2,629.2 |
2,629.2 |
2,616.4 |
|
| R1 |
2,620.4 |
2,620.4 |
2,614.0 |
2,624.8 |
| PP |
2,603.2 |
2,603.2 |
2,603.2 |
2,605.4 |
| S1 |
2,594.4 |
2,594.4 |
2,609.2 |
2,598.8 |
| S2 |
2,577.2 |
2,577.2 |
2,606.8 |
|
| S3 |
2,551.2 |
2,568.4 |
2,604.5 |
|
| S4 |
2,525.2 |
2,542.4 |
2,597.3 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.2 |
3,004.4 |
2,695.8 |
|
| R3 |
2,938.2 |
2,851.4 |
2,653.7 |
|
| R2 |
2,785.2 |
2,785.2 |
2,639.7 |
|
| R1 |
2,698.4 |
2,698.4 |
2,625.6 |
2,665.3 |
| PP |
2,632.2 |
2,632.2 |
2,632.2 |
2,615.7 |
| S1 |
2,545.4 |
2,545.4 |
2,597.6 |
2,512.3 |
| S2 |
2,479.2 |
2,479.2 |
2,583.6 |
|
| S3 |
2,326.2 |
2,392.4 |
2,569.5 |
|
| S4 |
2,173.2 |
2,239.4 |
2,527.5 |
|
|
| 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% |
46.4 |
1.8% |
30% |
False |
False |
1,560,407 |
| 10 |
2,733.0 |
2,566.0 |
167.0 |
6.4% |
48.4 |
1.9% |
27% |
False |
False |
1,461,166 |
| 20 |
2,849.0 |
2,566.0 |
283.0 |
10.8% |
51.8 |
2.0% |
16% |
False |
False |
1,292,018 |
| 40 |
2,849.0 |
2,566.0 |
283.0 |
10.8% |
43.8 |
1.7% |
16% |
False |
False |
1,095,874 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
14.1% |
45.8 |
1.8% |
35% |
False |
False |
1,094,638 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
14.1% |
45.3 |
1.7% |
35% |
False |
False |
988,966 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
14.1% |
44.8 |
1.7% |
35% |
False |
False |
791,427 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
14.1% |
41.5 |
1.6% |
35% |
False |
False |
659,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.5 |
|
2.618 |
2,680.1 |
|
1.618 |
2,654.1 |
|
1.000 |
2,638.0 |
|
0.618 |
2,628.1 |
|
HIGH |
2,612.0 |
|
0.618 |
2,602.1 |
|
0.500 |
2,599.0 |
|
0.382 |
2,595.9 |
|
LOW |
2,586.0 |
|
0.618 |
2,569.9 |
|
1.000 |
2,560.0 |
|
1.618 |
2,543.9 |
|
2.618 |
2,517.9 |
|
4.250 |
2,475.5 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.4 |
2,638.0 |
| PP |
2,603.2 |
2,629.2 |
| S1 |
2,599.0 |
2,620.4 |
|