| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,131.5 |
8,245.0 |
113.5 |
1.4% |
8,315.0 |
| High |
8,278.5 |
8,355.0 |
76.5 |
0.9% |
8,398.5 |
| Low |
8,036.0 |
8,239.5 |
203.5 |
2.5% |
8,036.0 |
| Close |
8,263.0 |
8,313.0 |
50.0 |
0.6% |
8,263.0 |
| Range |
242.5 |
115.5 |
-127.0 |
-52.4% |
362.5 |
| ATR |
144.5 |
142.5 |
-2.1 |
-1.4% |
0.0 |
| Volume |
116,524 |
146,371 |
29,847 |
25.6% |
656,402 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,649.0 |
8,596.5 |
8,376.5 |
|
| R3 |
8,533.5 |
8,481.0 |
8,344.8 |
|
| R2 |
8,418.0 |
8,418.0 |
8,334.2 |
|
| R1 |
8,365.5 |
8,365.5 |
8,323.6 |
8,391.8 |
| PP |
8,302.5 |
8,302.5 |
8,302.5 |
8,315.6 |
| S1 |
8,250.0 |
8,250.0 |
8,302.4 |
8,276.3 |
| S2 |
8,187.0 |
8,187.0 |
8,291.8 |
|
| S3 |
8,071.5 |
8,134.5 |
8,281.2 |
|
| S4 |
7,956.0 |
8,019.0 |
8,249.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,320.0 |
9,154.0 |
8,462.4 |
|
| R3 |
8,957.5 |
8,791.5 |
8,362.7 |
|
| R2 |
8,595.0 |
8,595.0 |
8,329.5 |
|
| R1 |
8,429.0 |
8,429.0 |
8,296.2 |
8,330.8 |
| PP |
8,232.5 |
8,232.5 |
8,232.5 |
8,183.4 |
| S1 |
8,066.5 |
8,066.5 |
8,229.8 |
7,968.3 |
| S2 |
7,870.0 |
7,870.0 |
8,196.5 |
|
| S3 |
7,507.5 |
7,704.0 |
8,163.3 |
|
| S4 |
7,145.0 |
7,341.5 |
8,063.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,388.5 |
8,036.0 |
352.5 |
4.2% |
164.4 |
2.0% |
79% |
False |
False |
140,262 |
| 10 |
8,530.0 |
8,036.0 |
494.0 |
5.9% |
150.3 |
1.8% |
56% |
False |
False |
130,543 |
| 20 |
8,561.0 |
8,036.0 |
525.0 |
6.3% |
128.8 |
1.5% |
53% |
False |
False |
117,576 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
123.8 |
1.5% |
78% |
False |
False |
119,890 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
120.2 |
1.4% |
78% |
False |
False |
118,131 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
116.1 |
1.4% |
78% |
False |
False |
92,274 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
108.7 |
1.3% |
78% |
False |
False |
73,944 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
100.2 |
1.2% |
78% |
False |
False |
61,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,845.9 |
|
2.618 |
8,657.4 |
|
1.618 |
8,541.9 |
|
1.000 |
8,470.5 |
|
0.618 |
8,426.4 |
|
HIGH |
8,355.0 |
|
0.618 |
8,310.9 |
|
0.500 |
8,297.3 |
|
0.382 |
8,283.6 |
|
LOW |
8,239.5 |
|
0.618 |
8,168.1 |
|
1.000 |
8,124.0 |
|
1.618 |
8,052.6 |
|
2.618 |
7,937.1 |
|
4.250 |
7,748.6 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,307.8 |
8,273.8 |
| PP |
8,302.5 |
8,234.7 |
| S1 |
8,297.3 |
8,195.5 |
|