| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,199.0 |
8,031.0 |
-168.0 |
-2.0% |
8,315.0 |
| High |
8,245.0 |
8,170.5 |
-74.5 |
-0.9% |
8,398.5 |
| Low |
8,100.5 |
7,966.5 |
-134.0 |
-1.7% |
8,036.0 |
| Close |
8,147.0 |
8,104.0 |
-43.0 |
-0.5% |
8,263.0 |
| Range |
144.5 |
204.0 |
59.5 |
41.2% |
362.5 |
| ATR |
144.6 |
148.8 |
4.2 |
2.9% |
0.0 |
| Volume |
177,911 |
129,410 |
-48,501 |
-27.3% |
656,402 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,692.3 |
8,602.2 |
8,216.2 |
|
| R3 |
8,488.3 |
8,398.2 |
8,160.1 |
|
| R2 |
8,284.3 |
8,284.3 |
8,141.4 |
|
| R1 |
8,194.2 |
8,194.2 |
8,122.7 |
8,239.3 |
| PP |
8,080.3 |
8,080.3 |
8,080.3 |
8,102.9 |
| S1 |
7,990.2 |
7,990.2 |
8,085.3 |
8,035.3 |
| S2 |
7,876.3 |
7,876.3 |
8,066.6 |
|
| S3 |
7,672.3 |
7,786.2 |
8,047.9 |
|
| S4 |
7,468.3 |
7,582.2 |
7,991.8 |
|
|
| 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 |
8,355.0 |
7,966.5 |
388.5 |
4.8% |
169.7 |
2.1% |
35% |
False |
True |
141,693 |
| 10 |
8,406.5 |
7,966.5 |
440.0 |
5.4% |
160.2 |
2.0% |
31% |
False |
True |
140,457 |
| 20 |
8,561.0 |
7,966.5 |
594.5 |
7.3% |
139.6 |
1.7% |
23% |
False |
True |
125,023 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
14.1% |
127.4 |
1.6% |
60% |
False |
False |
121,163 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.1% |
124.9 |
1.5% |
60% |
False |
False |
120,534 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.1% |
118.8 |
1.5% |
60% |
False |
False |
97,828 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.1% |
111.7 |
1.4% |
60% |
False |
False |
78,391 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.1% |
103.0 |
1.3% |
60% |
False |
False |
65,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,037.5 |
|
2.618 |
8,704.6 |
|
1.618 |
8,500.6 |
|
1.000 |
8,374.5 |
|
0.618 |
8,296.6 |
|
HIGH |
8,170.5 |
|
0.618 |
8,092.6 |
|
0.500 |
8,068.5 |
|
0.382 |
8,044.4 |
|
LOW |
7,966.5 |
|
0.618 |
7,840.4 |
|
1.000 |
7,762.5 |
|
1.618 |
7,636.4 |
|
2.618 |
7,432.4 |
|
4.250 |
7,099.5 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,092.2 |
8,124.5 |
| PP |
8,080.3 |
8,117.7 |
| S1 |
8,068.5 |
8,110.8 |
|