| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,031.0 |
8,142.0 |
111.0 |
1.4% |
8,245.0 |
| High |
8,170.5 |
8,185.0 |
14.5 |
0.2% |
8,355.0 |
| Low |
7,966.5 |
8,080.5 |
114.0 |
1.4% |
7,966.5 |
| Close |
8,104.0 |
8,132.5 |
28.5 |
0.4% |
8,132.5 |
| Range |
204.0 |
104.5 |
-99.5 |
-48.8% |
388.5 |
| ATR |
148.8 |
145.7 |
-3.2 |
-2.1% |
0.0 |
| Volume |
129,410 |
157,369 |
27,959 |
21.6% |
749,310 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,446.2 |
8,393.8 |
8,190.0 |
|
| R3 |
8,341.7 |
8,289.3 |
8,161.2 |
|
| R2 |
8,237.2 |
8,237.2 |
8,151.7 |
|
| R1 |
8,184.8 |
8,184.8 |
8,142.1 |
8,158.8 |
| PP |
8,132.7 |
8,132.7 |
8,132.7 |
8,119.6 |
| S1 |
8,080.3 |
8,080.3 |
8,122.9 |
8,054.3 |
| S2 |
8,028.2 |
8,028.2 |
8,113.3 |
|
| S3 |
7,923.7 |
7,975.8 |
8,103.8 |
|
| S4 |
7,819.2 |
7,871.3 |
8,075.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,316.8 |
9,113.2 |
8,346.2 |
|
| R3 |
8,928.3 |
8,724.7 |
8,239.3 |
|
| R2 |
8,539.8 |
8,539.8 |
8,203.7 |
|
| R1 |
8,336.2 |
8,336.2 |
8,168.1 |
8,243.8 |
| PP |
8,151.3 |
8,151.3 |
8,151.3 |
8,105.1 |
| S1 |
7,947.7 |
7,947.7 |
8,096.9 |
7,855.3 |
| S2 |
7,762.8 |
7,762.8 |
8,061.3 |
|
| S3 |
7,374.3 |
7,559.2 |
8,025.7 |
|
| S4 |
6,985.8 |
7,170.7 |
7,918.8 |
|
|
| 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% |
142.1 |
1.7% |
43% |
False |
False |
149,862 |
| 10 |
8,398.5 |
7,966.5 |
432.0 |
5.3% |
160.0 |
2.0% |
38% |
False |
False |
140,571 |
| 20 |
8,561.0 |
7,966.5 |
594.5 |
7.3% |
140.6 |
1.7% |
28% |
False |
False |
128,255 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
123.6 |
1.5% |
62% |
False |
False |
119,877 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
123.7 |
1.5% |
62% |
False |
False |
121,209 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
119.4 |
1.5% |
62% |
False |
False |
99,793 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
112.5 |
1.4% |
62% |
False |
False |
79,962 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
103.3 |
1.3% |
62% |
False |
False |
66,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,629.1 |
|
2.618 |
8,458.6 |
|
1.618 |
8,354.1 |
|
1.000 |
8,289.5 |
|
0.618 |
8,249.6 |
|
HIGH |
8,185.0 |
|
0.618 |
8,145.1 |
|
0.500 |
8,132.8 |
|
0.382 |
8,120.4 |
|
LOW |
8,080.5 |
|
0.618 |
8,015.9 |
|
1.000 |
7,976.0 |
|
1.618 |
7,911.4 |
|
2.618 |
7,806.9 |
|
4.250 |
7,636.4 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,132.8 |
8,123.6 |
| PP |
8,132.7 |
8,114.7 |
| S1 |
8,132.6 |
8,105.8 |
|