| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,142.0 |
8,139.0 |
-3.0 |
0.0% |
8,245.0 |
| High |
8,185.0 |
8,264.0 |
79.0 |
1.0% |
8,355.0 |
| Low |
8,080.5 |
8,139.0 |
58.5 |
0.7% |
7,966.5 |
| Close |
8,132.5 |
8,220.0 |
87.5 |
1.1% |
8,132.5 |
| Range |
104.5 |
125.0 |
20.5 |
19.6% |
388.5 |
| ATR |
145.7 |
144.7 |
-1.0 |
-0.7% |
0.0 |
| Volume |
157,369 |
131,635 |
-25,734 |
-16.4% |
749,310 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,582.7 |
8,526.3 |
8,288.8 |
|
| R3 |
8,457.7 |
8,401.3 |
8,254.4 |
|
| R2 |
8,332.7 |
8,332.7 |
8,242.9 |
|
| R1 |
8,276.3 |
8,276.3 |
8,231.5 |
8,304.5 |
| PP |
8,207.7 |
8,207.7 |
8,207.7 |
8,221.8 |
| S1 |
8,151.3 |
8,151.3 |
8,208.5 |
8,179.5 |
| S2 |
8,082.7 |
8,082.7 |
8,197.1 |
|
| S3 |
7,957.7 |
8,026.3 |
8,185.6 |
|
| S4 |
7,832.7 |
7,901.3 |
8,151.3 |
|
|
| 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 |
8,282.5 |
7,966.5 |
316.0 |
3.8% |
144.0 |
1.8% |
80% |
False |
False |
146,914 |
| 10 |
8,388.5 |
7,966.5 |
422.0 |
5.1% |
154.2 |
1.9% |
60% |
False |
False |
143,588 |
| 20 |
8,561.0 |
7,966.5 |
594.5 |
7.2% |
139.3 |
1.7% |
43% |
False |
False |
129,350 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
123.7 |
1.5% |
70% |
False |
False |
119,270 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
124.4 |
1.5% |
70% |
False |
False |
121,265 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
119.0 |
1.4% |
70% |
False |
False |
101,435 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
112.6 |
1.4% |
70% |
False |
False |
81,275 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
104.0 |
1.3% |
70% |
False |
False |
67,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,795.3 |
|
2.618 |
8,591.3 |
|
1.618 |
8,466.3 |
|
1.000 |
8,389.0 |
|
0.618 |
8,341.3 |
|
HIGH |
8,264.0 |
|
0.618 |
8,216.3 |
|
0.500 |
8,201.5 |
|
0.382 |
8,186.8 |
|
LOW |
8,139.0 |
|
0.618 |
8,061.8 |
|
1.000 |
8,014.0 |
|
1.618 |
7,936.8 |
|
2.618 |
7,811.8 |
|
4.250 |
7,607.8 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,213.8 |
8,185.1 |
| PP |
8,207.7 |
8,150.2 |
| S1 |
8,201.5 |
8,115.3 |
|