| 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 |
6,335.0 |
6,381.0 |
46.0 |
0.7% |
6,531.5 |
| High |
6,408.5 |
6,408.0 |
-0.5 |
0.0% |
6,562.5 |
| Low |
6,298.0 |
6,363.5 |
65.5 |
1.0% |
6,271.0 |
| Close |
6,396.5 |
6,382.0 |
-14.5 |
-0.2% |
6,396.5 |
| Range |
110.5 |
44.5 |
-66.0 |
-59.7% |
291.5 |
| ATR |
97.4 |
93.6 |
-3.8 |
-3.9% |
0.0 |
| Volume |
102,058 |
129,391 |
27,333 |
26.8% |
570,203 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,518.0 |
6,494.5 |
6,406.5 |
|
| R3 |
6,473.5 |
6,450.0 |
6,394.0 |
|
| R2 |
6,429.0 |
6,429.0 |
6,390.0 |
|
| R1 |
6,405.5 |
6,405.5 |
6,386.0 |
6,417.0 |
| PP |
6,384.5 |
6,384.5 |
6,384.5 |
6,390.5 |
| S1 |
6,361.0 |
6,361.0 |
6,378.0 |
6,373.0 |
| S2 |
6,340.0 |
6,340.0 |
6,374.0 |
|
| S3 |
6,295.5 |
6,316.5 |
6,370.0 |
|
| S4 |
6,251.0 |
6,272.0 |
6,357.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,284.5 |
7,132.0 |
6,557.0 |
|
| R3 |
6,993.0 |
6,840.5 |
6,476.5 |
|
| R2 |
6,701.5 |
6,701.5 |
6,450.0 |
|
| R1 |
6,549.0 |
6,549.0 |
6,423.0 |
6,479.5 |
| PP |
6,410.0 |
6,410.0 |
6,410.0 |
6,375.0 |
| S1 |
6,257.5 |
6,257.5 |
6,370.0 |
6,188.0 |
| S2 |
6,118.5 |
6,118.5 |
6,343.0 |
|
| S3 |
5,827.0 |
5,966.0 |
6,316.5 |
|
| S4 |
5,535.5 |
5,674.5 |
6,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,560.0 |
6,271.0 |
289.0 |
4.5% |
102.5 |
1.6% |
38% |
False |
False |
122,975 |
| 10 |
6,779.5 |
6,271.0 |
508.5 |
8.0% |
99.5 |
1.6% |
22% |
False |
False |
115,913 |
| 20 |
6,861.5 |
6,271.0 |
590.5 |
9.3% |
88.5 |
1.4% |
19% |
False |
False |
109,401 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.8% |
79.0 |
1.2% |
30% |
False |
False |
100,054 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
11.0% |
79.0 |
1.2% |
32% |
False |
False |
99,096 |
| 80 |
6,861.5 |
6,157.0 |
704.5 |
11.0% |
72.0 |
1.1% |
32% |
False |
False |
87,002 |
| 100 |
6,861.5 |
5,975.0 |
886.5 |
13.9% |
65.0 |
1.0% |
46% |
False |
False |
69,669 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.9% |
57.5 |
0.9% |
55% |
False |
False |
58,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,597.0 |
|
2.618 |
6,524.5 |
|
1.618 |
6,480.0 |
|
1.000 |
6,452.5 |
|
0.618 |
6,435.5 |
|
HIGH |
6,408.0 |
|
0.618 |
6,391.0 |
|
0.500 |
6,386.0 |
|
0.382 |
6,380.5 |
|
LOW |
6,363.5 |
|
0.618 |
6,336.0 |
|
1.000 |
6,319.0 |
|
1.618 |
6,291.5 |
|
2.618 |
6,247.0 |
|
4.250 |
6,174.5 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,386.0 |
6,370.0 |
| PP |
6,384.5 |
6,358.5 |
| S1 |
6,383.0 |
6,347.0 |
|