| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,381.0 |
6,369.5 |
-11.5 |
-0.2% |
6,531.5 |
| High |
6,408.0 |
6,375.5 |
-32.5 |
-0.5% |
6,562.5 |
| Low |
6,363.5 |
6,264.5 |
-99.0 |
-1.6% |
6,271.0 |
| Close |
6,382.0 |
6,331.0 |
-51.0 |
-0.8% |
6,396.5 |
| Range |
44.5 |
111.0 |
66.5 |
149.4% |
291.5 |
| ATR |
93.6 |
95.3 |
1.7 |
1.8% |
0.0 |
| Volume |
129,391 |
118,570 |
-10,821 |
-8.4% |
570,203 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,656.5 |
6,605.0 |
6,392.0 |
|
| R3 |
6,545.5 |
6,494.0 |
6,361.5 |
|
| R2 |
6,434.5 |
6,434.5 |
6,351.5 |
|
| R1 |
6,383.0 |
6,383.0 |
6,341.0 |
6,353.0 |
| PP |
6,323.5 |
6,323.5 |
6,323.5 |
6,309.0 |
| S1 |
6,272.0 |
6,272.0 |
6,321.0 |
6,242.0 |
| S2 |
6,212.5 |
6,212.5 |
6,310.5 |
|
| S3 |
6,101.5 |
6,161.0 |
6,300.5 |
|
| S4 |
5,990.5 |
6,050.0 |
6,270.0 |
|
|
| 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 |
6,521.0 |
6,264.5 |
256.5 |
4.1% |
111.0 |
1.8% |
26% |
False |
True |
120,534 |
| 10 |
6,726.0 |
6,264.5 |
461.5 |
7.3% |
100.5 |
1.6% |
14% |
False |
True |
115,922 |
| 20 |
6,861.5 |
6,264.5 |
597.0 |
9.4% |
92.0 |
1.5% |
11% |
False |
True |
110,333 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.9% |
81.0 |
1.3% |
23% |
False |
False |
100,283 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
80.0 |
1.3% |
24% |
False |
False |
99,026 |
| 80 |
6,861.5 |
6,157.0 |
704.5 |
11.1% |
72.5 |
1.1% |
25% |
False |
False |
88,468 |
| 100 |
6,861.5 |
5,993.0 |
868.5 |
13.7% |
65.5 |
1.0% |
39% |
False |
False |
70,850 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
17.0% |
58.5 |
0.9% |
51% |
False |
False |
59,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,847.0 |
|
2.618 |
6,666.0 |
|
1.618 |
6,555.0 |
|
1.000 |
6,486.5 |
|
0.618 |
6,444.0 |
|
HIGH |
6,375.5 |
|
0.618 |
6,333.0 |
|
0.500 |
6,320.0 |
|
0.382 |
6,307.0 |
|
LOW |
6,264.5 |
|
0.618 |
6,196.0 |
|
1.000 |
6,153.5 |
|
1.618 |
6,085.0 |
|
2.618 |
5,974.0 |
|
4.250 |
5,793.0 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,327.5 |
6,336.5 |
| PP |
6,323.5 |
6,334.5 |
| S1 |
6,320.0 |
6,333.0 |
|