| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,369.5 |
6,291.5 |
-78.0 |
-1.2% |
6,531.5 |
| High |
6,375.5 |
6,363.5 |
-12.0 |
-0.2% |
6,562.5 |
| Low |
6,264.5 |
6,261.0 |
-3.5 |
-0.1% |
6,271.0 |
| Close |
6,331.0 |
6,309.0 |
-22.0 |
-0.3% |
6,396.5 |
| Range |
111.0 |
102.5 |
-8.5 |
-7.7% |
291.5 |
| ATR |
95.3 |
95.8 |
0.5 |
0.5% |
0.0 |
| Volume |
118,570 |
166,916 |
48,346 |
40.8% |
570,203 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,618.5 |
6,566.5 |
6,365.5 |
|
| R3 |
6,516.0 |
6,464.0 |
6,337.0 |
|
| R2 |
6,413.5 |
6,413.5 |
6,328.0 |
|
| R1 |
6,361.5 |
6,361.5 |
6,318.5 |
6,387.5 |
| PP |
6,311.0 |
6,311.0 |
6,311.0 |
6,324.0 |
| S1 |
6,259.0 |
6,259.0 |
6,299.5 |
6,285.0 |
| S2 |
6,208.5 |
6,208.5 |
6,290.0 |
|
| S3 |
6,106.0 |
6,156.5 |
6,281.0 |
|
| S4 |
6,003.5 |
6,054.0 |
6,252.5 |
|
|
| 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 |
6,422.5 |
6,261.0 |
161.5 |
2.6% |
104.0 |
1.6% |
30% |
False |
True |
127,852 |
| 10 |
6,654.5 |
6,261.0 |
393.5 |
6.2% |
98.5 |
1.6% |
12% |
False |
True |
124,254 |
| 20 |
6,861.5 |
6,261.0 |
600.5 |
9.5% |
93.0 |
1.5% |
8% |
False |
True |
114,178 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.9% |
80.5 |
1.3% |
20% |
False |
False |
102,236 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
80.5 |
1.3% |
21% |
False |
False |
99,861 |
| 80 |
6,861.5 |
6,157.0 |
704.5 |
11.2% |
73.5 |
1.2% |
22% |
False |
False |
90,553 |
| 100 |
6,861.5 |
6,036.0 |
825.5 |
13.1% |
66.5 |
1.1% |
33% |
False |
False |
72,513 |
| 120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.9% |
59.5 |
0.9% |
48% |
False |
False |
60,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,799.0 |
|
2.618 |
6,632.0 |
|
1.618 |
6,529.5 |
|
1.000 |
6,466.0 |
|
0.618 |
6,427.0 |
|
HIGH |
6,363.5 |
|
0.618 |
6,324.5 |
|
0.500 |
6,312.0 |
|
0.382 |
6,300.0 |
|
LOW |
6,261.0 |
|
0.618 |
6,197.5 |
|
1.000 |
6,158.5 |
|
1.618 |
6,095.0 |
|
2.618 |
5,992.5 |
|
4.250 |
5,825.5 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,312.0 |
6,334.5 |
| PP |
6,311.0 |
6,326.0 |
| S1 |
6,310.0 |
6,317.5 |
|