| 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 |
2,948.25 |
2,981.00 |
32.75 |
1.1% |
2,981.00 |
| High |
2,992.00 |
3,004.00 |
12.00 |
0.4% |
3,007.00 |
| Low |
2,940.00 |
2,976.25 |
36.25 |
1.2% |
2,910.50 |
| Close |
2,980.50 |
2,987.00 |
6.50 |
0.2% |
2,980.50 |
| Range |
52.00 |
27.75 |
-24.25 |
-46.6% |
96.50 |
| ATR |
40.18 |
39.29 |
-0.89 |
-2.2% |
0.00 |
| Volume |
266,604 |
242,507 |
-24,097 |
-9.0% |
1,456,115 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.25 |
3,057.50 |
3,002.25 |
|
| R3 |
3,044.50 |
3,029.75 |
2,994.75 |
|
| R2 |
3,016.75 |
3,016.75 |
2,992.00 |
|
| R1 |
3,002.00 |
3,002.00 |
2,989.50 |
3,009.50 |
| PP |
2,989.00 |
2,989.00 |
2,989.00 |
2,992.75 |
| S1 |
2,974.25 |
2,974.25 |
2,984.50 |
2,981.50 |
| S2 |
2,961.25 |
2,961.25 |
2,982.00 |
|
| S3 |
2,933.50 |
2,946.50 |
2,979.25 |
|
| S4 |
2,905.75 |
2,918.75 |
2,971.75 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.50 |
3,214.50 |
3,033.50 |
|
| R3 |
3,159.00 |
3,118.00 |
3,007.00 |
|
| R2 |
3,062.50 |
3,062.50 |
2,998.25 |
|
| R1 |
3,021.50 |
3,021.50 |
2,989.25 |
2,993.75 |
| PP |
2,966.00 |
2,966.00 |
2,966.00 |
2,952.00 |
| S1 |
2,925.00 |
2,925.00 |
2,971.75 |
2,897.25 |
| S2 |
2,869.50 |
2,869.50 |
2,962.75 |
|
| S3 |
2,773.00 |
2,828.50 |
2,954.00 |
|
| S4 |
2,676.50 |
2,732.00 |
2,927.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,007.00 |
2,910.50 |
96.50 |
3.2% |
43.00 |
1.4% |
79% |
False |
False |
275,174 |
| 10 |
3,036.75 |
2,910.50 |
126.25 |
4.2% |
43.25 |
1.4% |
61% |
False |
False |
266,909 |
| 20 |
3,053.50 |
2,910.50 |
143.00 |
4.8% |
38.75 |
1.3% |
53% |
False |
False |
244,050 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
39.25 |
1.3% |
80% |
False |
False |
232,071 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
37.50 |
1.3% |
80% |
False |
False |
225,360 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
35.75 |
1.2% |
82% |
False |
False |
183,975 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
33.00 |
1.1% |
82% |
False |
False |
147,202 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
31.00 |
1.0% |
86% |
False |
False |
122,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.00 |
|
2.618 |
3,076.75 |
|
1.618 |
3,049.00 |
|
1.000 |
3,031.75 |
|
0.618 |
3,021.25 |
|
HIGH |
3,004.00 |
|
0.618 |
2,993.50 |
|
0.500 |
2,990.00 |
|
0.382 |
2,986.75 |
|
LOW |
2,976.25 |
|
0.618 |
2,959.00 |
|
1.000 |
2,948.50 |
|
1.618 |
2,931.25 |
|
2.618 |
2,903.50 |
|
4.250 |
2,858.25 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,990.00 |
2,977.00 |
| PP |
2,989.00 |
2,967.25 |
| S1 |
2,988.00 |
2,957.25 |
|