| 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 |
2,981.00 |
2,987.75 |
6.75 |
0.2% |
2,981.00 |
| High |
3,004.00 |
2,989.00 |
-15.00 |
-0.5% |
3,007.00 |
| Low |
2,976.25 |
2,949.50 |
-26.75 |
-0.9% |
2,910.50 |
| Close |
2,987.00 |
2,963.50 |
-23.50 |
-0.8% |
2,980.50 |
| Range |
27.75 |
39.50 |
11.75 |
42.3% |
96.50 |
| ATR |
39.29 |
39.30 |
0.02 |
0.0% |
0.00 |
| Volume |
242,507 |
312,061 |
69,554 |
28.7% |
1,456,115 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.75 |
3,064.25 |
2,985.25 |
|
| R3 |
3,046.25 |
3,024.75 |
2,974.25 |
|
| R2 |
3,006.75 |
3,006.75 |
2,970.75 |
|
| R1 |
2,985.25 |
2,985.25 |
2,967.00 |
2,976.25 |
| PP |
2,967.25 |
2,967.25 |
2,967.25 |
2,963.00 |
| S1 |
2,945.75 |
2,945.75 |
2,960.00 |
2,936.75 |
| S2 |
2,927.75 |
2,927.75 |
2,956.25 |
|
| S3 |
2,888.25 |
2,906.25 |
2,952.75 |
|
| S4 |
2,848.75 |
2,866.75 |
2,941.75 |
|
|
| 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 |
3,004.00 |
2,910.50 |
93.50 |
3.2% |
41.75 |
1.4% |
57% |
False |
False |
280,865 |
| 10 |
3,025.50 |
2,910.50 |
115.00 |
3.9% |
42.00 |
1.4% |
46% |
False |
False |
274,233 |
| 20 |
3,053.50 |
2,910.50 |
143.00 |
4.8% |
39.50 |
1.3% |
37% |
False |
False |
251,547 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.25 |
1.3% |
73% |
False |
False |
231,711 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
37.75 |
1.3% |
73% |
False |
False |
228,034 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
36.00 |
1.2% |
76% |
False |
False |
187,868 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
33.25 |
1.1% |
76% |
False |
False |
150,323 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.3% |
31.25 |
1.1% |
81% |
False |
False |
125,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.00 |
|
2.618 |
3,092.50 |
|
1.618 |
3,053.00 |
|
1.000 |
3,028.50 |
|
0.618 |
3,013.50 |
|
HIGH |
2,989.00 |
|
0.618 |
2,974.00 |
|
0.500 |
2,969.25 |
|
0.382 |
2,964.50 |
|
LOW |
2,949.50 |
|
0.618 |
2,925.00 |
|
1.000 |
2,910.00 |
|
1.618 |
2,885.50 |
|
2.618 |
2,846.00 |
|
4.250 |
2,781.50 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,969.25 |
2,972.00 |
| PP |
2,967.25 |
2,969.25 |
| S1 |
2,965.50 |
2,966.25 |
|