| 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 |
2,987.75 |
2,965.50 |
-22.25 |
-0.7% |
2,981.00 |
| High |
2,989.00 |
2,979.50 |
-9.50 |
-0.3% |
3,007.00 |
| Low |
2,949.50 |
2,919.50 |
-30.00 |
-1.0% |
2,910.50 |
| Close |
2,963.50 |
2,920.25 |
-43.25 |
-1.5% |
2,980.50 |
| Range |
39.50 |
60.00 |
20.50 |
51.9% |
96.50 |
| ATR |
39.30 |
40.78 |
1.48 |
3.8% |
0.00 |
| Volume |
312,061 |
328,526 |
16,465 |
5.3% |
1,456,115 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.75 |
3,080.00 |
2,953.25 |
|
| R3 |
3,059.75 |
3,020.00 |
2,936.75 |
|
| R2 |
2,999.75 |
2,999.75 |
2,931.25 |
|
| R1 |
2,960.00 |
2,960.00 |
2,925.75 |
2,950.00 |
| PP |
2,939.75 |
2,939.75 |
2,939.75 |
2,934.75 |
| S1 |
2,900.00 |
2,900.00 |
2,914.75 |
2,890.00 |
| S2 |
2,879.75 |
2,879.75 |
2,909.25 |
|
| S3 |
2,819.75 |
2,840.00 |
2,903.75 |
|
| S4 |
2,759.75 |
2,780.00 |
2,887.25 |
|
|
| 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% |
44.50 |
1.5% |
10% |
False |
False |
286,052 |
| 10 |
3,025.50 |
2,910.50 |
115.00 |
3.9% |
45.00 |
1.5% |
8% |
False |
False |
282,840 |
| 20 |
3,053.50 |
2,910.50 |
143.00 |
4.9% |
40.75 |
1.4% |
7% |
False |
False |
258,354 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.3% |
38.50 |
1.3% |
60% |
False |
False |
234,008 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.3% |
38.00 |
1.3% |
60% |
False |
False |
229,150 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.7% |
36.50 |
1.3% |
64% |
False |
False |
191,974 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.7% |
33.75 |
1.2% |
64% |
False |
False |
153,608 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.6% |
31.75 |
1.1% |
72% |
False |
False |
128,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.50 |
|
2.618 |
3,136.50 |
|
1.618 |
3,076.50 |
|
1.000 |
3,039.50 |
|
0.618 |
3,016.50 |
|
HIGH |
2,979.50 |
|
0.618 |
2,956.50 |
|
0.500 |
2,949.50 |
|
0.382 |
2,942.50 |
|
LOW |
2,919.50 |
|
0.618 |
2,882.50 |
|
1.000 |
2,859.50 |
|
1.618 |
2,822.50 |
|
2.618 |
2,762.50 |
|
4.250 |
2,664.50 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,949.50 |
2,961.75 |
| PP |
2,939.75 |
2,948.00 |
| S1 |
2,930.00 |
2,934.00 |
|