| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,965.50 |
2,922.75 |
-42.75 |
-1.4% |
2,981.00 |
| High |
2,979.50 |
2,969.50 |
-10.00 |
-0.3% |
3,007.00 |
| Low |
2,919.50 |
2,897.75 |
-21.75 |
-0.7% |
2,910.50 |
| Close |
2,920.25 |
2,962.25 |
42.00 |
1.4% |
2,980.50 |
| Range |
60.00 |
71.75 |
11.75 |
19.6% |
96.50 |
| ATR |
40.78 |
42.99 |
2.21 |
5.4% |
0.00 |
| Volume |
328,526 |
284,586 |
-43,940 |
-13.4% |
1,456,115 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.50 |
3,132.00 |
3,001.75 |
|
| R3 |
3,086.75 |
3,060.25 |
2,982.00 |
|
| R2 |
3,015.00 |
3,015.00 |
2,975.50 |
|
| R1 |
2,988.50 |
2,988.50 |
2,968.75 |
3,001.75 |
| PP |
2,943.25 |
2,943.25 |
2,943.25 |
2,949.75 |
| S1 |
2,916.75 |
2,916.75 |
2,955.75 |
2,930.00 |
| S2 |
2,871.50 |
2,871.50 |
2,949.00 |
|
| S3 |
2,799.75 |
2,845.00 |
2,942.50 |
|
| S4 |
2,728.00 |
2,773.25 |
2,922.75 |
|
|
| 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 |
2,897.75 |
106.25 |
3.6% |
50.25 |
1.7% |
61% |
False |
True |
286,856 |
| 10 |
3,022.75 |
2,897.75 |
125.00 |
4.2% |
47.75 |
1.6% |
52% |
False |
True |
289,704 |
| 20 |
3,053.50 |
2,897.75 |
155.75 |
5.3% |
43.00 |
1.5% |
41% |
False |
True |
262,280 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.50 |
1.3% |
72% |
False |
False |
231,658 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.50 |
1.3% |
72% |
False |
False |
229,213 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
37.25 |
1.3% |
75% |
False |
False |
195,530 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
34.50 |
1.2% |
75% |
False |
False |
156,454 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.3% |
32.25 |
1.1% |
81% |
False |
False |
130,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,274.50 |
|
2.618 |
3,157.25 |
|
1.618 |
3,085.50 |
|
1.000 |
3,041.25 |
|
0.618 |
3,013.75 |
|
HIGH |
2,969.50 |
|
0.618 |
2,942.00 |
|
0.500 |
2,933.50 |
|
0.382 |
2,925.25 |
|
LOW |
2,897.75 |
|
0.618 |
2,853.50 |
|
1.000 |
2,826.00 |
|
1.618 |
2,781.75 |
|
2.618 |
2,710.00 |
|
4.250 |
2,592.75 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,952.75 |
2,956.00 |
| PP |
2,943.25 |
2,949.75 |
| S1 |
2,933.50 |
2,943.50 |
|