| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,966.25 |
2,936.50 |
-29.75 |
-1.0% |
2,981.00 |
| High |
2,968.50 |
2,989.75 |
21.25 |
0.7% |
3,004.00 |
| Low |
2,938.75 |
2,936.50 |
-2.25 |
-0.1% |
2,897.75 |
| Close |
2,942.00 |
2,970.00 |
28.00 |
1.0% |
2,942.00 |
| Range |
29.75 |
53.25 |
23.50 |
79.0% |
106.25 |
| ATR |
42.05 |
42.85 |
0.80 |
1.9% |
0.00 |
| Volume |
119,403 |
113,841 |
-5,562 |
-4.7% |
1,287,083 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.25 |
3,100.75 |
2,999.25 |
|
| R3 |
3,072.00 |
3,047.50 |
2,984.75 |
|
| R2 |
3,018.75 |
3,018.75 |
2,979.75 |
|
| R1 |
2,994.25 |
2,994.25 |
2,975.00 |
3,006.50 |
| PP |
2,965.50 |
2,965.50 |
2,965.50 |
2,971.50 |
| S1 |
2,941.00 |
2,941.00 |
2,965.00 |
2,953.25 |
| S2 |
2,912.25 |
2,912.25 |
2,960.25 |
|
| S3 |
2,859.00 |
2,887.75 |
2,955.25 |
|
| S4 |
2,805.75 |
2,834.50 |
2,940.75 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.75 |
3,210.50 |
3,000.50 |
|
| R3 |
3,160.50 |
3,104.25 |
2,971.25 |
|
| R2 |
3,054.25 |
3,054.25 |
2,961.50 |
|
| R1 |
2,998.00 |
2,998.00 |
2,951.75 |
2,973.00 |
| PP |
2,948.00 |
2,948.00 |
2,948.00 |
2,935.50 |
| S1 |
2,891.75 |
2,891.75 |
2,932.25 |
2,866.75 |
| S2 |
2,841.75 |
2,841.75 |
2,922.50 |
|
| S3 |
2,735.50 |
2,785.50 |
2,912.75 |
|
| S4 |
2,629.25 |
2,679.25 |
2,883.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,989.75 |
2,897.75 |
92.00 |
3.1% |
50.75 |
1.7% |
79% |
True |
False |
231,683 |
| 10 |
3,007.00 |
2,897.75 |
109.25 |
3.7% |
47.00 |
1.6% |
66% |
False |
False |
253,428 |
| 20 |
3,053.50 |
2,897.75 |
155.75 |
5.2% |
44.50 |
1.5% |
46% |
False |
False |
254,350 |
| 40 |
3,053.50 |
2,770.75 |
282.75 |
9.5% |
38.00 |
1.3% |
70% |
False |
False |
222,011 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.75 |
1.3% |
75% |
False |
False |
225,849 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
37.00 |
1.2% |
77% |
False |
False |
198,438 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
35.00 |
1.2% |
77% |
False |
False |
158,786 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.3% |
32.50 |
1.1% |
83% |
False |
False |
132,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,216.00 |
|
2.618 |
3,129.25 |
|
1.618 |
3,076.00 |
|
1.000 |
3,043.00 |
|
0.618 |
3,022.75 |
|
HIGH |
2,989.75 |
|
0.618 |
2,969.50 |
|
0.500 |
2,963.00 |
|
0.382 |
2,956.75 |
|
LOW |
2,936.50 |
|
0.618 |
2,903.50 |
|
1.000 |
2,883.25 |
|
1.618 |
2,850.25 |
|
2.618 |
2,797.00 |
|
4.250 |
2,710.25 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,967.75 |
2,961.25 |
| PP |
2,965.50 |
2,952.50 |
| S1 |
2,963.00 |
2,943.75 |
|