| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,936.50 |
2,972.50 |
36.00 |
1.2% |
2,981.00 |
| High |
2,989.75 |
3,002.50 |
12.75 |
0.4% |
3,004.00 |
| Low |
2,936.50 |
2,971.00 |
34.50 |
1.2% |
2,897.75 |
| Close |
2,970.00 |
2,993.50 |
23.50 |
0.8% |
2,942.00 |
| Range |
53.25 |
31.50 |
-21.75 |
-40.8% |
106.25 |
| ATR |
42.85 |
42.11 |
-0.74 |
-1.7% |
0.00 |
| Volume |
113,841 |
96,353 |
-17,488 |
-15.4% |
1,287,083 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.50 |
3,070.00 |
3,010.75 |
|
| R3 |
3,052.00 |
3,038.50 |
3,002.25 |
|
| R2 |
3,020.50 |
3,020.50 |
2,999.25 |
|
| R1 |
3,007.00 |
3,007.00 |
2,996.50 |
3,013.75 |
| PP |
2,989.00 |
2,989.00 |
2,989.00 |
2,992.50 |
| S1 |
2,975.50 |
2,975.50 |
2,990.50 |
2,982.25 |
| S2 |
2,957.50 |
2,957.50 |
2,987.75 |
|
| S3 |
2,926.00 |
2,944.00 |
2,984.75 |
|
| S4 |
2,894.50 |
2,912.50 |
2,976.25 |
|
|
| 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 |
3,002.50 |
2,897.75 |
104.75 |
3.5% |
49.25 |
1.6% |
91% |
True |
False |
188,541 |
| 10 |
3,004.00 |
2,897.75 |
106.25 |
3.5% |
45.50 |
1.5% |
90% |
False |
False |
234,703 |
| 20 |
3,053.50 |
2,897.75 |
155.75 |
5.2% |
45.00 |
1.5% |
61% |
False |
False |
249,505 |
| 40 |
3,053.50 |
2,785.00 |
268.50 |
9.0% |
37.75 |
1.3% |
78% |
False |
False |
218,660 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
38.75 |
1.3% |
82% |
False |
False |
224,449 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
37.25 |
1.2% |
84% |
False |
False |
199,630 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
35.00 |
1.2% |
84% |
False |
False |
159,749 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
32.75 |
1.1% |
88% |
False |
False |
133,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.50 |
|
2.618 |
3,085.00 |
|
1.618 |
3,053.50 |
|
1.000 |
3,034.00 |
|
0.618 |
3,022.00 |
|
HIGH |
3,002.50 |
|
0.618 |
2,990.50 |
|
0.500 |
2,986.75 |
|
0.382 |
2,983.00 |
|
LOW |
2,971.00 |
|
0.618 |
2,951.50 |
|
1.000 |
2,939.50 |
|
1.618 |
2,920.00 |
|
2.618 |
2,888.50 |
|
4.250 |
2,837.00 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.25 |
2,985.50 |
| PP |
2,989.00 |
2,977.50 |
| S1 |
2,986.75 |
2,969.50 |
|