| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,972.50 |
2,996.75 |
24.25 |
0.8% |
2,981.00 |
| High |
3,002.50 |
3,003.50 |
1.00 |
0.0% |
3,004.00 |
| Low |
2,971.00 |
2,958.25 |
-12.75 |
-0.4% |
2,897.75 |
| Close |
2,993.50 |
2,961.50 |
-32.00 |
-1.1% |
2,942.00 |
| Range |
31.50 |
45.25 |
13.75 |
43.7% |
106.25 |
| ATR |
42.11 |
42.33 |
0.22 |
0.5% |
0.00 |
| Volume |
96,353 |
65,002 |
-31,351 |
-32.5% |
1,287,083 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.25 |
3,081.00 |
2,986.50 |
|
| R3 |
3,065.00 |
3,035.75 |
2,974.00 |
|
| R2 |
3,019.75 |
3,019.75 |
2,969.75 |
|
| R1 |
2,990.50 |
2,990.50 |
2,965.75 |
2,982.50 |
| PP |
2,974.50 |
2,974.50 |
2,974.50 |
2,970.50 |
| S1 |
2,945.25 |
2,945.25 |
2,957.25 |
2,937.25 |
| S2 |
2,929.25 |
2,929.25 |
2,953.25 |
|
| S3 |
2,884.00 |
2,900.00 |
2,949.00 |
|
| S4 |
2,838.75 |
2,854.75 |
2,936.50 |
|
|
| 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 |
3,003.50 |
2,897.75 |
105.75 |
3.6% |
46.25 |
1.6% |
60% |
True |
False |
135,837 |
| 10 |
3,004.00 |
2,897.75 |
106.25 |
3.6% |
45.50 |
1.5% |
60% |
False |
False |
210,944 |
| 20 |
3,053.50 |
2,897.75 |
155.75 |
5.3% |
46.00 |
1.6% |
41% |
False |
False |
243,495 |
| 40 |
3,053.50 |
2,814.00 |
239.50 |
8.1% |
37.25 |
1.3% |
62% |
False |
False |
213,552 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.75 |
1.3% |
72% |
False |
False |
221,376 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
37.00 |
1.2% |
75% |
False |
False |
200,428 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
35.25 |
1.2% |
75% |
False |
False |
160,399 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.3% |
33.00 |
1.1% |
81% |
False |
False |
133,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,195.75 |
|
2.618 |
3,122.00 |
|
1.618 |
3,076.75 |
|
1.000 |
3,048.75 |
|
0.618 |
3,031.50 |
|
HIGH |
3,003.50 |
|
0.618 |
2,986.25 |
|
0.500 |
2,981.00 |
|
0.382 |
2,975.50 |
|
LOW |
2,958.25 |
|
0.618 |
2,930.25 |
|
1.000 |
2,913.00 |
|
1.618 |
2,885.00 |
|
2.618 |
2,839.75 |
|
4.250 |
2,766.00 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.00 |
2,970.00 |
| PP |
2,974.50 |
2,967.25 |
| S1 |
2,968.00 |
2,964.25 |
|