| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,996.75 |
2,960.75 |
-36.00 |
-1.2% |
2,981.00 |
| High |
3,003.50 |
2,962.25 |
-41.25 |
-1.4% |
3,004.00 |
| Low |
2,958.25 |
2,882.25 |
-76.00 |
-2.6% |
2,897.75 |
| Close |
2,961.50 |
2,886.50 |
-75.00 |
-2.5% |
2,942.00 |
| Range |
45.25 |
80.00 |
34.75 |
76.8% |
106.25 |
| ATR |
42.33 |
45.02 |
2.69 |
6.4% |
0.00 |
| Volume |
65,002 |
81,024 |
16,022 |
24.6% |
1,287,083 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150.25 |
3,098.50 |
2,930.50 |
|
| R3 |
3,070.25 |
3,018.50 |
2,908.50 |
|
| R2 |
2,990.25 |
2,990.25 |
2,901.25 |
|
| R1 |
2,938.50 |
2,938.50 |
2,893.75 |
2,924.50 |
| PP |
2,910.25 |
2,910.25 |
2,910.25 |
2,903.25 |
| S1 |
2,858.50 |
2,858.50 |
2,879.25 |
2,844.50 |
| S2 |
2,830.25 |
2,830.25 |
2,871.75 |
|
| S3 |
2,750.25 |
2,778.50 |
2,864.50 |
|
| S4 |
2,670.25 |
2,698.50 |
2,842.50 |
|
|
| 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 |
2,882.25 |
121.25 |
4.2% |
48.00 |
1.7% |
4% |
False |
True |
95,124 |
| 10 |
3,004.00 |
2,882.25 |
121.75 |
4.2% |
49.00 |
1.7% |
3% |
False |
True |
190,990 |
| 20 |
3,036.75 |
2,882.25 |
154.50 |
5.4% |
46.50 |
1.6% |
3% |
False |
True |
229,357 |
| 40 |
3,053.50 |
2,814.00 |
239.50 |
8.3% |
38.75 |
1.3% |
30% |
False |
False |
209,151 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.4% |
39.75 |
1.4% |
49% |
False |
False |
219,912 |
| 80 |
3,053.50 |
2,698.50 |
355.00 |
12.3% |
37.50 |
1.3% |
53% |
False |
False |
201,414 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.8% |
35.75 |
1.2% |
55% |
False |
False |
161,209 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.8% |
33.25 |
1.2% |
65% |
False |
False |
134,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,302.25 |
|
2.618 |
3,171.75 |
|
1.618 |
3,091.75 |
|
1.000 |
3,042.25 |
|
0.618 |
3,011.75 |
|
HIGH |
2,962.25 |
|
0.618 |
2,931.75 |
|
0.500 |
2,922.25 |
|
0.382 |
2,912.75 |
|
LOW |
2,882.25 |
|
0.618 |
2,832.75 |
|
1.000 |
2,802.25 |
|
1.618 |
2,752.75 |
|
2.618 |
2,672.75 |
|
4.250 |
2,542.25 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,922.25 |
2,943.00 |
| PP |
2,910.25 |
2,924.00 |
| S1 |
2,898.50 |
2,905.25 |
|