| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,411.5 |
1,378.8 |
-32.7 |
-2.3% |
1,389.1 |
| High |
1,416.4 |
1,386.9 |
-29.5 |
-2.1% |
1,422.7 |
| Low |
1,377.9 |
1,375.6 |
-2.3 |
-0.2% |
1,377.9 |
| Close |
1,383.0 |
1,386.2 |
3.2 |
0.2% |
1,383.0 |
| Range |
38.5 |
11.3 |
-27.2 |
-70.6% |
44.8 |
| ATR |
32.2 |
30.7 |
-1.5 |
-4.6% |
0.0 |
| Volume |
1,163 |
367 |
-796 |
-68.4% |
5,982 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.8 |
1,412.8 |
1,392.4 |
|
| R3 |
1,405.5 |
1,401.5 |
1,389.3 |
|
| R2 |
1,394.2 |
1,394.2 |
1,388.3 |
|
| R1 |
1,390.2 |
1,390.2 |
1,387.2 |
1,392.2 |
| PP |
1,382.9 |
1,382.9 |
1,382.9 |
1,383.9 |
| S1 |
1,378.9 |
1,378.9 |
1,385.2 |
1,380.9 |
| S2 |
1,371.6 |
1,371.6 |
1,384.1 |
|
| S3 |
1,360.3 |
1,367.6 |
1,383.1 |
|
| S4 |
1,349.0 |
1,356.3 |
1,380.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.9 |
1,500.8 |
1,407.6 |
|
| R3 |
1,484.1 |
1,456.0 |
1,395.3 |
|
| R2 |
1,439.3 |
1,439.3 |
1,391.2 |
|
| R1 |
1,411.2 |
1,411.2 |
1,387.1 |
1,402.9 |
| PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.4 |
| S1 |
1,366.4 |
1,366.4 |
1,378.9 |
1,358.1 |
| S2 |
1,349.7 |
1,349.7 |
1,374.8 |
|
| S3 |
1,304.9 |
1,321.6 |
1,370.7 |
|
| S4 |
1,260.1 |
1,276.8 |
1,358.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,422.7 |
1,375.6 |
47.1 |
3.4% |
24.1 |
1.7% |
23% |
False |
True |
985 |
| 10 |
1,422.7 |
1,372.1 |
50.6 |
3.7% |
25.9 |
1.9% |
28% |
False |
False |
52,115 |
| 20 |
1,448.3 |
1,336.3 |
112.0 |
8.1% |
32.0 |
2.3% |
45% |
False |
False |
134,791 |
| 40 |
1,495.0 |
1,321.5 |
173.5 |
12.5% |
36.4 |
2.6% |
37% |
False |
False |
177,637 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.4% |
31.6 |
2.3% |
22% |
False |
False |
159,428 |
| 80 |
1,651.6 |
1,321.5 |
330.1 |
23.8% |
29.1 |
2.1% |
20% |
False |
False |
122,933 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
26.5 |
1.9% |
17% |
False |
False |
99,461 |
| 120 |
1,708.2 |
1,321.5 |
386.7 |
27.9% |
25.5 |
1.8% |
17% |
False |
False |
83,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.9 |
|
2.618 |
1,416.5 |
|
1.618 |
1,405.2 |
|
1.000 |
1,398.2 |
|
0.618 |
1,393.9 |
|
HIGH |
1,386.9 |
|
0.618 |
1,382.6 |
|
0.500 |
1,381.3 |
|
0.382 |
1,379.9 |
|
LOW |
1,375.6 |
|
0.618 |
1,368.6 |
|
1.000 |
1,364.3 |
|
1.618 |
1,357.3 |
|
2.618 |
1,346.0 |
|
4.250 |
1,327.6 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.6 |
1,399.2 |
| PP |
1,382.9 |
1,394.8 |
| S1 |
1,381.3 |
1,390.5 |
|