| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,386.8 |
1,383.9 |
-2.9 |
-0.2% |
1,378.8 |
| High |
1,390.9 |
1,389.6 |
-1.3 |
-0.1% |
1,393.5 |
| Low |
1,373.4 |
1,377.8 |
4.4 |
0.3% |
1,366.0 |
| Close |
1,377.6 |
1,387.3 |
9.7 |
0.7% |
1,387.3 |
| Range |
17.5 |
11.8 |
-5.7 |
-32.6% |
27.5 |
| ATR |
28.5 |
27.3 |
-1.2 |
-4.1% |
0.0 |
| Volume |
458 |
90 |
-368 |
-80.3% |
1,911 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.3 |
1,415.6 |
1,393.8 |
|
| R3 |
1,408.5 |
1,403.8 |
1,390.5 |
|
| R2 |
1,396.7 |
1,396.7 |
1,389.5 |
|
| R1 |
1,392.0 |
1,392.0 |
1,388.4 |
1,394.4 |
| PP |
1,384.9 |
1,384.9 |
1,384.9 |
1,386.1 |
| S1 |
1,380.2 |
1,380.2 |
1,386.2 |
1,382.6 |
| S2 |
1,373.1 |
1,373.1 |
1,385.1 |
|
| S3 |
1,361.3 |
1,368.4 |
1,384.1 |
|
| S4 |
1,349.5 |
1,356.6 |
1,380.8 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.8 |
1,453.5 |
1,402.4 |
|
| R3 |
1,437.3 |
1,426.0 |
1,394.9 |
|
| R2 |
1,409.8 |
1,409.8 |
1,392.3 |
|
| R1 |
1,398.5 |
1,398.5 |
1,389.8 |
1,404.2 |
| PP |
1,382.3 |
1,382.3 |
1,382.3 |
1,385.1 |
| S1 |
1,371.0 |
1,371.0 |
1,384.8 |
1,376.7 |
| S2 |
1,354.8 |
1,354.8 |
1,382.3 |
|
| S3 |
1,327.3 |
1,343.5 |
1,379.7 |
|
| S4 |
1,299.8 |
1,316.0 |
1,372.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,393.5 |
1,366.0 |
27.5 |
2.0% |
15.8 |
1.1% |
77% |
False |
False |
382 |
| 10 |
1,422.7 |
1,366.0 |
56.7 |
4.1% |
21.6 |
1.6% |
38% |
False |
False |
789 |
| 20 |
1,422.7 |
1,336.3 |
86.4 |
6.2% |
29.3 |
2.1% |
59% |
False |
False |
96,048 |
| 40 |
1,487.2 |
1,336.3 |
150.9 |
10.9% |
29.6 |
2.1% |
34% |
False |
False |
136,993 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.4% |
31.7 |
2.3% |
22% |
False |
False |
157,955 |
| 80 |
1,620.6 |
1,321.5 |
299.1 |
21.6% |
28.4 |
2.0% |
22% |
False |
False |
122,556 |
| 100 |
1,699.0 |
1,321.5 |
377.5 |
27.2% |
26.5 |
1.9% |
17% |
False |
False |
99,324 |
| 120 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
25.2 |
1.8% |
17% |
False |
False |
83,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.8 |
|
2.618 |
1,420.5 |
|
1.618 |
1,408.7 |
|
1.000 |
1,401.4 |
|
0.618 |
1,396.9 |
|
HIGH |
1,389.6 |
|
0.618 |
1,385.1 |
|
0.500 |
1,383.7 |
|
0.382 |
1,382.3 |
|
LOW |
1,377.8 |
|
0.618 |
1,370.5 |
|
1.000 |
1,366.0 |
|
1.618 |
1,358.7 |
|
2.618 |
1,346.9 |
|
4.250 |
1,327.7 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.1 |
1,386.0 |
| PP |
1,384.9 |
1,384.7 |
| S1 |
1,383.7 |
1,383.5 |
|