| 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 |
1,412.7 |
1,379.3 |
-33.4 |
-2.4% |
1,388.8 |
| High |
1,417.7 |
1,386.0 |
-31.7 |
-2.2% |
1,423.3 |
| Low |
1,377.1 |
1,378.5 |
1.4 |
0.1% |
1,377.1 |
| Close |
1,383.0 |
1,386.0 |
3.0 |
0.2% |
1,383.0 |
| Range |
40.6 |
7.5 |
-33.1 |
-81.5% |
46.2 |
| ATR |
32.3 |
30.5 |
-1.8 |
-5.5% |
0.0 |
| Volume |
199,054 |
109,059 |
-89,995 |
-45.2% |
775,158 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.0 |
1,403.5 |
1,390.1 |
|
| R3 |
1,398.5 |
1,396.0 |
1,388.1 |
|
| R2 |
1,391.0 |
1,391.0 |
1,387.4 |
|
| R1 |
1,388.5 |
1,388.5 |
1,386.7 |
1,389.8 |
| PP |
1,383.5 |
1,383.5 |
1,383.5 |
1,384.1 |
| S1 |
1,381.0 |
1,381.0 |
1,385.3 |
1,382.3 |
| S2 |
1,376.0 |
1,376.0 |
1,384.6 |
|
| S3 |
1,368.5 |
1,373.5 |
1,383.9 |
|
| S4 |
1,361.0 |
1,366.0 |
1,381.9 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.1 |
1,504.2 |
1,408.4 |
|
| R3 |
1,486.9 |
1,458.0 |
1,395.7 |
|
| R2 |
1,440.7 |
1,440.7 |
1,391.5 |
|
| R1 |
1,411.8 |
1,411.8 |
1,387.2 |
1,403.2 |
| PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.1 |
| S1 |
1,365.6 |
1,365.6 |
1,378.8 |
1,357.0 |
| S2 |
1,348.3 |
1,348.3 |
1,374.5 |
|
| S3 |
1,302.1 |
1,319.4 |
1,370.3 |
|
| S4 |
1,255.9 |
1,273.2 |
1,357.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.3 |
1,377.1 |
46.2 |
3.3% |
24.4 |
1.8% |
19% |
False |
False |
148,489 |
| 10 |
1,423.3 |
1,372.8 |
50.5 |
3.6% |
26.2 |
1.9% |
26% |
False |
False |
151,291 |
| 20 |
1,450.0 |
1,338.0 |
112.0 |
8.1% |
31.9 |
2.3% |
43% |
False |
False |
88,733 |
| 40 |
1,496.4 |
1,323.0 |
173.4 |
12.5% |
35.6 |
2.6% |
36% |
False |
False |
49,689 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.4% |
30.5 |
2.2% |
21% |
False |
False |
34,823 |
| 80 |
1,653.3 |
1,323.0 |
330.3 |
23.8% |
27.9 |
2.0% |
19% |
False |
False |
27,048 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.4% |
25.1 |
1.8% |
17% |
False |
False |
22,104 |
| 120 |
1,710.0 |
1,323.0 |
387.0 |
27.9% |
23.9 |
1.7% |
16% |
False |
False |
18,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.9 |
|
2.618 |
1,405.6 |
|
1.618 |
1,398.1 |
|
1.000 |
1,393.5 |
|
0.618 |
1,390.6 |
|
HIGH |
1,386.0 |
|
0.618 |
1,383.1 |
|
0.500 |
1,382.3 |
|
0.382 |
1,381.4 |
|
LOW |
1,378.5 |
|
0.618 |
1,373.9 |
|
1.000 |
1,371.0 |
|
1.618 |
1,366.4 |
|
2.618 |
1,358.9 |
|
4.250 |
1,346.6 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.8 |
1,400.2 |
| PP |
1,383.5 |
1,395.5 |
| S1 |
1,382.3 |
1,390.7 |
|