| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,385.9 |
1,383.5 |
-2.4 |
-0.2% |
1,388.8 |
| High |
1,387.2 |
1,393.0 |
5.8 |
0.4% |
1,423.3 |
| Low |
1,364.5 |
1,383.5 |
19.0 |
1.4% |
1,377.1 |
| Close |
1,377.0 |
1,392.0 |
15.0 |
1.1% |
1,383.0 |
| Range |
22.7 |
9.5 |
-13.2 |
-58.1% |
46.2 |
| ATR |
29.9 |
28.9 |
-1.0 |
-3.3% |
0.0 |
| Volume |
146,056 |
112,198 |
-33,858 |
-23.2% |
775,158 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,414.5 |
1,397.2 |
|
| R3 |
1,408.5 |
1,405.0 |
1,394.6 |
|
| R2 |
1,399.0 |
1,399.0 |
1,393.7 |
|
| R1 |
1,395.5 |
1,395.5 |
1,392.9 |
1,397.3 |
| PP |
1,389.5 |
1,389.5 |
1,389.5 |
1,390.4 |
| S1 |
1,386.0 |
1,386.0 |
1,391.1 |
1,387.8 |
| S2 |
1,380.0 |
1,380.0 |
1,390.3 |
|
| S3 |
1,370.5 |
1,376.5 |
1,389.4 |
|
| S4 |
1,361.0 |
1,367.0 |
1,386.8 |
|
|
| 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 |
1,364.5 |
58.8 |
4.2% |
22.5 |
1.6% |
47% |
False |
False |
148,702 |
| 10 |
1,423.3 |
1,364.5 |
58.8 |
4.2% |
24.9 |
1.8% |
47% |
False |
False |
151,315 |
| 20 |
1,429.9 |
1,338.0 |
91.9 |
6.6% |
31.1 |
2.2% |
59% |
False |
False |
99,525 |
| 40 |
1,488.5 |
1,338.0 |
150.5 |
10.8% |
30.4 |
2.2% |
36% |
False |
False |
55,470 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
30.7 |
2.2% |
23% |
False |
False |
39,024 |
| 80 |
1,622.0 |
1,323.0 |
299.0 |
21.5% |
27.7 |
2.0% |
23% |
False |
False |
30,172 |
| 100 |
1,701.0 |
1,323.0 |
378.0 |
27.2% |
25.1 |
1.8% |
18% |
False |
False |
24,642 |
| 120 |
1,702.4 |
1,323.0 |
379.4 |
27.3% |
23.7 |
1.7% |
18% |
False |
False |
20,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.4 |
|
2.618 |
1,417.9 |
|
1.618 |
1,408.4 |
|
1.000 |
1,402.5 |
|
0.618 |
1,398.9 |
|
HIGH |
1,393.0 |
|
0.618 |
1,389.4 |
|
0.500 |
1,388.3 |
|
0.382 |
1,387.1 |
|
LOW |
1,383.5 |
|
0.618 |
1,377.6 |
|
1.000 |
1,374.0 |
|
1.618 |
1,368.1 |
|
2.618 |
1,358.6 |
|
4.250 |
1,343.1 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.8 |
1,387.6 |
| PP |
1,389.5 |
1,383.2 |
| S1 |
1,388.3 |
1,378.8 |
|