| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,383.5 |
1,387.4 |
3.9 |
0.3% |
1,388.8 |
| High |
1,393.0 |
1,394.4 |
1.4 |
0.1% |
1,423.3 |
| Low |
1,383.5 |
1,373.0 |
-10.5 |
-0.8% |
1,377.1 |
| Close |
1,392.0 |
1,377.8 |
-14.2 |
-1.0% |
1,383.0 |
| Range |
9.5 |
21.4 |
11.9 |
125.3% |
46.2 |
| ATR |
28.9 |
28.4 |
-0.5 |
-1.9% |
0.0 |
| Volume |
112,198 |
127,783 |
15,585 |
13.9% |
775,158 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.9 |
1,433.3 |
1,389.6 |
|
| R3 |
1,424.5 |
1,411.9 |
1,383.7 |
|
| R2 |
1,403.1 |
1,403.1 |
1,381.7 |
|
| R1 |
1,390.5 |
1,390.5 |
1,379.8 |
1,386.1 |
| PP |
1,381.7 |
1,381.7 |
1,381.7 |
1,379.6 |
| S1 |
1,369.1 |
1,369.1 |
1,375.8 |
1,364.7 |
| S2 |
1,360.3 |
1,360.3 |
1,373.9 |
|
| S3 |
1,338.9 |
1,347.7 |
1,371.9 |
|
| S4 |
1,317.5 |
1,326.3 |
1,366.0 |
|
|
| 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 |
1,417.7 |
1,364.5 |
53.2 |
3.9% |
20.3 |
1.5% |
25% |
False |
False |
138,830 |
| 10 |
1,423.3 |
1,364.5 |
58.8 |
4.3% |
24.1 |
1.8% |
23% |
False |
False |
143,810 |
| 20 |
1,423.3 |
1,338.0 |
85.3 |
6.2% |
30.1 |
2.2% |
47% |
False |
False |
104,983 |
| 40 |
1,488.5 |
1,338.0 |
150.5 |
10.9% |
30.2 |
2.2% |
26% |
False |
False |
58,401 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.5% |
30.8 |
2.2% |
18% |
False |
False |
41,125 |
| 80 |
1,622.0 |
1,323.0 |
299.0 |
21.7% |
27.7 |
2.0% |
18% |
False |
False |
31,719 |
| 100 |
1,701.0 |
1,323.0 |
378.0 |
27.4% |
25.2 |
1.8% |
14% |
False |
False |
25,904 |
| 120 |
1,702.4 |
1,323.0 |
379.4 |
27.5% |
23.8 |
1.7% |
14% |
False |
False |
21,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.4 |
|
2.618 |
1,450.4 |
|
1.618 |
1,429.0 |
|
1.000 |
1,415.8 |
|
0.618 |
1,407.6 |
|
HIGH |
1,394.4 |
|
0.618 |
1,386.2 |
|
0.500 |
1,383.7 |
|
0.382 |
1,381.2 |
|
LOW |
1,373.0 |
|
0.618 |
1,359.8 |
|
1.000 |
1,351.6 |
|
1.618 |
1,338.4 |
|
2.618 |
1,317.0 |
|
4.250 |
1,282.1 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,383.7 |
1,379.5 |
| PP |
1,381.7 |
1,378.9 |
| S1 |
1,379.8 |
1,378.4 |
|