| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,384.8 |
1,390.1 |
5.3 |
0.4% |
1,379.3 |
| High |
1,391.8 |
1,391.4 |
-0.4 |
0.0% |
1,394.4 |
| Low |
1,377.8 |
1,379.8 |
2.0 |
0.1% |
1,364.5 |
| Close |
1,387.6 |
1,383.1 |
-4.5 |
-0.3% |
1,387.6 |
| Range |
14.0 |
11.6 |
-2.4 |
-17.1% |
29.9 |
| ATR |
27.4 |
26.3 |
-1.1 |
-4.1% |
0.0 |
| Volume |
100,911 |
78,353 |
-22,558 |
-22.4% |
596,007 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.6 |
1,412.9 |
1,389.5 |
|
| R3 |
1,408.0 |
1,401.3 |
1,386.3 |
|
| R2 |
1,396.4 |
1,396.4 |
1,385.2 |
|
| R1 |
1,389.7 |
1,389.7 |
1,384.2 |
1,387.3 |
| PP |
1,384.8 |
1,384.8 |
1,384.8 |
1,383.5 |
| S1 |
1,378.1 |
1,378.1 |
1,382.0 |
1,375.7 |
| S2 |
1,373.2 |
1,373.2 |
1,381.0 |
|
| S3 |
1,361.6 |
1,366.5 |
1,379.9 |
|
| S4 |
1,350.0 |
1,354.9 |
1,376.7 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.9 |
1,459.6 |
1,404.0 |
|
| R3 |
1,442.0 |
1,429.7 |
1,395.8 |
|
| R2 |
1,412.1 |
1,412.1 |
1,393.1 |
|
| R1 |
1,399.8 |
1,399.8 |
1,390.3 |
1,406.0 |
| PP |
1,382.2 |
1,382.2 |
1,382.2 |
1,385.2 |
| S1 |
1,369.9 |
1,369.9 |
1,384.9 |
1,376.1 |
| S2 |
1,352.3 |
1,352.3 |
1,382.1 |
|
| S3 |
1,322.4 |
1,340.0 |
1,379.4 |
|
| S4 |
1,292.5 |
1,310.1 |
1,371.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,394.4 |
1,364.5 |
29.9 |
2.2% |
15.8 |
1.1% |
62% |
False |
False |
113,060 |
| 10 |
1,423.3 |
1,364.5 |
58.8 |
4.3% |
20.1 |
1.5% |
32% |
False |
False |
130,774 |
| 20 |
1,423.3 |
1,338.0 |
85.3 |
6.2% |
28.1 |
2.0% |
53% |
False |
False |
111,636 |
| 40 |
1,488.5 |
1,338.0 |
150.5 |
10.9% |
28.3 |
2.0% |
30% |
False |
False |
62,592 |
| 60 |
1,617.8 |
1,323.0 |
294.8 |
21.3% |
30.9 |
2.2% |
20% |
False |
False |
43,985 |
| 80 |
1,622.0 |
1,323.0 |
299.0 |
21.6% |
27.1 |
2.0% |
20% |
False |
False |
33,880 |
| 100 |
1,689.0 |
1,323.0 |
366.0 |
26.5% |
25.3 |
1.8% |
16% |
False |
False |
27,670 |
| 120 |
1,702.4 |
1,323.0 |
379.4 |
27.4% |
23.6 |
1.7% |
16% |
False |
False |
23,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.7 |
|
2.618 |
1,421.8 |
|
1.618 |
1,410.2 |
|
1.000 |
1,403.0 |
|
0.618 |
1,398.6 |
|
HIGH |
1,391.4 |
|
0.618 |
1,387.0 |
|
0.500 |
1,385.6 |
|
0.382 |
1,384.2 |
|
LOW |
1,379.8 |
|
0.618 |
1,372.6 |
|
1.000 |
1,368.2 |
|
1.618 |
1,361.0 |
|
2.618 |
1,349.4 |
|
4.250 |
1,330.5 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.6 |
1,383.7 |
| PP |
1,384.8 |
1,383.5 |
| S1 |
1,383.9 |
1,383.3 |
|