| 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 |
2,674.0 |
2,716.0 |
42.0 |
1.6% |
2,753.0 |
| High |
2,729.0 |
2,728.0 |
-1.0 |
0.0% |
2,782.0 |
| Low |
2,658.0 |
2,703.0 |
45.0 |
1.7% |
2,645.0 |
| Close |
2,720.0 |
2,714.0 |
-6.0 |
-0.2% |
2,720.0 |
| Range |
71.0 |
25.0 |
-46.0 |
-64.8% |
137.0 |
| ATR |
49.8 |
48.0 |
-1.8 |
-3.6% |
0.0 |
| Volume |
79,252 |
113,099 |
33,847 |
42.7% |
319,099 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.0 |
2,777.0 |
2,727.8 |
|
| R3 |
2,765.0 |
2,752.0 |
2,720.9 |
|
| R2 |
2,740.0 |
2,740.0 |
2,718.6 |
|
| R1 |
2,727.0 |
2,727.0 |
2,716.3 |
2,721.0 |
| PP |
2,715.0 |
2,715.0 |
2,715.0 |
2,712.0 |
| S1 |
2,702.0 |
2,702.0 |
2,711.7 |
2,696.0 |
| S2 |
2,690.0 |
2,690.0 |
2,709.4 |
|
| S3 |
2,665.0 |
2,677.0 |
2,707.1 |
|
| S4 |
2,640.0 |
2,652.0 |
2,700.3 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.7 |
3,060.3 |
2,795.4 |
|
| R3 |
2,989.7 |
2,923.3 |
2,757.7 |
|
| R2 |
2,852.7 |
2,852.7 |
2,745.1 |
|
| R1 |
2,786.3 |
2,786.3 |
2,732.6 |
2,751.0 |
| PP |
2,715.7 |
2,715.7 |
2,715.7 |
2,698.0 |
| S1 |
2,649.3 |
2,649.3 |
2,707.4 |
2,614.0 |
| S2 |
2,578.7 |
2,578.7 |
2,694.9 |
|
| S3 |
2,441.7 |
2,512.3 |
2,682.3 |
|
| S4 |
2,304.7 |
2,375.3 |
2,644.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.0 |
2,645.0 |
126.0 |
4.6% |
53.8 |
2.0% |
55% |
False |
False |
81,129 |
| 10 |
2,842.0 |
2,645.0 |
197.0 |
7.3% |
51.3 |
1.9% |
35% |
False |
False |
47,703 |
| 20 |
2,842.0 |
2,645.0 |
197.0 |
7.3% |
42.8 |
1.6% |
35% |
False |
False |
24,380 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
40.4 |
1.5% |
65% |
False |
False |
13,928 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
41.5 |
1.5% |
65% |
False |
False |
9,733 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.3 |
1.4% |
65% |
False |
False |
7,654 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
34.6 |
1.3% |
65% |
False |
False |
6,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.3 |
|
2.618 |
2,793.5 |
|
1.618 |
2,768.5 |
|
1.000 |
2,753.0 |
|
0.618 |
2,743.5 |
|
HIGH |
2,728.0 |
|
0.618 |
2,718.5 |
|
0.500 |
2,715.5 |
|
0.382 |
2,712.6 |
|
LOW |
2,703.0 |
|
0.618 |
2,687.6 |
|
1.000 |
2,678.0 |
|
1.618 |
2,662.6 |
|
2.618 |
2,637.6 |
|
4.250 |
2,596.8 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.5 |
2,705.0 |
| PP |
2,715.0 |
2,696.0 |
| S1 |
2,714.5 |
2,687.0 |
|