| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,704.0 |
-12.0 |
-0.4% |
2,753.0 |
| High |
2,728.0 |
2,706.0 |
-22.0 |
-0.8% |
2,782.0 |
| Low |
2,703.0 |
2,651.0 |
-52.0 |
-1.9% |
2,645.0 |
| Close |
2,714.0 |
2,680.0 |
-34.0 |
-1.3% |
2,720.0 |
| Range |
25.0 |
55.0 |
30.0 |
120.0% |
137.0 |
| ATR |
48.0 |
49.1 |
1.1 |
2.2% |
0.0 |
| Volume |
113,099 |
138,368 |
25,269 |
22.3% |
319,099 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.0 |
2,817.0 |
2,710.3 |
|
| R3 |
2,789.0 |
2,762.0 |
2,695.1 |
|
| R2 |
2,734.0 |
2,734.0 |
2,690.1 |
|
| R1 |
2,707.0 |
2,707.0 |
2,685.0 |
2,693.0 |
| PP |
2,679.0 |
2,679.0 |
2,679.0 |
2,672.0 |
| S1 |
2,652.0 |
2,652.0 |
2,675.0 |
2,638.0 |
| S2 |
2,624.0 |
2,624.0 |
2,669.9 |
|
| S3 |
2,569.0 |
2,597.0 |
2,664.9 |
|
| S4 |
2,514.0 |
2,542.0 |
2,649.8 |
|
|
| 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 |
2,746.0 |
2,645.0 |
101.0 |
3.8% |
55.8 |
2.1% |
35% |
False |
False |
93,531 |
| 10 |
2,818.0 |
2,645.0 |
173.0 |
6.5% |
52.0 |
1.9% |
20% |
False |
False |
61,461 |
| 20 |
2,842.0 |
2,645.0 |
197.0 |
7.4% |
44.2 |
1.6% |
18% |
False |
False |
31,291 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
40.8 |
1.5% |
56% |
False |
False |
17,340 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
42.0 |
1.6% |
56% |
False |
False |
11,896 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
39.8 |
1.5% |
56% |
False |
False |
9,383 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
35.0 |
1.3% |
56% |
False |
False |
7,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.8 |
|
2.618 |
2,850.0 |
|
1.618 |
2,795.0 |
|
1.000 |
2,761.0 |
|
0.618 |
2,740.0 |
|
HIGH |
2,706.0 |
|
0.618 |
2,685.0 |
|
0.500 |
2,678.5 |
|
0.382 |
2,672.0 |
|
LOW |
2,651.0 |
|
0.618 |
2,617.0 |
|
1.000 |
2,596.0 |
|
1.618 |
2,562.0 |
|
2.618 |
2,507.0 |
|
4.250 |
2,417.3 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.5 |
2,690.0 |
| PP |
2,679.0 |
2,686.7 |
| S1 |
2,678.5 |
2,683.3 |
|