| 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 |
2,693.0 |
2,624.0 |
-69.0 |
-2.6% |
2,753.0 |
| High |
2,697.0 |
2,679.0 |
-18.0 |
-0.7% |
2,782.0 |
| Low |
2,644.0 |
2,609.0 |
-35.0 |
-1.3% |
2,645.0 |
| Close |
2,665.0 |
2,659.0 |
-6.0 |
-0.2% |
2,720.0 |
| Range |
53.0 |
70.0 |
17.0 |
32.1% |
137.0 |
| ATR |
49.3 |
50.8 |
1.5 |
3.0% |
0.0 |
| Volume |
469,725 |
286,756 |
-182,969 |
-39.0% |
319,099 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.0 |
2,829.0 |
2,697.5 |
|
| R3 |
2,789.0 |
2,759.0 |
2,678.3 |
|
| R2 |
2,719.0 |
2,719.0 |
2,671.8 |
|
| R1 |
2,689.0 |
2,689.0 |
2,665.4 |
2,704.0 |
| PP |
2,649.0 |
2,649.0 |
2,649.0 |
2,656.5 |
| S1 |
2,619.0 |
2,619.0 |
2,652.6 |
2,634.0 |
| S2 |
2,579.0 |
2,579.0 |
2,646.2 |
|
| S3 |
2,509.0 |
2,549.0 |
2,639.8 |
|
| S4 |
2,439.0 |
2,479.0 |
2,620.5 |
|
|
| 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 |
2,729.0 |
2,609.0 |
120.0 |
4.5% |
54.8 |
2.1% |
42% |
False |
True |
217,440 |
| 10 |
2,796.0 |
2,609.0 |
187.0 |
7.0% |
56.3 |
2.1% |
27% |
False |
True |
136,164 |
| 20 |
2,842.0 |
2,609.0 |
233.0 |
8.8% |
46.8 |
1.8% |
21% |
False |
True |
68,784 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.0 |
1.6% |
50% |
False |
False |
36,227 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
43.0 |
1.6% |
50% |
False |
False |
24,252 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
40.9 |
1.5% |
50% |
False |
False |
18,839 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
36.0 |
1.4% |
50% |
False |
False |
15,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,976.5 |
|
2.618 |
2,862.3 |
|
1.618 |
2,792.3 |
|
1.000 |
2,749.0 |
|
0.618 |
2,722.3 |
|
HIGH |
2,679.0 |
|
0.618 |
2,652.3 |
|
0.500 |
2,644.0 |
|
0.382 |
2,635.7 |
|
LOW |
2,609.0 |
|
0.618 |
2,565.7 |
|
1.000 |
2,539.0 |
|
1.618 |
2,495.7 |
|
2.618 |
2,425.7 |
|
4.250 |
2,311.5 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.0 |
2,658.5 |
| PP |
2,649.0 |
2,658.0 |
| S1 |
2,644.0 |
2,657.5 |
|