| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,664.0 |
40.0 |
1.5% |
2,716.0 |
| High |
2,679.0 |
2,681.0 |
2.0 |
0.1% |
2,728.0 |
| Low |
2,609.0 |
2,641.0 |
32.0 |
1.2% |
2,609.0 |
| Close |
2,659.0 |
2,662.0 |
3.0 |
0.1% |
2,662.0 |
| Range |
70.0 |
40.0 |
-30.0 |
-42.9% |
119.0 |
| ATR |
50.8 |
50.0 |
-0.8 |
-1.5% |
0.0 |
| Volume |
286,756 |
784,896 |
498,140 |
173.7% |
1,792,844 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.3 |
2,761.7 |
2,684.0 |
|
| R3 |
2,741.3 |
2,721.7 |
2,673.0 |
|
| R2 |
2,701.3 |
2,701.3 |
2,669.3 |
|
| R1 |
2,681.7 |
2,681.7 |
2,665.7 |
2,671.5 |
| PP |
2,661.3 |
2,661.3 |
2,661.3 |
2,656.3 |
| S1 |
2,641.7 |
2,641.7 |
2,658.3 |
2,631.5 |
| S2 |
2,621.3 |
2,621.3 |
2,654.7 |
|
| S3 |
2,581.3 |
2,601.7 |
2,651.0 |
|
| S4 |
2,541.3 |
2,561.7 |
2,640.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.3 |
2,961.7 |
2,727.5 |
|
| R3 |
2,904.3 |
2,842.7 |
2,694.7 |
|
| R2 |
2,785.3 |
2,785.3 |
2,683.8 |
|
| R1 |
2,723.7 |
2,723.7 |
2,672.9 |
2,695.0 |
| PP |
2,666.3 |
2,666.3 |
2,666.3 |
2,652.0 |
| S1 |
2,604.7 |
2,604.7 |
2,651.1 |
2,576.0 |
| S2 |
2,547.3 |
2,547.3 |
2,640.2 |
|
| S3 |
2,428.3 |
2,485.7 |
2,629.3 |
|
| S4 |
2,309.3 |
2,366.7 |
2,596.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.0 |
2,609.0 |
119.0 |
4.5% |
48.6 |
1.8% |
45% |
False |
False |
358,568 |
| 10 |
2,782.0 |
2,609.0 |
173.0 |
6.5% |
54.7 |
2.1% |
31% |
False |
False |
211,194 |
| 20 |
2,842.0 |
2,609.0 |
233.0 |
8.8% |
47.6 |
1.8% |
23% |
False |
False |
107,925 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
41.0 |
1.5% |
51% |
False |
False |
55,841 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
42.5 |
1.6% |
51% |
False |
False |
37,326 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
41.2 |
1.5% |
51% |
False |
False |
28,650 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.8% |
36.4 |
1.4% |
51% |
False |
False |
22,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.0 |
|
2.618 |
2,785.7 |
|
1.618 |
2,745.7 |
|
1.000 |
2,721.0 |
|
0.618 |
2,705.7 |
|
HIGH |
2,681.0 |
|
0.618 |
2,665.7 |
|
0.500 |
2,661.0 |
|
0.382 |
2,656.3 |
|
LOW |
2,641.0 |
|
0.618 |
2,616.3 |
|
1.000 |
2,601.0 |
|
1.618 |
2,576.3 |
|
2.618 |
2,536.3 |
|
4.250 |
2,471.0 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.7 |
2,659.0 |
| PP |
2,661.3 |
2,656.0 |
| S1 |
2,661.0 |
2,653.0 |
|