| 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 |
2,664.0 |
2,660.0 |
-4.0 |
-0.2% |
2,716.0 |
| High |
2,681.0 |
2,713.0 |
32.0 |
1.2% |
2,728.0 |
| Low |
2,641.0 |
2,660.0 |
19.0 |
0.7% |
2,609.0 |
| Close |
2,662.0 |
2,698.0 |
36.0 |
1.4% |
2,662.0 |
| Range |
40.0 |
53.0 |
13.0 |
32.5% |
119.0 |
| ATR |
50.0 |
50.3 |
0.2 |
0.4% |
0.0 |
| Volume |
784,896 |
1,177,652 |
392,756 |
50.0% |
1,792,844 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,826.7 |
2,727.2 |
|
| R3 |
2,796.3 |
2,773.7 |
2,712.6 |
|
| R2 |
2,743.3 |
2,743.3 |
2,707.7 |
|
| R1 |
2,720.7 |
2,720.7 |
2,702.9 |
2,732.0 |
| PP |
2,690.3 |
2,690.3 |
2,690.3 |
2,696.0 |
| S1 |
2,667.7 |
2,667.7 |
2,693.1 |
2,679.0 |
| S2 |
2,637.3 |
2,637.3 |
2,688.3 |
|
| S3 |
2,584.3 |
2,614.7 |
2,683.4 |
|
| S4 |
2,531.3 |
2,561.7 |
2,668.9 |
|
|
| 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 |
2,713.0 |
2,609.0 |
104.0 |
3.9% |
54.2 |
2.0% |
86% |
True |
False |
571,479 |
| 10 |
2,771.0 |
2,609.0 |
162.0 |
6.0% |
54.0 |
2.0% |
55% |
False |
False |
326,304 |
| 20 |
2,842.0 |
2,609.0 |
233.0 |
8.6% |
48.1 |
1.8% |
38% |
False |
False |
166,801 |
| 40 |
2,842.0 |
2,498.0 |
344.0 |
12.8% |
41.4 |
1.5% |
58% |
False |
False |
85,280 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
42.6 |
1.6% |
61% |
False |
False |
56,951 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
41.4 |
1.5% |
61% |
False |
False |
43,371 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
36.7 |
1.4% |
61% |
False |
False |
34,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.3 |
|
2.618 |
2,851.8 |
|
1.618 |
2,798.8 |
|
1.000 |
2,766.0 |
|
0.618 |
2,745.8 |
|
HIGH |
2,713.0 |
|
0.618 |
2,692.8 |
|
0.500 |
2,686.5 |
|
0.382 |
2,680.2 |
|
LOW |
2,660.0 |
|
0.618 |
2,627.2 |
|
1.000 |
2,607.0 |
|
1.618 |
2,574.2 |
|
2.618 |
2,521.2 |
|
4.250 |
2,434.8 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.2 |
2,685.7 |
| PP |
2,690.3 |
2,673.3 |
| S1 |
2,686.5 |
2,661.0 |
|