| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,660.0 |
2,691.0 |
31.0 |
1.2% |
2,716.0 |
| High |
2,713.0 |
2,705.0 |
-8.0 |
-0.3% |
2,728.0 |
| Low |
2,660.0 |
2,680.0 |
20.0 |
0.8% |
2,609.0 |
| Close |
2,698.0 |
2,695.0 |
-3.0 |
-0.1% |
2,662.0 |
| Range |
53.0 |
25.0 |
-28.0 |
-52.8% |
119.0 |
| ATR |
50.3 |
48.5 |
-1.8 |
-3.6% |
0.0 |
| Volume |
1,177,652 |
1,063,515 |
-114,137 |
-9.7% |
1,792,844 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.3 |
2,756.7 |
2,708.8 |
|
| R3 |
2,743.3 |
2,731.7 |
2,701.9 |
|
| R2 |
2,718.3 |
2,718.3 |
2,699.6 |
|
| R1 |
2,706.7 |
2,706.7 |
2,697.3 |
2,712.5 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,696.3 |
| S1 |
2,681.7 |
2,681.7 |
2,692.7 |
2,687.5 |
| S2 |
2,668.3 |
2,668.3 |
2,690.4 |
|
| S3 |
2,643.3 |
2,656.7 |
2,688.1 |
|
| S4 |
2,618.3 |
2,631.7 |
2,681.3 |
|
|
| 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% |
48.2 |
1.8% |
83% |
False |
False |
756,508 |
| 10 |
2,746.0 |
2,609.0 |
137.0 |
5.1% |
52.0 |
1.9% |
63% |
False |
False |
425,020 |
| 20 |
2,842.0 |
2,609.0 |
233.0 |
8.6% |
48.1 |
1.8% |
37% |
False |
False |
219,974 |
| 40 |
2,842.0 |
2,511.0 |
331.0 |
12.3% |
41.3 |
1.5% |
56% |
False |
False |
111,863 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
42.6 |
1.6% |
60% |
False |
False |
74,672 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
41.7 |
1.5% |
60% |
False |
False |
56,665 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
36.9 |
1.4% |
60% |
False |
False |
45,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.3 |
|
2.618 |
2,770.5 |
|
1.618 |
2,745.5 |
|
1.000 |
2,730.0 |
|
0.618 |
2,720.5 |
|
HIGH |
2,705.0 |
|
0.618 |
2,695.5 |
|
0.500 |
2,692.5 |
|
0.382 |
2,689.6 |
|
LOW |
2,680.0 |
|
0.618 |
2,664.6 |
|
1.000 |
2,655.0 |
|
1.618 |
2,639.6 |
|
2.618 |
2,614.6 |
|
4.250 |
2,573.8 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.2 |
2,689.0 |
| PP |
2,693.3 |
2,683.0 |
| S1 |
2,692.5 |
2,677.0 |
|