| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,697.0 |
2,631.0 |
-66.0 |
-2.4% |
2,716.0 |
| High |
2,704.0 |
2,637.0 |
-67.0 |
-2.5% |
2,728.0 |
| Low |
2,653.0 |
2,560.0 |
-93.0 |
-3.5% |
2,609.0 |
| Close |
2,680.0 |
2,586.0 |
-94.0 |
-3.5% |
2,662.0 |
| Range |
51.0 |
77.0 |
26.0 |
51.0% |
119.0 |
| ATR |
48.6 |
53.7 |
5.1 |
10.5% |
0.0 |
| Volume |
1,287,959 |
1,650,352 |
362,393 |
28.1% |
1,792,844 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.3 |
2,782.7 |
2,628.4 |
|
| R3 |
2,748.3 |
2,705.7 |
2,607.2 |
|
| R2 |
2,671.3 |
2,671.3 |
2,600.1 |
|
| R1 |
2,628.7 |
2,628.7 |
2,593.1 |
2,611.5 |
| PP |
2,594.3 |
2,594.3 |
2,594.3 |
2,585.8 |
| S1 |
2,551.7 |
2,551.7 |
2,578.9 |
2,534.5 |
| S2 |
2,517.3 |
2,517.3 |
2,571.9 |
|
| S3 |
2,440.3 |
2,474.7 |
2,564.8 |
|
| S4 |
2,363.3 |
2,397.7 |
2,543.7 |
|
|
| 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 |
2,560.0 |
153.0 |
5.9% |
49.2 |
1.9% |
17% |
False |
True |
1,192,874 |
| 10 |
2,729.0 |
2,560.0 |
169.0 |
6.5% |
52.0 |
2.0% |
15% |
False |
True |
705,157 |
| 20 |
2,842.0 |
2,560.0 |
282.0 |
10.9% |
50.6 |
2.0% |
9% |
False |
True |
366,865 |
| 40 |
2,842.0 |
2,560.0 |
282.0 |
10.9% |
41.6 |
1.6% |
9% |
False |
True |
185,311 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.2% |
43.5 |
1.7% |
30% |
False |
False |
123,639 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.2% |
42.1 |
1.6% |
30% |
False |
False |
93,392 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.2% |
37.8 |
1.5% |
30% |
False |
False |
74,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.3 |
|
2.618 |
2,838.6 |
|
1.618 |
2,761.6 |
|
1.000 |
2,714.0 |
|
0.618 |
2,684.6 |
|
HIGH |
2,637.0 |
|
0.618 |
2,607.6 |
|
0.500 |
2,598.5 |
|
0.382 |
2,589.4 |
|
LOW |
2,560.0 |
|
0.618 |
2,512.4 |
|
1.000 |
2,483.0 |
|
1.618 |
2,435.4 |
|
2.618 |
2,358.4 |
|
4.250 |
2,232.8 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,598.5 |
2,632.5 |
| PP |
2,594.3 |
2,617.0 |
| S1 |
2,590.2 |
2,601.5 |
|