| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,631.0 |
2,580.0 |
-51.0 |
-1.9% |
2,660.0 |
| High |
2,637.0 |
2,607.0 |
-30.0 |
-1.1% |
2,713.0 |
| Low |
2,560.0 |
2,535.0 |
-25.0 |
-1.0% |
2,535.0 |
| Close |
2,586.0 |
2,551.0 |
-35.0 |
-1.4% |
2,551.0 |
| Range |
77.0 |
72.0 |
-5.0 |
-6.5% |
178.0 |
| ATR |
53.7 |
55.0 |
1.3 |
2.4% |
0.0 |
| Volume |
1,650,352 |
1,632,389 |
-17,963 |
-1.1% |
6,811,867 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.3 |
2,737.7 |
2,590.6 |
|
| R3 |
2,708.3 |
2,665.7 |
2,570.8 |
|
| R2 |
2,636.3 |
2,636.3 |
2,564.2 |
|
| R1 |
2,593.7 |
2,593.7 |
2,557.6 |
2,579.0 |
| PP |
2,564.3 |
2,564.3 |
2,564.3 |
2,557.0 |
| S1 |
2,521.7 |
2,521.7 |
2,544.4 |
2,507.0 |
| S2 |
2,492.3 |
2,492.3 |
2,537.8 |
|
| S3 |
2,420.3 |
2,449.7 |
2,531.2 |
|
| S4 |
2,348.3 |
2,377.7 |
2,511.4 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.7 |
3,020.3 |
2,648.9 |
|
| R3 |
2,955.7 |
2,842.3 |
2,600.0 |
|
| R2 |
2,777.7 |
2,777.7 |
2,583.6 |
|
| R1 |
2,664.3 |
2,664.3 |
2,567.3 |
2,632.0 |
| PP |
2,599.7 |
2,599.7 |
2,599.7 |
2,583.5 |
| S1 |
2,486.3 |
2,486.3 |
2,534.7 |
2,454.0 |
| S2 |
2,421.7 |
2,421.7 |
2,518.4 |
|
| S3 |
2,243.7 |
2,308.3 |
2,502.1 |
|
| S4 |
2,065.7 |
2,130.3 |
2,453.1 |
|
|
| 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 |
2,535.0 |
178.0 |
7.0% |
55.6 |
2.2% |
9% |
False |
True |
1,362,373 |
| 10 |
2,728.0 |
2,535.0 |
193.0 |
7.6% |
52.1 |
2.0% |
8% |
False |
True |
860,471 |
| 20 |
2,842.0 |
2,535.0 |
307.0 |
12.0% |
52.6 |
2.1% |
5% |
False |
True |
448,452 |
| 40 |
2,842.0 |
2,535.0 |
307.0 |
12.0% |
42.2 |
1.7% |
5% |
False |
True |
226,116 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.4% |
43.1 |
1.7% |
21% |
False |
False |
150,840 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.4% |
41.9 |
1.6% |
21% |
False |
False |
113,796 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.4% |
38.4 |
1.5% |
21% |
False |
False |
91,043 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.4% |
33.9 |
1.3% |
21% |
False |
False |
75,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.0 |
|
2.618 |
2,795.5 |
|
1.618 |
2,723.5 |
|
1.000 |
2,679.0 |
|
0.618 |
2,651.5 |
|
HIGH |
2,607.0 |
|
0.618 |
2,579.5 |
|
0.500 |
2,571.0 |
|
0.382 |
2,562.5 |
|
LOW |
2,535.0 |
|
0.618 |
2,490.5 |
|
1.000 |
2,463.0 |
|
1.618 |
2,418.5 |
|
2.618 |
2,346.5 |
|
4.250 |
2,229.0 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,571.0 |
2,619.5 |
| PP |
2,564.3 |
2,596.7 |
| S1 |
2,557.7 |
2,573.8 |
|