| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,533.0 |
2,515.0 |
-18.0 |
-0.7% |
2,660.0 |
| High |
2,553.0 |
2,556.0 |
3.0 |
0.1% |
2,713.0 |
| Low |
2,488.0 |
2,513.0 |
25.0 |
1.0% |
2,535.0 |
| Close |
2,510.0 |
2,539.0 |
29.0 |
1.2% |
2,551.0 |
| Range |
65.0 |
43.0 |
-22.0 |
-33.8% |
178.0 |
| ATR |
55.7 |
55.1 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,190,791 |
1,158,643 |
-32,148 |
-2.7% |
6,811,867 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,665.0 |
2,645.0 |
2,562.7 |
|
| R3 |
2,622.0 |
2,602.0 |
2,550.8 |
|
| R2 |
2,579.0 |
2,579.0 |
2,546.9 |
|
| R1 |
2,559.0 |
2,559.0 |
2,542.9 |
2,569.0 |
| PP |
2,536.0 |
2,536.0 |
2,536.0 |
2,541.0 |
| S1 |
2,516.0 |
2,516.0 |
2,535.1 |
2,526.0 |
| S2 |
2,493.0 |
2,493.0 |
2,531.1 |
|
| S3 |
2,450.0 |
2,473.0 |
2,527.2 |
|
| S4 |
2,407.0 |
2,430.0 |
2,515.4 |
|
|
| 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 |
2,704.0 |
2,488.0 |
216.0 |
8.5% |
61.6 |
2.4% |
24% |
False |
False |
1,384,026 |
| 10 |
2,713.0 |
2,488.0 |
225.0 |
8.9% |
54.9 |
2.2% |
23% |
False |
False |
1,070,267 |
| 20 |
2,818.0 |
2,488.0 |
330.0 |
13.0% |
53.5 |
2.1% |
15% |
False |
False |
565,864 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.9% |
43.9 |
1.7% |
14% |
False |
False |
284,842 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.5% |
43.4 |
1.7% |
17% |
False |
False |
189,993 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.5% |
42.2 |
1.7% |
17% |
False |
False |
143,159 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.5% |
39.1 |
1.5% |
17% |
False |
False |
114,537 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.5% |
34.4 |
1.4% |
17% |
False |
False |
95,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.8 |
|
2.618 |
2,668.6 |
|
1.618 |
2,625.6 |
|
1.000 |
2,599.0 |
|
0.618 |
2,582.6 |
|
HIGH |
2,556.0 |
|
0.618 |
2,539.6 |
|
0.500 |
2,534.5 |
|
0.382 |
2,529.4 |
|
LOW |
2,513.0 |
|
0.618 |
2,486.4 |
|
1.000 |
2,470.0 |
|
1.618 |
2,443.4 |
|
2.618 |
2,400.4 |
|
4.250 |
2,330.3 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,537.5 |
2,547.5 |
| PP |
2,536.0 |
2,544.7 |
| S1 |
2,534.5 |
2,541.8 |
|