| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,515.0 |
2,541.0 |
26.0 |
1.0% |
2,660.0 |
| High |
2,556.0 |
2,606.0 |
50.0 |
2.0% |
2,713.0 |
| Low |
2,513.0 |
2,533.0 |
20.0 |
0.8% |
2,535.0 |
| Close |
2,539.0 |
2,598.0 |
59.0 |
2.3% |
2,551.0 |
| Range |
43.0 |
73.0 |
30.0 |
69.8% |
178.0 |
| ATR |
55.1 |
56.3 |
1.3 |
2.3% |
0.0 |
| Volume |
1,158,643 |
965,844 |
-192,799 |
-16.6% |
6,811,867 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.0 |
2,771.0 |
2,638.2 |
|
| R3 |
2,725.0 |
2,698.0 |
2,618.1 |
|
| R2 |
2,652.0 |
2,652.0 |
2,611.4 |
|
| R1 |
2,625.0 |
2,625.0 |
2,604.7 |
2,638.5 |
| PP |
2,579.0 |
2,579.0 |
2,579.0 |
2,585.8 |
| S1 |
2,552.0 |
2,552.0 |
2,591.3 |
2,565.5 |
| S2 |
2,506.0 |
2,506.0 |
2,584.6 |
|
| S3 |
2,433.0 |
2,479.0 |
2,577.9 |
|
| S4 |
2,360.0 |
2,406.0 |
2,557.9 |
|
|
| 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 |
2,637.0 |
2,488.0 |
149.0 |
5.7% |
66.0 |
2.5% |
74% |
False |
False |
1,319,603 |
| 10 |
2,713.0 |
2,488.0 |
225.0 |
8.7% |
56.9 |
2.2% |
49% |
False |
False |
1,119,879 |
| 20 |
2,805.0 |
2,488.0 |
317.0 |
12.2% |
55.0 |
2.1% |
35% |
False |
False |
613,870 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.6% |
44.6 |
1.7% |
31% |
False |
False |
308,139 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
44.0 |
1.7% |
34% |
False |
False |
206,086 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
42.8 |
1.6% |
34% |
False |
False |
155,227 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
39.7 |
1.5% |
34% |
False |
False |
124,195 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
35.0 |
1.3% |
34% |
False |
False |
103,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.3 |
|
2.618 |
2,797.1 |
|
1.618 |
2,724.1 |
|
1.000 |
2,679.0 |
|
0.618 |
2,651.1 |
|
HIGH |
2,606.0 |
|
0.618 |
2,578.1 |
|
0.500 |
2,569.5 |
|
0.382 |
2,560.9 |
|
LOW |
2,533.0 |
|
0.618 |
2,487.9 |
|
1.000 |
2,460.0 |
|
1.618 |
2,414.9 |
|
2.618 |
2,341.9 |
|
4.250 |
2,222.8 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.5 |
2,581.0 |
| PP |
2,579.0 |
2,564.0 |
| S1 |
2,569.5 |
2,547.0 |
|