| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,541.0 |
2,601.0 |
60.0 |
2.4% |
2,660.0 |
| High |
2,606.0 |
2,631.0 |
25.0 |
1.0% |
2,713.0 |
| Low |
2,533.0 |
2,583.0 |
50.0 |
2.0% |
2,535.0 |
| Close |
2,598.0 |
2,619.0 |
21.0 |
0.8% |
2,551.0 |
| Range |
73.0 |
48.0 |
-25.0 |
-34.2% |
178.0 |
| ATR |
56.3 |
55.7 |
-0.6 |
-1.1% |
0.0 |
| Volume |
965,844 |
1,026,719 |
60,875 |
6.3% |
6,811,867 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.0 |
2,735.0 |
2,645.4 |
|
| R3 |
2,707.0 |
2,687.0 |
2,632.2 |
|
| R2 |
2,659.0 |
2,659.0 |
2,627.8 |
|
| R1 |
2,639.0 |
2,639.0 |
2,623.4 |
2,649.0 |
| PP |
2,611.0 |
2,611.0 |
2,611.0 |
2,616.0 |
| S1 |
2,591.0 |
2,591.0 |
2,614.6 |
2,601.0 |
| S2 |
2,563.0 |
2,563.0 |
2,610.2 |
|
| S3 |
2,515.0 |
2,543.0 |
2,605.8 |
|
| S4 |
2,467.0 |
2,495.0 |
2,592.6 |
|
|
| 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 |
2,631.0 |
2,488.0 |
143.0 |
5.5% |
60.2 |
2.3% |
92% |
True |
False |
1,194,877 |
| 10 |
2,713.0 |
2,488.0 |
225.0 |
8.6% |
54.7 |
2.1% |
58% |
False |
False |
1,193,876 |
| 20 |
2,796.0 |
2,488.0 |
308.0 |
11.8% |
55.5 |
2.1% |
43% |
False |
False |
665,020 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.5% |
45.1 |
1.7% |
37% |
False |
False |
333,412 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
43.7 |
1.7% |
39% |
False |
False |
223,195 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
42.8 |
1.6% |
39% |
False |
False |
168,058 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
40.2 |
1.5% |
39% |
False |
False |
134,463 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
35.3 |
1.3% |
39% |
False |
False |
112,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.0 |
|
2.618 |
2,756.7 |
|
1.618 |
2,708.7 |
|
1.000 |
2,679.0 |
|
0.618 |
2,660.7 |
|
HIGH |
2,631.0 |
|
0.618 |
2,612.7 |
|
0.500 |
2,607.0 |
|
0.382 |
2,601.3 |
|
LOW |
2,583.0 |
|
0.618 |
2,553.3 |
|
1.000 |
2,535.0 |
|
1.618 |
2,505.3 |
|
2.618 |
2,457.3 |
|
4.250 |
2,379.0 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.0 |
2,603.3 |
| PP |
2,611.0 |
2,587.7 |
| S1 |
2,607.0 |
2,572.0 |
|