| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,601.0 |
2,619.0 |
18.0 |
0.7% |
2,533.0 |
| High |
2,631.0 |
2,634.0 |
3.0 |
0.1% |
2,634.0 |
| Low |
2,583.0 |
2,586.0 |
3.0 |
0.1% |
2,488.0 |
| Close |
2,619.0 |
2,598.0 |
-21.0 |
-0.8% |
2,598.0 |
| Range |
48.0 |
48.0 |
0.0 |
0.0% |
146.0 |
| ATR |
55.7 |
55.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
1,026,719 |
819,240 |
-207,479 |
-20.2% |
5,161,237 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.0 |
2,722.0 |
2,624.4 |
|
| R3 |
2,702.0 |
2,674.0 |
2,611.2 |
|
| R2 |
2,654.0 |
2,654.0 |
2,606.8 |
|
| R1 |
2,626.0 |
2,626.0 |
2,602.4 |
2,616.0 |
| PP |
2,606.0 |
2,606.0 |
2,606.0 |
2,601.0 |
| S1 |
2,578.0 |
2,578.0 |
2,593.6 |
2,568.0 |
| S2 |
2,558.0 |
2,558.0 |
2,589.2 |
|
| S3 |
2,510.0 |
2,530.0 |
2,584.8 |
|
| S4 |
2,462.0 |
2,482.0 |
2,571.6 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.3 |
2,950.7 |
2,678.3 |
|
| R3 |
2,865.3 |
2,804.7 |
2,638.2 |
|
| R2 |
2,719.3 |
2,719.3 |
2,624.8 |
|
| R1 |
2,658.7 |
2,658.7 |
2,611.4 |
2,689.0 |
| PP |
2,573.3 |
2,573.3 |
2,573.3 |
2,588.5 |
| S1 |
2,512.7 |
2,512.7 |
2,584.6 |
2,543.0 |
| S2 |
2,427.3 |
2,427.3 |
2,571.2 |
|
| S3 |
2,281.3 |
2,366.7 |
2,557.9 |
|
| S4 |
2,135.3 |
2,220.7 |
2,517.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.0 |
2,488.0 |
146.0 |
5.6% |
55.4 |
2.1% |
75% |
True |
False |
1,032,247 |
| 10 |
2,713.0 |
2,488.0 |
225.0 |
8.7% |
55.5 |
2.1% |
49% |
False |
False |
1,197,310 |
| 20 |
2,782.0 |
2,488.0 |
294.0 |
11.3% |
55.1 |
2.1% |
37% |
False |
False |
704,252 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.6% |
45.0 |
1.7% |
31% |
False |
False |
353,890 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
43.9 |
1.7% |
34% |
False |
False |
236,847 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
42.9 |
1.6% |
34% |
False |
False |
178,278 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
39.9 |
1.5% |
34% |
False |
False |
142,655 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
35.6 |
1.4% |
34% |
False |
False |
118,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.0 |
|
2.618 |
2,759.7 |
|
1.618 |
2,711.7 |
|
1.000 |
2,682.0 |
|
0.618 |
2,663.7 |
|
HIGH |
2,634.0 |
|
0.618 |
2,615.7 |
|
0.500 |
2,610.0 |
|
0.382 |
2,604.3 |
|
LOW |
2,586.0 |
|
0.618 |
2,556.3 |
|
1.000 |
2,538.0 |
|
1.618 |
2,508.3 |
|
2.618 |
2,460.3 |
|
4.250 |
2,382.0 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.0 |
2,593.2 |
| PP |
2,606.0 |
2,588.3 |
| S1 |
2,602.0 |
2,583.5 |
|