| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,151.0 |
8,254.0 |
103.0 |
1.3% |
8,323.5 |
| High |
8,289.0 |
8,366.0 |
77.0 |
0.9% |
8,403.0 |
| Low |
8,044.5 |
8,248.5 |
204.0 |
2.5% |
8,044.5 |
| Close |
8,272.0 |
8,322.5 |
50.5 |
0.6% |
8,272.0 |
| Range |
244.5 |
117.5 |
-127.0 |
-51.9% |
358.5 |
| ATR |
134.6 |
133.4 |
-1.2 |
-0.9% |
0.0 |
| Volume |
5,628 |
6,272 |
644 |
11.4% |
14,248 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,664.8 |
8,611.2 |
8,387.1 |
|
| R3 |
8,547.3 |
8,493.7 |
8,354.8 |
|
| R2 |
8,429.8 |
8,429.8 |
8,344.0 |
|
| R1 |
8,376.2 |
8,376.2 |
8,333.3 |
8,403.0 |
| PP |
8,312.3 |
8,312.3 |
8,312.3 |
8,325.8 |
| S1 |
8,258.7 |
8,258.7 |
8,311.7 |
8,285.5 |
| S2 |
8,194.8 |
8,194.8 |
8,301.0 |
|
| S3 |
8,077.3 |
8,141.2 |
8,290.2 |
|
| S4 |
7,959.8 |
8,023.7 |
8,257.9 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,315.3 |
9,152.2 |
8,469.2 |
|
| R3 |
8,956.8 |
8,793.7 |
8,370.6 |
|
| R2 |
8,598.3 |
8,598.3 |
8,337.7 |
|
| R1 |
8,435.2 |
8,435.2 |
8,304.9 |
8,337.5 |
| PP |
8,239.8 |
8,239.8 |
8,239.8 |
8,191.0 |
| S1 |
8,076.7 |
8,076.7 |
8,239.1 |
7,979.0 |
| S2 |
7,881.3 |
7,881.3 |
8,206.3 |
|
| S3 |
7,522.8 |
7,718.2 |
8,173.4 |
|
| S4 |
7,164.3 |
7,359.7 |
8,074.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,394.0 |
8,044.5 |
349.5 |
4.2% |
159.6 |
1.9% |
80% |
False |
False |
3,888 |
| 10 |
8,537.0 |
8,044.5 |
492.5 |
5.9% |
145.1 |
1.7% |
56% |
False |
False |
2,281 |
| 20 |
8,568.0 |
8,044.5 |
523.5 |
6.3% |
120.2 |
1.4% |
53% |
False |
False |
1,275 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
113.4 |
1.4% |
78% |
False |
False |
879 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
111.2 |
1.3% |
78% |
False |
False |
851 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
106.8 |
1.3% |
78% |
False |
False |
915 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
99.4 |
1.2% |
78% |
False |
False |
744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,865.4 |
|
2.618 |
8,673.6 |
|
1.618 |
8,556.1 |
|
1.000 |
8,483.5 |
|
0.618 |
8,438.6 |
|
HIGH |
8,366.0 |
|
0.618 |
8,321.1 |
|
0.500 |
8,307.3 |
|
0.382 |
8,293.4 |
|
LOW |
8,248.5 |
|
0.618 |
8,175.9 |
|
1.000 |
8,131.0 |
|
1.618 |
8,058.4 |
|
2.618 |
7,940.9 |
|
4.250 |
7,749.1 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,317.4 |
8,283.4 |
| PP |
8,312.3 |
8,244.3 |
| S1 |
8,307.3 |
8,205.3 |
|