| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,254.0 |
8,283.5 |
29.5 |
0.4% |
8,323.5 |
| High |
8,366.0 |
8,290.5 |
-75.5 |
-0.9% |
8,403.0 |
| Low |
8,248.5 |
8,150.0 |
-98.5 |
-1.2% |
8,044.5 |
| Close |
8,322.5 |
8,233.5 |
-89.0 |
-1.1% |
8,272.0 |
| Range |
117.5 |
140.5 |
23.0 |
19.6% |
358.5 |
| ATR |
133.4 |
136.2 |
2.8 |
2.1% |
0.0 |
| Volume |
6,272 |
10,570 |
4,298 |
68.5% |
14,248 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,646.2 |
8,580.3 |
8,310.8 |
|
| R3 |
8,505.7 |
8,439.8 |
8,272.1 |
|
| R2 |
8,365.2 |
8,365.2 |
8,259.3 |
|
| R1 |
8,299.3 |
8,299.3 |
8,246.4 |
8,262.0 |
| PP |
8,224.7 |
8,224.7 |
8,224.7 |
8,206.0 |
| S1 |
8,158.8 |
8,158.8 |
8,220.6 |
8,121.5 |
| S2 |
8,084.2 |
8,084.2 |
8,207.7 |
|
| S3 |
7,943.7 |
8,018.3 |
8,194.9 |
|
| S4 |
7,803.2 |
7,877.8 |
8,156.2 |
|
|
| 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 |
8,366.0 |
8,044.5 |
321.5 |
3.9% |
158.8 |
1.9% |
59% |
False |
False |
5,489 |
| 10 |
8,455.0 |
8,044.5 |
410.5 |
5.0% |
146.8 |
1.8% |
46% |
False |
False |
3,297 |
| 20 |
8,568.0 |
8,044.5 |
523.5 |
6.4% |
122.2 |
1.5% |
36% |
False |
False |
1,796 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
114.1 |
1.4% |
70% |
False |
False |
1,140 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
112.3 |
1.4% |
70% |
False |
False |
887 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
107.3 |
1.3% |
70% |
False |
False |
1,047 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
99.9 |
1.2% |
70% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,887.6 |
|
2.618 |
8,658.3 |
|
1.618 |
8,517.8 |
|
1.000 |
8,431.0 |
|
0.618 |
8,377.3 |
|
HIGH |
8,290.5 |
|
0.618 |
8,236.8 |
|
0.500 |
8,220.3 |
|
0.382 |
8,203.7 |
|
LOW |
8,150.0 |
|
0.618 |
8,063.2 |
|
1.000 |
8,009.5 |
|
1.618 |
7,922.7 |
|
2.618 |
7,782.2 |
|
4.250 |
7,552.9 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,229.1 |
8,224.1 |
| PP |
8,224.7 |
8,214.7 |
| S1 |
8,220.3 |
8,205.3 |
|