| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,283.5 |
8,209.0 |
-74.5 |
-0.9% |
8,323.5 |
| High |
8,290.5 |
8,256.0 |
-34.5 |
-0.4% |
8,403.0 |
| Low |
8,150.0 |
8,112.5 |
-37.5 |
-0.5% |
8,044.5 |
| Close |
8,233.5 |
8,157.0 |
-76.5 |
-0.9% |
8,272.0 |
| Range |
140.5 |
143.5 |
3.0 |
2.1% |
358.5 |
| ATR |
136.2 |
136.7 |
0.5 |
0.4% |
0.0 |
| Volume |
10,570 |
18,871 |
8,301 |
78.5% |
14,248 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,605.7 |
8,524.8 |
8,235.9 |
|
| R3 |
8,462.2 |
8,381.3 |
8,196.5 |
|
| R2 |
8,318.7 |
8,318.7 |
8,183.3 |
|
| R1 |
8,237.8 |
8,237.8 |
8,170.2 |
8,206.5 |
| PP |
8,175.2 |
8,175.2 |
8,175.2 |
8,159.5 |
| S1 |
8,094.3 |
8,094.3 |
8,143.8 |
8,063.0 |
| S2 |
8,031.7 |
8,031.7 |
8,130.7 |
|
| S3 |
7,888.2 |
7,950.8 |
8,117.5 |
|
| S4 |
7,744.7 |
7,807.3 |
8,078.1 |
|
|
| 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% |
162.9 |
2.0% |
35% |
False |
False |
8,888 |
| 10 |
8,427.0 |
8,044.5 |
382.5 |
4.7% |
148.3 |
1.8% |
29% |
False |
False |
5,140 |
| 20 |
8,568.0 |
8,044.5 |
523.5 |
6.4% |
126.1 |
1.5% |
21% |
False |
False |
2,733 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
115.3 |
1.4% |
64% |
False |
False |
1,609 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
113.4 |
1.4% |
64% |
False |
False |
1,160 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
108.1 |
1.3% |
64% |
False |
False |
1,282 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
101.2 |
1.2% |
64% |
False |
False |
1,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,865.9 |
|
2.618 |
8,631.7 |
|
1.618 |
8,488.2 |
|
1.000 |
8,399.5 |
|
0.618 |
8,344.7 |
|
HIGH |
8,256.0 |
|
0.618 |
8,201.2 |
|
0.500 |
8,184.3 |
|
0.382 |
8,167.3 |
|
LOW |
8,112.5 |
|
0.618 |
8,023.8 |
|
1.000 |
7,969.0 |
|
1.618 |
7,880.3 |
|
2.618 |
7,736.8 |
|
4.250 |
7,502.6 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,184.3 |
8,239.3 |
| PP |
8,175.2 |
8,211.8 |
| S1 |
8,166.1 |
8,184.4 |
|