| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,209.0 |
8,041.5 |
-167.5 |
-2.0% |
8,323.5 |
| High |
8,256.0 |
8,177.5 |
-78.5 |
-1.0% |
8,403.0 |
| Low |
8,112.5 |
7,978.5 |
-134.0 |
-1.7% |
8,044.5 |
| Close |
8,157.0 |
8,112.0 |
-45.0 |
-0.6% |
8,272.0 |
| Range |
143.5 |
199.0 |
55.5 |
38.7% |
358.5 |
| ATR |
136.7 |
141.2 |
4.4 |
3.3% |
0.0 |
| Volume |
18,871 |
16,921 |
-1,950 |
-10.3% |
14,248 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,686.3 |
8,598.2 |
8,221.5 |
|
| R3 |
8,487.3 |
8,399.2 |
8,166.7 |
|
| R2 |
8,288.3 |
8,288.3 |
8,148.5 |
|
| R1 |
8,200.2 |
8,200.2 |
8,130.2 |
8,244.3 |
| PP |
8,089.3 |
8,089.3 |
8,089.3 |
8,111.4 |
| S1 |
8,001.2 |
8,001.2 |
8,093.8 |
8,045.3 |
| S2 |
7,890.3 |
7,890.3 |
8,075.5 |
|
| S3 |
7,691.3 |
7,802.2 |
8,057.3 |
|
| S4 |
7,492.3 |
7,603.2 |
8,002.6 |
|
|
| 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 |
7,978.5 |
387.5 |
4.8% |
169.0 |
2.1% |
34% |
False |
True |
11,652 |
| 10 |
8,412.0 |
7,978.5 |
433.5 |
5.3% |
156.3 |
1.9% |
31% |
False |
True |
6,773 |
| 20 |
8,568.0 |
7,978.5 |
589.5 |
7.3% |
132.3 |
1.6% |
23% |
False |
True |
3,568 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
114.3 |
1.4% |
60% |
False |
False |
2,007 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
114.3 |
1.4% |
60% |
False |
False |
1,439 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
109.9 |
1.4% |
60% |
False |
False |
1,493 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
103.1 |
1.3% |
60% |
False |
False |
1,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,023.3 |
|
2.618 |
8,698.5 |
|
1.618 |
8,499.5 |
|
1.000 |
8,376.5 |
|
0.618 |
8,300.5 |
|
HIGH |
8,177.5 |
|
0.618 |
8,101.5 |
|
0.500 |
8,078.0 |
|
0.382 |
8,054.5 |
|
LOW |
7,978.5 |
|
0.618 |
7,855.5 |
|
1.000 |
7,779.5 |
|
1.618 |
7,656.5 |
|
2.618 |
7,457.5 |
|
4.250 |
7,132.8 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,100.7 |
8,134.5 |
| PP |
8,089.3 |
8,127.0 |
| S1 |
8,078.0 |
8,119.5 |
|