| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,041.5 |
8,151.0 |
109.5 |
1.4% |
8,254.0 |
| High |
8,177.5 |
8,192.0 |
14.5 |
0.2% |
8,366.0 |
| Low |
7,978.5 |
8,089.0 |
110.5 |
1.4% |
7,978.5 |
| Close |
8,112.0 |
8,139.5 |
27.5 |
0.3% |
8,139.5 |
| Range |
199.0 |
103.0 |
-96.0 |
-48.2% |
387.5 |
| ATR |
141.2 |
138.5 |
-2.7 |
-1.9% |
0.0 |
| Volume |
16,921 |
45,435 |
28,514 |
168.5% |
98,069 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,449.2 |
8,397.3 |
8,196.2 |
|
| R3 |
8,346.2 |
8,294.3 |
8,167.8 |
|
| R2 |
8,243.2 |
8,243.2 |
8,158.4 |
|
| R1 |
8,191.3 |
8,191.3 |
8,148.9 |
8,165.8 |
| PP |
8,140.2 |
8,140.2 |
8,140.2 |
8,127.4 |
| S1 |
8,088.3 |
8,088.3 |
8,130.1 |
8,062.8 |
| S2 |
8,037.2 |
8,037.2 |
8,120.6 |
|
| S3 |
7,934.2 |
7,985.3 |
8,111.2 |
|
| S4 |
7,831.2 |
7,882.3 |
8,082.9 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,323.8 |
9,119.2 |
8,352.6 |
|
| R3 |
8,936.3 |
8,731.7 |
8,246.1 |
|
| R2 |
8,548.8 |
8,548.8 |
8,210.5 |
|
| R1 |
8,344.2 |
8,344.2 |
8,175.0 |
8,252.8 |
| PP |
8,161.3 |
8,161.3 |
8,161.3 |
8,115.6 |
| S1 |
7,956.7 |
7,956.7 |
8,104.0 |
7,865.3 |
| S2 |
7,773.8 |
7,773.8 |
8,068.5 |
|
| S3 |
7,386.3 |
7,569.2 |
8,032.9 |
|
| S4 |
6,998.8 |
7,181.7 |
7,926.4 |
|
|
| 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% |
140.7 |
1.7% |
42% |
False |
False |
19,613 |
| 10 |
8,403.0 |
7,978.5 |
424.5 |
5.2% |
156.2 |
1.9% |
38% |
False |
False |
11,231 |
| 20 |
8,568.0 |
7,978.5 |
589.5 |
7.2% |
130.4 |
1.6% |
27% |
False |
False |
5,825 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
114.2 |
1.4% |
62% |
False |
False |
3,133 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
114.7 |
1.4% |
62% |
False |
False |
2,174 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
109.3 |
1.3% |
62% |
False |
False |
2,060 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
103.5 |
1.3% |
62% |
False |
False |
1,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,629.8 |
|
2.618 |
8,461.7 |
|
1.618 |
8,358.7 |
|
1.000 |
8,295.0 |
|
0.618 |
8,255.7 |
|
HIGH |
8,192.0 |
|
0.618 |
8,152.7 |
|
0.500 |
8,140.5 |
|
0.382 |
8,128.3 |
|
LOW |
8,089.0 |
|
0.618 |
8,025.3 |
|
1.000 |
7,986.0 |
|
1.618 |
7,922.3 |
|
2.618 |
7,819.3 |
|
4.250 |
7,651.3 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,140.5 |
8,132.1 |
| PP |
8,140.2 |
8,124.7 |
| S1 |
8,139.8 |
8,117.3 |
|