| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,151.0 |
8,145.5 |
-5.5 |
-0.1% |
8,254.0 |
| High |
8,192.0 |
8,270.0 |
78.0 |
1.0% |
8,366.0 |
| Low |
8,089.0 |
8,145.5 |
56.5 |
0.7% |
7,978.5 |
| Close |
8,139.5 |
8,227.0 |
87.5 |
1.1% |
8,139.5 |
| Range |
103.0 |
124.5 |
21.5 |
20.9% |
387.5 |
| ATR |
138.5 |
137.9 |
-0.6 |
-0.4% |
0.0 |
| Volume |
45,435 |
50,649 |
5,214 |
11.5% |
98,069 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,587.7 |
8,531.8 |
8,295.5 |
|
| R3 |
8,463.2 |
8,407.3 |
8,261.2 |
|
| R2 |
8,338.7 |
8,338.7 |
8,249.8 |
|
| R1 |
8,282.8 |
8,282.8 |
8,238.4 |
8,310.8 |
| PP |
8,214.2 |
8,214.2 |
8,214.2 |
8,228.1 |
| S1 |
8,158.3 |
8,158.3 |
8,215.6 |
8,186.3 |
| S2 |
8,089.7 |
8,089.7 |
8,204.2 |
|
| S3 |
7,965.2 |
8,033.8 |
8,192.8 |
|
| S4 |
7,840.7 |
7,909.3 |
8,158.5 |
|
|
| 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 |
8,290.5 |
7,978.5 |
312.0 |
3.8% |
142.1 |
1.7% |
80% |
False |
False |
28,489 |
| 10 |
8,394.0 |
7,978.5 |
415.5 |
5.1% |
150.9 |
1.8% |
60% |
False |
False |
16,189 |
| 20 |
8,568.0 |
7,978.5 |
589.5 |
7.2% |
134.1 |
1.6% |
42% |
False |
False |
8,348 |
| 40 |
8,568.0 |
7,460.0 |
1,108.0 |
13.5% |
114.8 |
1.4% |
69% |
False |
False |
4,390 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
116.1 |
1.4% |
70% |
False |
False |
3,011 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.0 |
1.3% |
70% |
False |
False |
2,693 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
104.5 |
1.3% |
70% |
False |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,799.1 |
|
2.618 |
8,595.9 |
|
1.618 |
8,471.4 |
|
1.000 |
8,394.5 |
|
0.618 |
8,346.9 |
|
HIGH |
8,270.0 |
|
0.618 |
8,222.4 |
|
0.500 |
8,207.8 |
|
0.382 |
8,193.1 |
|
LOW |
8,145.5 |
|
0.618 |
8,068.6 |
|
1.000 |
8,021.0 |
|
1.618 |
7,944.1 |
|
2.618 |
7,819.6 |
|
4.250 |
7,616.4 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,220.6 |
8,192.8 |
| PP |
8,214.2 |
8,158.5 |
| S1 |
8,207.8 |
8,124.3 |
|