| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,145.5 |
8,210.5 |
65.0 |
0.8% |
8,254.0 |
| High |
8,270.0 |
8,251.0 |
-19.0 |
-0.2% |
8,366.0 |
| Low |
8,145.5 |
8,182.0 |
36.5 |
0.4% |
7,978.5 |
| Close |
8,227.0 |
8,237.5 |
10.5 |
0.1% |
8,139.5 |
| Range |
124.5 |
69.0 |
-55.5 |
-44.6% |
387.5 |
| ATR |
137.9 |
133.0 |
-4.9 |
-3.6% |
0.0 |
| Volume |
50,649 |
71,173 |
20,524 |
40.5% |
98,069 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,430.5 |
8,403.0 |
8,275.5 |
|
| R3 |
8,361.5 |
8,334.0 |
8,256.5 |
|
| R2 |
8,292.5 |
8,292.5 |
8,250.2 |
|
| R1 |
8,265.0 |
8,265.0 |
8,243.8 |
8,278.8 |
| PP |
8,223.5 |
8,223.5 |
8,223.5 |
8,230.4 |
| S1 |
8,196.0 |
8,196.0 |
8,231.2 |
8,209.8 |
| S2 |
8,154.5 |
8,154.5 |
8,224.9 |
|
| S3 |
8,085.5 |
8,127.0 |
8,218.5 |
|
| S4 |
8,016.5 |
8,058.0 |
8,199.6 |
|
|
| 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 |
8,270.0 |
7,978.5 |
291.5 |
3.5% |
127.8 |
1.6% |
89% |
False |
False |
40,609 |
| 10 |
8,366.0 |
7,978.5 |
387.5 |
4.7% |
143.3 |
1.7% |
67% |
False |
False |
23,049 |
| 20 |
8,568.0 |
7,978.5 |
589.5 |
7.2% |
133.0 |
1.6% |
44% |
False |
False |
11,886 |
| 40 |
8,568.0 |
7,461.5 |
1,106.5 |
13.4% |
114.4 |
1.4% |
70% |
False |
False |
6,164 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
115.4 |
1.4% |
71% |
False |
False |
4,194 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
109.5 |
1.3% |
71% |
False |
False |
3,581 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
104.4 |
1.3% |
71% |
False |
False |
2,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,544.3 |
|
2.618 |
8,431.6 |
|
1.618 |
8,362.6 |
|
1.000 |
8,320.0 |
|
0.618 |
8,293.6 |
|
HIGH |
8,251.0 |
|
0.618 |
8,224.6 |
|
0.500 |
8,216.5 |
|
0.382 |
8,208.4 |
|
LOW |
8,182.0 |
|
0.618 |
8,139.4 |
|
1.000 |
8,113.0 |
|
1.618 |
8,070.4 |
|
2.618 |
8,001.4 |
|
4.250 |
7,888.8 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,230.5 |
8,218.2 |
| PP |
8,223.5 |
8,198.8 |
| S1 |
8,216.5 |
8,179.5 |
|