| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,210.5 |
8,237.0 |
26.5 |
0.3% |
8,254.0 |
| High |
8,251.0 |
8,291.0 |
40.0 |
0.5% |
8,366.0 |
| Low |
8,182.0 |
8,139.0 |
-43.0 |
-0.5% |
7,978.5 |
| Close |
8,237.5 |
8,206.0 |
-31.5 |
-0.4% |
8,139.5 |
| Range |
69.0 |
152.0 |
83.0 |
120.3% |
387.5 |
| ATR |
133.0 |
134.3 |
1.4 |
1.0% |
0.0 |
| Volume |
71,173 |
84,282 |
13,109 |
18.4% |
98,069 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,668.0 |
8,589.0 |
8,289.6 |
|
| R3 |
8,516.0 |
8,437.0 |
8,247.8 |
|
| R2 |
8,364.0 |
8,364.0 |
8,233.9 |
|
| R1 |
8,285.0 |
8,285.0 |
8,219.9 |
8,248.5 |
| PP |
8,212.0 |
8,212.0 |
8,212.0 |
8,193.8 |
| S1 |
8,133.0 |
8,133.0 |
8,192.1 |
8,096.5 |
| S2 |
8,060.0 |
8,060.0 |
8,178.1 |
|
| S3 |
7,908.0 |
7,981.0 |
8,164.2 |
|
| S4 |
7,756.0 |
7,829.0 |
8,122.4 |
|
|
| 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 |
8,291.0 |
7,978.5 |
312.5 |
3.8% |
129.5 |
1.6% |
73% |
True |
False |
53,692 |
| 10 |
8,366.0 |
7,978.5 |
387.5 |
4.7% |
146.2 |
1.8% |
59% |
False |
False |
31,290 |
| 20 |
8,537.0 |
7,978.5 |
558.5 |
6.8% |
134.6 |
1.6% |
41% |
False |
False |
16,085 |
| 40 |
8,568.0 |
7,666.0 |
902.0 |
11.0% |
112.6 |
1.4% |
60% |
False |
False |
8,262 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
116.9 |
1.4% |
68% |
False |
False |
5,595 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
110.6 |
1.3% |
68% |
False |
False |
4,632 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
104.7 |
1.3% |
68% |
False |
False |
3,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,937.0 |
|
2.618 |
8,688.9 |
|
1.618 |
8,536.9 |
|
1.000 |
8,443.0 |
|
0.618 |
8,384.9 |
|
HIGH |
8,291.0 |
|
0.618 |
8,232.9 |
|
0.500 |
8,215.0 |
|
0.382 |
8,197.1 |
|
LOW |
8,139.0 |
|
0.618 |
8,045.1 |
|
1.000 |
7,987.0 |
|
1.618 |
7,893.1 |
|
2.618 |
7,741.1 |
|
4.250 |
7,493.0 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,215.0 |
8,215.0 |
| PP |
8,212.0 |
8,212.0 |
| S1 |
8,209.0 |
8,209.0 |
|