| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,237.0 |
8,076.0 |
-161.0 |
-2.0% |
8,254.0 |
| High |
8,291.0 |
8,082.0 |
-209.0 |
-2.5% |
8,366.0 |
| Low |
8,139.0 |
7,878.0 |
-261.0 |
-3.2% |
7,978.5 |
| Close |
8,206.0 |
7,951.5 |
-254.5 |
-3.1% |
8,139.5 |
| Range |
152.0 |
204.0 |
52.0 |
34.2% |
387.5 |
| ATR |
134.3 |
148.2 |
13.8 |
10.3% |
0.0 |
| Volume |
84,282 |
167,485 |
83,203 |
98.7% |
98,069 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,582.5 |
8,471.0 |
8,063.7 |
|
| R3 |
8,378.5 |
8,267.0 |
8,007.6 |
|
| R2 |
8,174.5 |
8,174.5 |
7,988.9 |
|
| R1 |
8,063.0 |
8,063.0 |
7,970.2 |
8,016.8 |
| PP |
7,970.5 |
7,970.5 |
7,970.5 |
7,947.4 |
| S1 |
7,859.0 |
7,859.0 |
7,932.8 |
7,812.8 |
| S2 |
7,766.5 |
7,766.5 |
7,914.1 |
|
| S3 |
7,562.5 |
7,655.0 |
7,895.4 |
|
| S4 |
7,358.5 |
7,451.0 |
7,839.3 |
|
|
| 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 |
7,878.0 |
413.0 |
5.2% |
130.5 |
1.6% |
18% |
False |
True |
83,804 |
| 10 |
8,366.0 |
7,878.0 |
488.0 |
6.1% |
149.8 |
1.9% |
15% |
False |
True |
47,728 |
| 20 |
8,537.0 |
7,878.0 |
659.0 |
8.3% |
138.5 |
1.7% |
11% |
False |
True |
24,440 |
| 40 |
8,568.0 |
7,759.5 |
808.5 |
10.2% |
114.7 |
1.4% |
24% |
False |
False |
12,445 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
117.3 |
1.5% |
45% |
False |
False |
8,384 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
110.3 |
1.4% |
45% |
False |
False |
6,722 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
106.2 |
1.3% |
45% |
False |
False |
5,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,949.0 |
|
2.618 |
8,616.1 |
|
1.618 |
8,412.1 |
|
1.000 |
8,286.0 |
|
0.618 |
8,208.1 |
|
HIGH |
8,082.0 |
|
0.618 |
8,004.1 |
|
0.500 |
7,980.0 |
|
0.382 |
7,955.9 |
|
LOW |
7,878.0 |
|
0.618 |
7,751.9 |
|
1.000 |
7,674.0 |
|
1.618 |
7,547.9 |
|
2.618 |
7,343.9 |
|
4.250 |
7,011.0 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,980.0 |
8,084.5 |
| PP |
7,970.5 |
8,040.2 |
| S1 |
7,961.0 |
7,995.8 |
|