| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
7,821.0 |
7,957.5 |
136.5 |
1.7% |
8,145.5 |
| High |
7,973.0 |
8,030.0 |
57.0 |
0.7% |
8,291.0 |
| Low |
7,805.5 |
7,922.5 |
117.0 |
1.5% |
7,777.5 |
| Close |
7,940.0 |
8,003.0 |
63.0 |
0.8% |
7,827.5 |
| Range |
167.5 |
107.5 |
-60.0 |
-35.8% |
513.5 |
| ATR |
154.5 |
151.1 |
-3.4 |
-2.2% |
0.0 |
| Volume |
94,084 |
115,276 |
21,192 |
22.5% |
541,143 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,307.7 |
8,262.8 |
8,062.1 |
|
| R3 |
8,200.2 |
8,155.3 |
8,032.6 |
|
| R2 |
8,092.7 |
8,092.7 |
8,022.7 |
|
| R1 |
8,047.8 |
8,047.8 |
8,012.9 |
8,070.3 |
| PP |
7,985.2 |
7,985.2 |
7,985.2 |
7,996.4 |
| S1 |
7,940.3 |
7,940.3 |
7,993.1 |
7,962.8 |
| S2 |
7,877.7 |
7,877.7 |
7,983.3 |
|
| S3 |
7,770.2 |
7,832.8 |
7,973.4 |
|
| S4 |
7,662.7 |
7,725.3 |
7,943.9 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,505.8 |
9,180.2 |
8,109.9 |
|
| R3 |
8,992.3 |
8,666.7 |
7,968.7 |
|
| R2 |
8,478.8 |
8,478.8 |
7,921.6 |
|
| R1 |
8,153.2 |
8,153.2 |
7,874.6 |
8,059.3 |
| PP |
7,965.3 |
7,965.3 |
7,965.3 |
7,918.4 |
| S1 |
7,639.7 |
7,639.7 |
7,780.4 |
7,545.8 |
| S2 |
7,451.8 |
7,451.8 |
7,733.4 |
|
| S3 |
6,938.3 |
7,126.2 |
7,686.3 |
|
| S4 |
6,424.8 |
6,612.7 |
7,545.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,030.0 |
7,660.0 |
370.0 |
4.6% |
158.6 |
2.0% |
93% |
True |
False |
126,433 |
| 10 |
8,291.0 |
7,660.0 |
631.0 |
7.9% |
144.6 |
1.8% |
54% |
False |
False |
105,119 |
| 20 |
8,412.0 |
7,660.0 |
752.0 |
9.4% |
150.4 |
1.9% |
46% |
False |
False |
55,946 |
| 40 |
8,568.0 |
7,660.0 |
908.0 |
11.3% |
123.3 |
1.5% |
38% |
False |
False |
28,108 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.1% |
121.7 |
1.5% |
50% |
False |
False |
18,904 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.1% |
114.4 |
1.4% |
50% |
False |
False |
14,604 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.1% |
109.9 |
1.4% |
50% |
False |
False |
11,716 |
| 120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.1% |
100.9 |
1.3% |
50% |
False |
False |
9,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,486.9 |
|
2.618 |
8,311.4 |
|
1.618 |
8,203.9 |
|
1.000 |
8,137.5 |
|
0.618 |
8,096.4 |
|
HIGH |
8,030.0 |
|
0.618 |
7,988.9 |
|
0.500 |
7,976.3 |
|
0.382 |
7,963.6 |
|
LOW |
7,922.5 |
|
0.618 |
7,856.1 |
|
1.000 |
7,815.0 |
|
1.618 |
7,748.6 |
|
2.618 |
7,641.1 |
|
4.250 |
7,465.6 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,994.1 |
7,959.7 |
| PP |
7,985.2 |
7,916.3 |
| S1 |
7,976.3 |
7,873.0 |
|