| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,288.0 |
6,335.5 |
47.5 |
0.8% |
6,479.5 |
| High |
6,361.5 |
6,364.0 |
2.5 |
0.0% |
6,515.0 |
| Low |
6,256.5 |
6,325.5 |
69.0 |
1.1% |
6,239.5 |
| Close |
6,353.0 |
6,339.5 |
-13.5 |
-0.2% |
6,353.0 |
| Range |
105.0 |
38.5 |
-66.5 |
-63.3% |
275.5 |
| ATR |
84.8 |
81.5 |
-3.3 |
-3.9% |
0.0 |
| Volume |
17,254 |
15,042 |
-2,212 |
-12.8% |
36,032 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,458.5 |
6,437.5 |
6,360.5 |
|
| R3 |
6,420.0 |
6,399.0 |
6,350.0 |
|
| R2 |
6,381.5 |
6,381.5 |
6,346.5 |
|
| R1 |
6,360.5 |
6,360.5 |
6,343.0 |
6,371.0 |
| PP |
6,343.0 |
6,343.0 |
6,343.0 |
6,348.0 |
| S1 |
6,322.0 |
6,322.0 |
6,336.0 |
6,332.5 |
| S2 |
6,304.5 |
6,304.5 |
6,332.5 |
|
| S3 |
6,266.0 |
6,283.5 |
6,329.0 |
|
| S4 |
6,227.5 |
6,245.0 |
6,318.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,195.5 |
7,050.0 |
6,504.5 |
|
| R3 |
6,920.0 |
6,774.5 |
6,429.0 |
|
| R2 |
6,644.5 |
6,644.5 |
6,403.5 |
|
| R1 |
6,499.0 |
6,499.0 |
6,378.5 |
6,434.0 |
| PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,337.0 |
| S1 |
6,223.5 |
6,223.5 |
6,327.5 |
6,158.5 |
| S2 |
6,093.5 |
6,093.5 |
6,302.5 |
|
| S3 |
5,818.0 |
5,948.0 |
6,277.0 |
|
| S4 |
5,542.5 |
5,672.5 |
6,201.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,515.0 |
6,239.5 |
275.5 |
4.3% |
96.0 |
1.5% |
36% |
False |
False |
9,099 |
| 10 |
6,726.0 |
6,239.5 |
486.5 |
7.7% |
88.5 |
1.4% |
21% |
False |
False |
6,147 |
| 20 |
6,815.0 |
6,239.5 |
575.5 |
9.1% |
75.5 |
1.2% |
17% |
False |
False |
3,453 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.5% |
54.0 |
0.8% |
29% |
False |
False |
1,798 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
46.0 |
0.7% |
32% |
False |
False |
1,215 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
34.5 |
0.5% |
32% |
False |
False |
917 |
| 100 |
6,815.0 |
5,977.0 |
838.0 |
13.2% |
28.0 |
0.4% |
43% |
False |
False |
751 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.0% |
23.5 |
0.4% |
56% |
False |
False |
630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,527.5 |
|
2.618 |
6,465.0 |
|
1.618 |
6,426.5 |
|
1.000 |
6,402.5 |
|
0.618 |
6,388.0 |
|
HIGH |
6,364.0 |
|
0.618 |
6,349.5 |
|
0.500 |
6,345.0 |
|
0.382 |
6,340.0 |
|
LOW |
6,325.5 |
|
0.618 |
6,301.5 |
|
1.000 |
6,287.0 |
|
1.618 |
6,263.0 |
|
2.618 |
6,224.5 |
|
4.250 |
6,162.0 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.0 |
6,328.5 |
| PP |
6,343.0 |
6,318.0 |
| S1 |
6,341.0 |
6,307.0 |
|