| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,327.0 |
6,261.0 |
-66.0 |
-1.0% |
6,479.5 |
| High |
6,332.5 |
6,320.5 |
-12.0 |
-0.2% |
6,515.0 |
| Low |
6,222.0 |
6,219.5 |
-2.5 |
0.0% |
6,239.5 |
| Close |
6,288.0 |
6,265.5 |
-22.5 |
-0.4% |
6,353.0 |
| Range |
110.5 |
101.0 |
-9.5 |
-8.6% |
275.5 |
| ATR |
84.1 |
85.3 |
1.2 |
1.4% |
0.0 |
| Volume |
34,282 |
64,542 |
30,260 |
88.3% |
36,032 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,571.5 |
6,519.5 |
6,321.0 |
|
| R3 |
6,470.5 |
6,418.5 |
6,293.5 |
|
| R2 |
6,369.5 |
6,369.5 |
6,284.0 |
|
| R1 |
6,317.5 |
6,317.5 |
6,275.0 |
6,343.5 |
| PP |
6,268.5 |
6,268.5 |
6,268.5 |
6,281.5 |
| S1 |
6,216.5 |
6,216.5 |
6,256.0 |
6,242.5 |
| S2 |
6,167.5 |
6,167.5 |
6,247.0 |
|
| S3 |
6,066.5 |
6,115.5 |
6,237.5 |
|
| S4 |
5,965.5 |
6,014.5 |
6,210.0 |
|
|
| 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 |
6,374.5 |
6,219.5 |
155.0 |
2.5% |
98.0 |
1.6% |
30% |
False |
True |
27,479 |
| 10 |
6,600.0 |
6,219.5 |
380.5 |
6.1% |
91.5 |
1.5% |
12% |
False |
True |
15,948 |
| 20 |
6,815.0 |
6,219.5 |
595.5 |
9.5% |
81.5 |
1.3% |
8% |
False |
True |
8,300 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.6% |
59.0 |
0.9% |
17% |
False |
False |
4,269 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
48.5 |
0.8% |
22% |
False |
False |
2,861 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
37.0 |
0.6% |
22% |
False |
False |
2,152 |
| 100 |
6,815.0 |
6,011.5 |
803.5 |
12.8% |
30.5 |
0.5% |
32% |
False |
False |
1,739 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
25.5 |
0.4% |
49% |
False |
False |
1,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,750.0 |
|
2.618 |
6,585.0 |
|
1.618 |
6,484.0 |
|
1.000 |
6,421.5 |
|
0.618 |
6,383.0 |
|
HIGH |
6,320.5 |
|
0.618 |
6,282.0 |
|
0.500 |
6,270.0 |
|
0.382 |
6,258.0 |
|
LOW |
6,219.5 |
|
0.618 |
6,157.0 |
|
1.000 |
6,118.5 |
|
1.618 |
6,056.0 |
|
2.618 |
5,955.0 |
|
4.250 |
5,790.0 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,270.0 |
6,292.0 |
| PP |
6,268.5 |
6,283.0 |
| S1 |
6,267.0 |
6,274.0 |
|