| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,261.0 |
6,201.0 |
-60.0 |
-1.0% |
6,479.5 |
| High |
6,320.5 |
6,301.5 |
-19.0 |
-0.3% |
6,515.0 |
| Low |
6,219.5 |
6,160.0 |
-59.5 |
-1.0% |
6,239.5 |
| Close |
6,265.5 |
6,263.5 |
-2.0 |
0.0% |
6,353.0 |
| Range |
101.0 |
141.5 |
40.5 |
40.1% |
275.5 |
| ATR |
85.3 |
89.3 |
4.0 |
4.7% |
0.0 |
| Volume |
64,542 |
80,503 |
15,961 |
24.7% |
36,032 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,666.0 |
6,606.5 |
6,341.5 |
|
| R3 |
6,524.5 |
6,465.0 |
6,302.5 |
|
| R2 |
6,383.0 |
6,383.0 |
6,289.5 |
|
| R1 |
6,323.5 |
6,323.5 |
6,276.5 |
6,353.0 |
| PP |
6,241.5 |
6,241.5 |
6,241.5 |
6,256.5 |
| S1 |
6,182.0 |
6,182.0 |
6,250.5 |
6,212.0 |
| S2 |
6,100.0 |
6,100.0 |
6,237.5 |
|
| S3 |
5,958.5 |
6,040.5 |
6,224.5 |
|
| S4 |
5,817.0 |
5,899.0 |
6,185.5 |
|
|
| 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 |
6,364.0 |
6,160.0 |
204.0 |
3.3% |
99.5 |
1.6% |
51% |
False |
True |
42,324 |
| 10 |
6,593.0 |
6,160.0 |
433.0 |
6.9% |
100.5 |
1.6% |
24% |
False |
True |
23,974 |
| 20 |
6,815.0 |
6,160.0 |
655.0 |
10.5% |
86.5 |
1.4% |
16% |
False |
True |
12,295 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.6% |
61.0 |
1.0% |
17% |
False |
False |
6,280 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
51.0 |
0.8% |
21% |
False |
False |
4,203 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
39.0 |
0.6% |
21% |
False |
False |
3,158 |
| 100 |
6,815.0 |
6,031.5 |
783.5 |
12.5% |
32.0 |
0.5% |
30% |
False |
False |
2,544 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
26.5 |
0.4% |
49% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,903.0 |
|
2.618 |
6,672.0 |
|
1.618 |
6,530.5 |
|
1.000 |
6,443.0 |
|
0.618 |
6,389.0 |
|
HIGH |
6,301.5 |
|
0.618 |
6,247.5 |
|
0.500 |
6,231.0 |
|
0.382 |
6,214.0 |
|
LOW |
6,160.0 |
|
0.618 |
6,072.5 |
|
1.000 |
6,018.5 |
|
1.618 |
5,931.0 |
|
2.618 |
5,789.5 |
|
4.250 |
5,558.5 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.5 |
6,258.0 |
| PP |
6,241.5 |
6,252.0 |
| S1 |
6,231.0 |
6,246.0 |
|