| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,298.0 |
6,256.5 |
-41.5 |
-0.7% |
6,335.5 |
| High |
6,302.5 |
6,326.0 |
23.5 |
0.4% |
6,364.0 |
| Low |
6,230.5 |
6,251.0 |
20.5 |
0.3% |
6,160.0 |
| Close |
6,266.5 |
6,279.5 |
13.0 |
0.2% |
6,266.5 |
| Range |
72.0 |
75.0 |
3.0 |
4.2% |
204.0 |
| ATR |
88.0 |
87.1 |
-0.9 |
-1.1% |
0.0 |
| Volume |
191,416 |
288,305 |
96,889 |
50.6% |
385,785 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.5 |
6,470.0 |
6,321.0 |
|
| R3 |
6,435.5 |
6,395.0 |
6,300.0 |
|
| R2 |
6,360.5 |
6,360.5 |
6,293.0 |
|
| R1 |
6,320.0 |
6,320.0 |
6,286.5 |
6,340.0 |
| PP |
6,285.5 |
6,285.5 |
6,285.5 |
6,295.5 |
| S1 |
6,245.0 |
6,245.0 |
6,272.5 |
6,265.0 |
| S2 |
6,210.5 |
6,210.5 |
6,266.0 |
|
| S3 |
6,135.5 |
6,170.0 |
6,259.0 |
|
| S4 |
6,060.5 |
6,095.0 |
6,238.0 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,875.5 |
6,775.0 |
6,378.5 |
|
| R3 |
6,671.5 |
6,571.0 |
6,322.5 |
|
| R2 |
6,467.5 |
6,467.5 |
6,304.0 |
|
| R1 |
6,367.0 |
6,367.0 |
6,285.0 |
6,315.0 |
| PP |
6,263.5 |
6,263.5 |
6,263.5 |
6,237.5 |
| S1 |
6,163.0 |
6,163.0 |
6,248.0 |
6,111.0 |
| S2 |
6,059.5 |
6,059.5 |
6,229.0 |
|
| S3 |
5,855.5 |
5,959.0 |
6,210.5 |
|
| S4 |
5,651.5 |
5,755.0 |
6,154.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,332.5 |
6,160.0 |
172.5 |
2.7% |
100.0 |
1.6% |
69% |
False |
False |
131,809 |
| 10 |
6,515.0 |
6,160.0 |
355.0 |
5.7% |
98.0 |
1.6% |
34% |
False |
False |
70,454 |
| 20 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
88.0 |
1.4% |
18% |
False |
False |
36,221 |
| 40 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
64.0 |
1.0% |
18% |
False |
False |
18,267 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
52.5 |
0.8% |
24% |
False |
False |
12,198 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
40.5 |
0.6% |
24% |
False |
False |
9,154 |
| 100 |
6,815.0 |
6,085.5 |
729.5 |
11.6% |
33.0 |
0.5% |
27% |
False |
False |
7,341 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
27.5 |
0.4% |
50% |
False |
False |
6,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,645.0 |
|
2.618 |
6,522.5 |
|
1.618 |
6,447.5 |
|
1.000 |
6,401.0 |
|
0.618 |
6,372.5 |
|
HIGH |
6,326.0 |
|
0.618 |
6,297.5 |
|
0.500 |
6,288.5 |
|
0.382 |
6,279.5 |
|
LOW |
6,251.0 |
|
0.618 |
6,204.5 |
|
1.000 |
6,176.0 |
|
1.618 |
6,129.5 |
|
2.618 |
6,054.5 |
|
4.250 |
5,932.0 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,288.5 |
6,267.5 |
| PP |
6,285.5 |
6,255.0 |
| S1 |
6,282.5 |
6,243.0 |
|