| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,256.5 |
6,276.5 |
20.0 |
0.3% |
6,335.5 |
| High |
6,326.0 |
6,352.5 |
26.5 |
0.4% |
6,364.0 |
| Low |
6,251.0 |
6,265.5 |
14.5 |
0.2% |
6,160.0 |
| Close |
6,279.5 |
6,324.0 |
44.5 |
0.7% |
6,266.5 |
| Range |
75.0 |
87.0 |
12.0 |
16.0% |
204.0 |
| ATR |
87.1 |
87.1 |
0.0 |
0.0% |
0.0 |
| Volume |
288,305 |
162,277 |
-126,028 |
-43.7% |
385,785 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,575.0 |
6,536.5 |
6,372.0 |
|
| R3 |
6,488.0 |
6,449.5 |
6,348.0 |
|
| R2 |
6,401.0 |
6,401.0 |
6,340.0 |
|
| R1 |
6,362.5 |
6,362.5 |
6,332.0 |
6,382.0 |
| PP |
6,314.0 |
6,314.0 |
6,314.0 |
6,323.5 |
| S1 |
6,275.5 |
6,275.5 |
6,316.0 |
6,295.0 |
| S2 |
6,227.0 |
6,227.0 |
6,308.0 |
|
| S3 |
6,140.0 |
6,188.5 |
6,300.0 |
|
| S4 |
6,053.0 |
6,101.5 |
6,276.0 |
|
|
| 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 |
6,352.5 |
6,160.0 |
192.5 |
3.0% |
95.5 |
1.5% |
85% |
True |
False |
157,408 |
| 10 |
6,478.0 |
6,160.0 |
318.0 |
5.0% |
100.0 |
1.6% |
52% |
False |
False |
86,477 |
| 20 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
90.5 |
1.4% |
25% |
False |
False |
44,280 |
| 40 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
64.5 |
1.0% |
25% |
False |
False |
22,324 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
54.0 |
0.9% |
30% |
False |
False |
14,903 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
41.5 |
0.7% |
30% |
False |
False |
11,182 |
| 100 |
6,815.0 |
6,085.5 |
729.5 |
11.5% |
34.0 |
0.5% |
33% |
False |
False |
8,964 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.1% |
28.5 |
0.4% |
55% |
False |
False |
7,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,722.0 |
|
2.618 |
6,580.5 |
|
1.618 |
6,493.5 |
|
1.000 |
6,439.5 |
|
0.618 |
6,406.5 |
|
HIGH |
6,352.5 |
|
0.618 |
6,319.5 |
|
0.500 |
6,309.0 |
|
0.382 |
6,298.5 |
|
LOW |
6,265.5 |
|
0.618 |
6,211.5 |
|
1.000 |
6,178.5 |
|
1.618 |
6,124.5 |
|
2.618 |
6,037.5 |
|
4.250 |
5,896.0 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,319.0 |
6,313.0 |
| PP |
6,314.0 |
6,302.5 |
| S1 |
6,309.0 |
6,291.5 |
|