| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
6,334.5 |
6,262.0 |
-72.5 |
-1.1% |
6,335.5 |
| High |
6,343.0 |
6,262.0 |
-81.0 |
-1.3% |
6,364.0 |
| Low |
6,268.0 |
6,067.5 |
-200.5 |
-3.2% |
6,160.0 |
| Close |
6,307.0 |
6,129.0 |
-178.0 |
-2.8% |
6,266.5 |
| Range |
75.0 |
194.5 |
119.5 |
159.3% |
204.0 |
| ATR |
86.2 |
97.2 |
10.9 |
12.7% |
0.0 |
| Volume |
134,295 |
163,104 |
28,809 |
21.5% |
385,785 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,736.5 |
6,627.0 |
6,236.0 |
|
| R3 |
6,542.0 |
6,432.5 |
6,182.5 |
|
| R2 |
6,347.5 |
6,347.5 |
6,164.5 |
|
| R1 |
6,238.0 |
6,238.0 |
6,147.0 |
6,195.5 |
| PP |
6,153.0 |
6,153.0 |
6,153.0 |
6,131.5 |
| S1 |
6,043.5 |
6,043.5 |
6,111.0 |
6,001.0 |
| S2 |
5,958.5 |
5,958.5 |
6,093.5 |
|
| S3 |
5,764.0 |
5,849.0 |
6,075.5 |
|
| S4 |
5,569.5 |
5,654.5 |
6,022.0 |
|
|
| 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 |
6,067.5 |
285.0 |
4.7% |
100.5 |
1.6% |
22% |
False |
True |
187,879 |
| 10 |
6,364.0 |
6,067.5 |
296.5 |
4.8% |
100.0 |
1.6% |
21% |
False |
True |
115,102 |
| 20 |
6,726.0 |
6,067.5 |
658.5 |
10.7% |
95.5 |
1.6% |
9% |
False |
True |
59,127 |
| 40 |
6,815.0 |
6,067.5 |
747.5 |
12.2% |
69.5 |
1.1% |
8% |
False |
True |
29,758 |
| 60 |
6,815.0 |
6,067.5 |
747.5 |
12.2% |
57.5 |
0.9% |
8% |
False |
True |
19,856 |
| 80 |
6,815.0 |
6,067.5 |
747.5 |
12.2% |
45.0 |
0.7% |
8% |
False |
True |
14,899 |
| 100 |
6,815.0 |
6,067.5 |
747.5 |
12.2% |
37.0 |
0.6% |
8% |
False |
True |
11,938 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.6% |
30.5 |
0.5% |
36% |
False |
False |
9,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,088.5 |
|
2.618 |
6,771.0 |
|
1.618 |
6,576.5 |
|
1.000 |
6,456.5 |
|
0.618 |
6,382.0 |
|
HIGH |
6,262.0 |
|
0.618 |
6,187.5 |
|
0.500 |
6,165.0 |
|
0.382 |
6,142.0 |
|
LOW |
6,067.5 |
|
0.618 |
5,947.5 |
|
1.000 |
5,873.0 |
|
1.618 |
5,753.0 |
|
2.618 |
5,558.5 |
|
4.250 |
5,241.0 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,165.0 |
6,210.0 |
| PP |
6,153.0 |
6,183.0 |
| S1 |
6,141.0 |
6,156.0 |
|