| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,938.25 |
2,978.00 |
39.75 |
1.4% |
2,972.25 |
| High |
2,986.00 |
2,998.50 |
12.50 |
0.4% |
3,000.75 |
| Low |
2,938.25 |
2,977.25 |
39.00 |
1.3% |
2,905.25 |
| Close |
2,975.00 |
2,981.50 |
6.50 |
0.2% |
2,975.00 |
| Range |
47.75 |
21.25 |
-26.50 |
-55.5% |
95.50 |
| ATR |
35.52 |
34.66 |
-0.86 |
-2.4% |
0.00 |
| Volume |
2,883 |
4,950 |
2,067 |
71.7% |
12,294 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.50 |
3,036.75 |
2,993.25 |
|
| R3 |
3,028.25 |
3,015.50 |
2,987.25 |
|
| R2 |
3,007.00 |
3,007.00 |
2,985.50 |
|
| R1 |
2,994.25 |
2,994.25 |
2,983.50 |
3,000.50 |
| PP |
2,985.75 |
2,985.75 |
2,985.75 |
2,989.00 |
| S1 |
2,973.00 |
2,973.00 |
2,979.50 |
2,979.50 |
| S2 |
2,964.50 |
2,964.50 |
2,977.50 |
|
| S3 |
2,943.25 |
2,951.75 |
2,975.75 |
|
| S4 |
2,922.00 |
2,930.50 |
2,969.75 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.75 |
3,206.50 |
3,027.50 |
|
| R3 |
3,151.25 |
3,111.00 |
3,001.25 |
|
| R2 |
3,055.75 |
3,055.75 |
2,992.50 |
|
| R1 |
3,015.50 |
3,015.50 |
2,983.75 |
3,035.50 |
| PP |
2,960.25 |
2,960.25 |
2,960.25 |
2,970.50 |
| S1 |
2,920.00 |
2,920.00 |
2,966.25 |
2,940.00 |
| S2 |
2,864.75 |
2,864.75 |
2,957.50 |
|
| S3 |
2,769.25 |
2,824.50 |
2,948.75 |
|
| S4 |
2,673.75 |
2,729.00 |
2,922.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.75 |
2,905.25 |
95.50 |
3.2% |
40.00 |
1.3% |
80% |
False |
False |
3,069 |
| 10 |
3,029.75 |
2,905.25 |
124.50 |
4.2% |
39.50 |
1.3% |
61% |
False |
False |
2,175 |
| 20 |
3,044.00 |
2,905.25 |
138.75 |
4.7% |
34.75 |
1.2% |
55% |
False |
False |
1,275 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
32.00 |
1.1% |
80% |
False |
False |
696 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
28.50 |
1.0% |
80% |
False |
False |
469 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
23.25 |
0.8% |
82% |
False |
False |
352 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
19.75 |
0.7% |
82% |
False |
False |
282 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
16.75 |
0.6% |
87% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.75 |
|
2.618 |
3,054.25 |
|
1.618 |
3,033.00 |
|
1.000 |
3,019.75 |
|
0.618 |
3,011.75 |
|
HIGH |
2,998.50 |
|
0.618 |
2,990.50 |
|
0.500 |
2,988.00 |
|
0.382 |
2,985.25 |
|
LOW |
2,977.25 |
|
0.618 |
2,964.00 |
|
1.000 |
2,956.00 |
|
1.618 |
2,942.75 |
|
2.618 |
2,921.50 |
|
4.250 |
2,887.00 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.00 |
2,971.50 |
| PP |
2,985.75 |
2,961.75 |
| S1 |
2,983.50 |
2,952.00 |
|