| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,978.00 |
2,980.50 |
2.50 |
0.1% |
2,972.25 |
| High |
2,998.50 |
2,981.75 |
-16.75 |
-0.6% |
3,000.75 |
| Low |
2,977.25 |
2,944.75 |
-32.50 |
-1.1% |
2,905.25 |
| Close |
2,981.50 |
2,958.00 |
-23.50 |
-0.8% |
2,975.00 |
| Range |
21.25 |
37.00 |
15.75 |
74.1% |
95.50 |
| ATR |
34.66 |
34.83 |
0.17 |
0.5% |
0.00 |
| Volume |
4,950 |
9,950 |
5,000 |
101.0% |
12,294 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.50 |
3,052.25 |
2,978.25 |
|
| R3 |
3,035.50 |
3,015.25 |
2,968.25 |
|
| R2 |
2,998.50 |
2,998.50 |
2,964.75 |
|
| R1 |
2,978.25 |
2,978.25 |
2,961.50 |
2,970.00 |
| PP |
2,961.50 |
2,961.50 |
2,961.50 |
2,957.25 |
| S1 |
2,941.25 |
2,941.25 |
2,954.50 |
2,933.00 |
| S2 |
2,924.50 |
2,924.50 |
2,951.25 |
|
| S3 |
2,887.50 |
2,904.25 |
2,947.75 |
|
| S4 |
2,850.50 |
2,867.25 |
2,937.75 |
|
|
| 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 |
2,998.50 |
2,905.25 |
93.25 |
3.2% |
38.50 |
1.3% |
57% |
False |
False |
4,256 |
| 10 |
3,019.25 |
2,905.25 |
114.00 |
3.9% |
38.75 |
1.3% |
46% |
False |
False |
3,104 |
| 20 |
3,044.00 |
2,905.25 |
138.75 |
4.7% |
35.25 |
1.2% |
38% |
False |
False |
1,755 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
31.25 |
1.1% |
72% |
False |
False |
945 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
29.00 |
1.0% |
72% |
False |
False |
634 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
23.75 |
0.8% |
76% |
False |
False |
477 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
20.25 |
0.7% |
76% |
False |
False |
381 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.9% |
17.00 |
0.6% |
82% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,139.00 |
|
2.618 |
3,078.50 |
|
1.618 |
3,041.50 |
|
1.000 |
3,018.75 |
|
0.618 |
3,004.50 |
|
HIGH |
2,981.75 |
|
0.618 |
2,967.50 |
|
0.500 |
2,963.25 |
|
0.382 |
2,959.00 |
|
LOW |
2,944.75 |
|
0.618 |
2,922.00 |
|
1.000 |
2,907.75 |
|
1.618 |
2,885.00 |
|
2.618 |
2,848.00 |
|
4.250 |
2,787.50 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.25 |
2,968.50 |
| PP |
2,961.50 |
2,965.00 |
| S1 |
2,959.75 |
2,961.50 |
|