| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,980.50 |
2,960.00 |
-20.50 |
-0.7% |
2,972.25 |
| High |
2,981.75 |
2,973.75 |
-8.00 |
-0.3% |
3,000.75 |
| Low |
2,944.75 |
2,914.25 |
-30.50 |
-1.0% |
2,905.25 |
| Close |
2,958.00 |
2,914.75 |
-43.25 |
-1.5% |
2,975.00 |
| Range |
37.00 |
59.50 |
22.50 |
60.8% |
95.50 |
| ATR |
34.83 |
36.59 |
1.76 |
5.1% |
0.00 |
| Volume |
9,950 |
38,174 |
28,224 |
283.7% |
12,294 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.75 |
3,073.25 |
2,947.50 |
|
| R3 |
3,053.25 |
3,013.75 |
2,931.00 |
|
| R2 |
2,993.75 |
2,993.75 |
2,925.75 |
|
| R1 |
2,954.25 |
2,954.25 |
2,920.25 |
2,944.25 |
| PP |
2,934.25 |
2,934.25 |
2,934.25 |
2,929.25 |
| S1 |
2,894.75 |
2,894.75 |
2,909.25 |
2,884.75 |
| S2 |
2,874.75 |
2,874.75 |
2,903.75 |
|
| S3 |
2,815.25 |
2,835.25 |
2,898.50 |
|
| S4 |
2,755.75 |
2,775.75 |
2,882.00 |
|
|
| 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% |
41.50 |
1.4% |
10% |
False |
False |
11,612 |
| 10 |
3,019.25 |
2,905.25 |
114.00 |
3.9% |
42.25 |
1.5% |
8% |
False |
False |
6,714 |
| 20 |
3,044.00 |
2,905.25 |
138.75 |
4.8% |
36.75 |
1.3% |
7% |
False |
False |
3,656 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
31.50 |
1.1% |
58% |
False |
False |
1,898 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
29.25 |
1.0% |
58% |
False |
False |
1,271 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
24.50 |
0.8% |
63% |
False |
False |
954 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
20.75 |
0.7% |
63% |
False |
False |
763 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
16.1% |
17.50 |
0.6% |
72% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,226.50 |
|
2.618 |
3,129.50 |
|
1.618 |
3,070.00 |
|
1.000 |
3,033.25 |
|
0.618 |
3,010.50 |
|
HIGH |
2,973.75 |
|
0.618 |
2,951.00 |
|
0.500 |
2,944.00 |
|
0.382 |
2,937.00 |
|
LOW |
2,914.25 |
|
0.618 |
2,877.50 |
|
1.000 |
2,854.75 |
|
1.618 |
2,818.00 |
|
2.618 |
2,758.50 |
|
4.250 |
2,661.50 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,944.00 |
2,956.50 |
| PP |
2,934.25 |
2,942.50 |
| S1 |
2,924.50 |
2,928.50 |
|