| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,960.00 |
2,916.25 |
-43.75 |
-1.5% |
2,972.25 |
| High |
2,973.75 |
2,964.50 |
-9.25 |
-0.3% |
3,000.75 |
| Low |
2,914.25 |
2,892.75 |
-21.50 |
-0.7% |
2,905.25 |
| Close |
2,914.75 |
2,957.00 |
42.25 |
1.4% |
2,975.00 |
| Range |
59.50 |
71.75 |
12.25 |
20.6% |
95.50 |
| ATR |
36.59 |
39.10 |
2.51 |
6.9% |
0.00 |
| Volume |
38,174 |
80,363 |
42,189 |
110.5% |
12,294 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.25 |
3,127.00 |
2,996.50 |
|
| R3 |
3,081.50 |
3,055.25 |
2,976.75 |
|
| R2 |
3,009.75 |
3,009.75 |
2,970.25 |
|
| R1 |
2,983.50 |
2,983.50 |
2,963.50 |
2,996.50 |
| PP |
2,938.00 |
2,938.00 |
2,938.00 |
2,944.75 |
| S1 |
2,911.75 |
2,911.75 |
2,950.50 |
2,925.00 |
| S2 |
2,866.25 |
2,866.25 |
2,943.75 |
|
| S3 |
2,794.50 |
2,840.00 |
2,937.25 |
|
| S4 |
2,722.75 |
2,768.25 |
2,917.50 |
|
|
| 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 |
2,892.75 |
105.75 |
3.6% |
47.50 |
1.6% |
61% |
False |
True |
27,264 |
| 10 |
3,018.00 |
2,892.75 |
125.25 |
4.2% |
45.50 |
1.5% |
51% |
False |
True |
14,589 |
| 20 |
3,044.00 |
2,892.75 |
151.25 |
5.1% |
39.25 |
1.3% |
42% |
False |
True |
7,656 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
31.50 |
1.1% |
72% |
False |
False |
3,907 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
29.75 |
1.0% |
72% |
False |
False |
2,610 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
25.25 |
0.9% |
75% |
False |
False |
1,958 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
21.50 |
0.7% |
75% |
False |
False |
1,567 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.9% |
18.00 |
0.6% |
81% |
False |
False |
1,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.50 |
|
2.618 |
3,152.25 |
|
1.618 |
3,080.50 |
|
1.000 |
3,036.25 |
|
0.618 |
3,008.75 |
|
HIGH |
2,964.50 |
|
0.618 |
2,937.00 |
|
0.500 |
2,928.50 |
|
0.382 |
2,920.25 |
|
LOW |
2,892.75 |
|
0.618 |
2,848.50 |
|
1.000 |
2,821.00 |
|
1.618 |
2,776.75 |
|
2.618 |
2,705.00 |
|
4.250 |
2,587.75 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,947.50 |
2,950.50 |
| PP |
2,938.00 |
2,943.75 |
| S1 |
2,928.50 |
2,937.25 |
|