| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,916.25 |
2,958.00 |
41.75 |
1.4% |
2,978.00 |
| High |
2,964.50 |
2,962.75 |
-1.75 |
-0.1% |
2,998.50 |
| Low |
2,892.75 |
2,933.75 |
41.00 |
1.4% |
2,892.75 |
| Close |
2,957.00 |
2,937.00 |
-20.00 |
-0.7% |
2,937.00 |
| Range |
71.75 |
29.00 |
-42.75 |
-59.6% |
105.75 |
| ATR |
39.10 |
38.38 |
-0.72 |
-1.8% |
0.00 |
| Volume |
80,363 |
227,209 |
146,846 |
182.7% |
360,646 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.50 |
3,013.25 |
2,953.00 |
|
| R3 |
3,002.50 |
2,984.25 |
2,945.00 |
|
| R2 |
2,973.50 |
2,973.50 |
2,942.25 |
|
| R1 |
2,955.25 |
2,955.25 |
2,939.75 |
2,950.00 |
| PP |
2,944.50 |
2,944.50 |
2,944.50 |
2,941.75 |
| S1 |
2,926.25 |
2,926.25 |
2,934.25 |
2,921.00 |
| S2 |
2,915.50 |
2,915.50 |
2,931.75 |
|
| S3 |
2,886.50 |
2,897.25 |
2,929.00 |
|
| S4 |
2,857.50 |
2,868.25 |
2,921.00 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.00 |
3,204.25 |
2,995.25 |
|
| R3 |
3,154.25 |
3,098.50 |
2,966.00 |
|
| R2 |
3,048.50 |
3,048.50 |
2,956.50 |
|
| R1 |
2,992.75 |
2,992.75 |
2,946.75 |
2,967.75 |
| PP |
2,942.75 |
2,942.75 |
2,942.75 |
2,930.25 |
| S1 |
2,887.00 |
2,887.00 |
2,927.25 |
2,862.00 |
| S2 |
2,837.00 |
2,837.00 |
2,917.50 |
|
| S3 |
2,731.25 |
2,781.25 |
2,908.00 |
|
| S4 |
2,625.50 |
2,675.50 |
2,878.75 |
|
|
| 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% |
43.75 |
1.5% |
42% |
False |
False |
72,129 |
| 10 |
3,000.75 |
2,892.75 |
108.00 |
3.7% |
44.00 |
1.5% |
41% |
False |
False |
37,294 |
| 20 |
3,044.00 |
2,892.75 |
151.25 |
5.1% |
40.00 |
1.4% |
29% |
False |
False |
19,010 |
| 40 |
3,044.00 |
2,739.00 |
305.00 |
10.4% |
31.25 |
1.1% |
65% |
False |
False |
9,587 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
30.00 |
1.0% |
66% |
False |
False |
6,397 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
25.75 |
0.9% |
70% |
False |
False |
4,798 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
21.75 |
0.7% |
70% |
False |
False |
3,839 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
16.0% |
18.25 |
0.6% |
77% |
False |
False |
3,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,086.00 |
|
2.618 |
3,038.75 |
|
1.618 |
3,009.75 |
|
1.000 |
2,991.75 |
|
0.618 |
2,980.75 |
|
HIGH |
2,962.75 |
|
0.618 |
2,951.75 |
|
0.500 |
2,948.25 |
|
0.382 |
2,944.75 |
|
LOW |
2,933.75 |
|
0.618 |
2,915.75 |
|
1.000 |
2,904.75 |
|
1.618 |
2,886.75 |
|
2.618 |
2,857.75 |
|
4.250 |
2,810.50 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,948.25 |
2,935.75 |
| PP |
2,944.50 |
2,934.50 |
| S1 |
2,940.75 |
2,933.25 |
|