| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,958.00 |
2,936.50 |
-21.50 |
-0.7% |
2,978.00 |
| High |
2,962.75 |
2,985.00 |
22.25 |
0.8% |
2,998.50 |
| Low |
2,933.75 |
2,936.25 |
2.50 |
0.1% |
2,892.75 |
| Close |
2,937.00 |
2,964.75 |
27.75 |
0.9% |
2,937.00 |
| Range |
29.00 |
48.75 |
19.75 |
68.1% |
105.75 |
| ATR |
38.38 |
39.12 |
0.74 |
1.9% |
0.00 |
| Volume |
227,209 |
306,903 |
79,694 |
35.1% |
360,646 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.25 |
3,085.25 |
2,991.50 |
|
| R3 |
3,059.50 |
3,036.50 |
2,978.25 |
|
| R2 |
3,010.75 |
3,010.75 |
2,973.75 |
|
| R1 |
2,987.75 |
2,987.75 |
2,969.25 |
2,999.25 |
| PP |
2,962.00 |
2,962.00 |
2,962.00 |
2,967.75 |
| S1 |
2,939.00 |
2,939.00 |
2,960.25 |
2,950.50 |
| S2 |
2,913.25 |
2,913.25 |
2,955.75 |
|
| S3 |
2,864.50 |
2,890.25 |
2,951.25 |
|
| S4 |
2,815.75 |
2,841.50 |
2,938.00 |
|
|
| 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 |
2,985.00 |
2,892.75 |
92.25 |
3.1% |
49.25 |
1.7% |
78% |
True |
False |
132,519 |
| 10 |
3,000.75 |
2,892.75 |
108.00 |
3.6% |
44.50 |
1.5% |
67% |
False |
False |
67,794 |
| 20 |
3,044.00 |
2,892.75 |
151.25 |
5.1% |
41.00 |
1.4% |
48% |
False |
False |
34,334 |
| 40 |
3,044.00 |
2,778.75 |
265.25 |
8.9% |
31.75 |
1.1% |
70% |
False |
False |
17,259 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
30.50 |
1.0% |
75% |
False |
False |
11,511 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
26.25 |
0.9% |
78% |
False |
False |
8,635 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
22.00 |
0.7% |
78% |
False |
False |
6,908 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
18.50 |
0.6% |
83% |
False |
False |
5,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.25 |
|
2.618 |
3,112.75 |
|
1.618 |
3,064.00 |
|
1.000 |
3,033.75 |
|
0.618 |
3,015.25 |
|
HIGH |
2,985.00 |
|
0.618 |
2,966.50 |
|
0.500 |
2,960.50 |
|
0.382 |
2,954.75 |
|
LOW |
2,936.25 |
|
0.618 |
2,906.00 |
|
1.000 |
2,887.50 |
|
1.618 |
2,857.25 |
|
2.618 |
2,808.50 |
|
4.250 |
2,729.00 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.50 |
2,956.00 |
| PP |
2,962.00 |
2,947.50 |
| S1 |
2,960.50 |
2,939.00 |
|