| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,936.50 |
2,969.25 |
32.75 |
1.1% |
2,978.00 |
| High |
2,985.00 |
2,997.75 |
12.75 |
0.4% |
2,998.50 |
| Low |
2,936.25 |
2,965.75 |
29.50 |
1.0% |
2,892.75 |
| Close |
2,964.75 |
2,988.50 |
23.75 |
0.8% |
2,937.00 |
| Range |
48.75 |
32.00 |
-16.75 |
-34.4% |
105.75 |
| ATR |
39.12 |
38.68 |
-0.44 |
-1.1% |
0.00 |
| Volume |
306,903 |
237,841 |
-69,062 |
-22.5% |
360,646 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.00 |
3,066.25 |
3,006.00 |
|
| R3 |
3,048.00 |
3,034.25 |
2,997.25 |
|
| R2 |
3,016.00 |
3,016.00 |
2,994.25 |
|
| R1 |
3,002.25 |
3,002.25 |
2,991.50 |
3,009.00 |
| PP |
2,984.00 |
2,984.00 |
2,984.00 |
2,987.50 |
| S1 |
2,970.25 |
2,970.25 |
2,985.50 |
2,977.00 |
| S2 |
2,952.00 |
2,952.00 |
2,982.75 |
|
| S3 |
2,920.00 |
2,938.25 |
2,979.75 |
|
| S4 |
2,888.00 |
2,906.25 |
2,971.00 |
|
|
| 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 |
2,997.75 |
2,892.75 |
105.00 |
3.5% |
48.25 |
1.6% |
91% |
True |
False |
178,098 |
| 10 |
2,998.50 |
2,892.75 |
105.75 |
3.5% |
43.50 |
1.5% |
91% |
False |
False |
91,177 |
| 20 |
3,044.00 |
2,892.75 |
151.25 |
5.1% |
41.75 |
1.4% |
63% |
False |
False |
46,219 |
| 40 |
3,044.00 |
2,799.00 |
245.00 |
8.2% |
31.75 |
1.1% |
77% |
False |
False |
23,200 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
30.75 |
1.0% |
82% |
False |
False |
15,475 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
26.75 |
0.9% |
84% |
False |
False |
11,608 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
22.25 |
0.7% |
84% |
False |
False |
9,286 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
18.75 |
0.6% |
88% |
False |
False |
7,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,133.75 |
|
2.618 |
3,081.50 |
|
1.618 |
3,049.50 |
|
1.000 |
3,029.75 |
|
0.618 |
3,017.50 |
|
HIGH |
2,997.75 |
|
0.618 |
2,985.50 |
|
0.500 |
2,981.75 |
|
0.382 |
2,978.00 |
|
LOW |
2,965.75 |
|
0.618 |
2,946.00 |
|
1.000 |
2,933.75 |
|
1.618 |
2,914.00 |
|
2.618 |
2,882.00 |
|
4.250 |
2,829.75 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,986.25 |
2,981.00 |
| PP |
2,984.00 |
2,973.25 |
| S1 |
2,981.75 |
2,965.75 |
|