| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,969.25 |
2,993.25 |
24.00 |
0.8% |
2,978.00 |
| High |
2,997.75 |
2,999.00 |
1.25 |
0.0% |
2,998.50 |
| Low |
2,965.75 |
2,952.75 |
-13.00 |
-0.4% |
2,892.75 |
| Close |
2,988.50 |
2,956.25 |
-32.25 |
-1.1% |
2,937.00 |
| Range |
32.00 |
46.25 |
14.25 |
44.5% |
105.75 |
| ATR |
38.68 |
39.22 |
0.54 |
1.4% |
0.00 |
| Volume |
237,841 |
298,769 |
60,928 |
25.6% |
360,646 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.00 |
3,078.50 |
2,981.75 |
|
| R3 |
3,061.75 |
3,032.25 |
2,969.00 |
|
| R2 |
3,015.50 |
3,015.50 |
2,964.75 |
|
| R1 |
2,986.00 |
2,986.00 |
2,960.50 |
2,977.50 |
| PP |
2,969.25 |
2,969.25 |
2,969.25 |
2,965.25 |
| S1 |
2,939.75 |
2,939.75 |
2,952.00 |
2,931.50 |
| S2 |
2,923.00 |
2,923.00 |
2,947.75 |
|
| S3 |
2,876.75 |
2,893.50 |
2,943.50 |
|
| S4 |
2,830.50 |
2,847.25 |
2,930.75 |
|
|
| 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 |
2,999.00 |
2,892.75 |
106.25 |
3.6% |
45.50 |
1.5% |
60% |
True |
False |
230,217 |
| 10 |
2,999.00 |
2,892.75 |
106.25 |
3.6% |
43.50 |
1.5% |
60% |
True |
False |
120,914 |
| 20 |
3,044.00 |
2,892.75 |
151.25 |
5.1% |
42.75 |
1.4% |
42% |
False |
False |
61,146 |
| 40 |
3,044.00 |
2,809.75 |
234.25 |
7.9% |
32.25 |
1.1% |
63% |
False |
False |
30,663 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
31.00 |
1.0% |
72% |
False |
False |
20,455 |
| 80 |
3,044.00 |
2,695.75 |
348.25 |
11.8% |
26.75 |
0.9% |
75% |
False |
False |
15,342 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
22.75 |
0.8% |
75% |
False |
False |
12,274 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.9% |
19.25 |
0.7% |
81% |
False |
False |
10,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,195.50 |
|
2.618 |
3,120.00 |
|
1.618 |
3,073.75 |
|
1.000 |
3,045.25 |
|
0.618 |
3,027.50 |
|
HIGH |
2,999.00 |
|
0.618 |
2,981.25 |
|
0.500 |
2,976.00 |
|
0.382 |
2,970.50 |
|
LOW |
2,952.75 |
|
0.618 |
2,924.25 |
|
1.000 |
2,906.50 |
|
1.618 |
2,878.00 |
|
2.618 |
2,831.75 |
|
4.250 |
2,756.25 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.00 |
2,967.50 |
| PP |
2,969.25 |
2,963.75 |
| S1 |
2,962.75 |
2,960.00 |
|