| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,993.25 |
2,954.75 |
-38.50 |
-1.3% |
2,978.00 |
| High |
2,999.00 |
2,956.50 |
-42.50 |
-1.4% |
2,998.50 |
| Low |
2,952.75 |
2,875.75 |
-77.00 |
-2.6% |
2,892.75 |
| Close |
2,956.25 |
2,880.00 |
-76.25 |
-2.6% |
2,937.00 |
| Range |
46.25 |
80.75 |
34.50 |
74.6% |
105.75 |
| ATR |
39.22 |
42.19 |
2.97 |
7.6% |
0.00 |
| Volume |
298,769 |
468,435 |
169,666 |
56.8% |
360,646 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.25 |
3,094.00 |
2,924.50 |
|
| R3 |
3,065.50 |
3,013.25 |
2,902.25 |
|
| R2 |
2,984.75 |
2,984.75 |
2,894.75 |
|
| R1 |
2,932.50 |
2,932.50 |
2,887.50 |
2,918.25 |
| PP |
2,904.00 |
2,904.00 |
2,904.00 |
2,897.00 |
| S1 |
2,851.75 |
2,851.75 |
2,872.50 |
2,837.50 |
| S2 |
2,823.25 |
2,823.25 |
2,865.25 |
|
| S3 |
2,742.50 |
2,771.00 |
2,857.75 |
|
| S4 |
2,661.75 |
2,690.25 |
2,835.50 |
|
|
| 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 |
2,875.75 |
123.25 |
4.3% |
47.25 |
1.6% |
3% |
False |
True |
307,831 |
| 10 |
2,999.00 |
2,875.75 |
123.25 |
4.3% |
47.50 |
1.6% |
3% |
False |
True |
167,547 |
| 20 |
3,029.75 |
2,875.75 |
154.00 |
5.3% |
43.75 |
1.5% |
3% |
False |
True |
84,544 |
| 40 |
3,044.00 |
2,809.75 |
234.25 |
8.1% |
34.00 |
1.2% |
30% |
False |
False |
42,373 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.8% |
32.25 |
1.1% |
47% |
False |
False |
28,262 |
| 80 |
3,044.00 |
2,707.00 |
337.00 |
11.7% |
27.75 |
1.0% |
51% |
False |
False |
21,198 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.3% |
23.50 |
0.8% |
54% |
False |
False |
16,958 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
16.3% |
20.00 |
0.7% |
65% |
False |
False |
14,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,299.75 |
|
2.618 |
3,168.00 |
|
1.618 |
3,087.25 |
|
1.000 |
3,037.25 |
|
0.618 |
3,006.50 |
|
HIGH |
2,956.50 |
|
0.618 |
2,925.75 |
|
0.500 |
2,916.00 |
|
0.382 |
2,906.50 |
|
LOW |
2,875.75 |
|
0.618 |
2,825.75 |
|
1.000 |
2,795.00 |
|
1.618 |
2,745.00 |
|
2.618 |
2,664.25 |
|
4.250 |
2,532.50 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.00 |
2,937.50 |
| PP |
2,904.00 |
2,918.25 |
| S1 |
2,892.00 |
2,899.00 |
|