| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,954.75 |
2,881.25 |
-73.50 |
-2.5% |
2,936.50 |
| High |
2,956.50 |
2,899.25 |
-57.25 |
-1.9% |
2,999.00 |
| Low |
2,875.75 |
2,846.00 |
-29.75 |
-1.0% |
2,846.00 |
| Close |
2,880.00 |
2,865.00 |
-15.00 |
-0.5% |
2,865.00 |
| Range |
80.75 |
53.25 |
-27.50 |
-34.1% |
153.00 |
| ATR |
42.19 |
42.98 |
0.79 |
1.9% |
0.00 |
| Volume |
468,435 |
399,203 |
-69,232 |
-14.8% |
1,711,151 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.75 |
3,000.75 |
2,894.25 |
|
| R3 |
2,976.50 |
2,947.50 |
2,879.75 |
|
| R2 |
2,923.25 |
2,923.25 |
2,874.75 |
|
| R1 |
2,894.25 |
2,894.25 |
2,870.00 |
2,882.00 |
| PP |
2,870.00 |
2,870.00 |
2,870.00 |
2,864.00 |
| S1 |
2,841.00 |
2,841.00 |
2,860.00 |
2,829.00 |
| S2 |
2,816.75 |
2,816.75 |
2,855.25 |
|
| S3 |
2,763.50 |
2,787.75 |
2,850.25 |
|
| S4 |
2,710.25 |
2,734.50 |
2,835.75 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.25 |
3,266.75 |
2,949.25 |
|
| R3 |
3,209.25 |
3,113.75 |
2,907.00 |
|
| R2 |
3,056.25 |
3,056.25 |
2,893.00 |
|
| R1 |
2,960.75 |
2,960.75 |
2,879.00 |
2,932.00 |
| PP |
2,903.25 |
2,903.25 |
2,903.25 |
2,889.00 |
| S1 |
2,807.75 |
2,807.75 |
2,851.00 |
2,779.00 |
| S2 |
2,750.25 |
2,750.25 |
2,837.00 |
|
| S3 |
2,597.25 |
2,654.75 |
2,823.00 |
|
| S4 |
2,444.25 |
2,501.75 |
2,780.75 |
|
|
| 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 |
2,846.00 |
153.00 |
5.3% |
52.25 |
1.8% |
12% |
False |
True |
342,230 |
| 10 |
2,999.00 |
2,846.00 |
153.00 |
5.3% |
48.00 |
1.7% |
12% |
False |
True |
207,179 |
| 20 |
3,029.75 |
2,846.00 |
183.75 |
6.4% |
44.25 |
1.5% |
10% |
False |
True |
104,453 |
| 40 |
3,044.00 |
2,822.00 |
222.00 |
7.7% |
34.50 |
1.2% |
19% |
False |
False |
52,353 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.9% |
32.50 |
1.1% |
42% |
False |
False |
34,915 |
| 80 |
3,044.00 |
2,724.00 |
320.00 |
11.2% |
28.25 |
1.0% |
44% |
False |
False |
26,188 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.3% |
24.00 |
0.8% |
49% |
False |
False |
20,950 |
| 120 |
3,044.00 |
2,642.75 |
401.25 |
14.0% |
20.25 |
0.7% |
55% |
False |
False |
17,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,125.50 |
|
2.618 |
3,038.75 |
|
1.618 |
2,985.50 |
|
1.000 |
2,952.50 |
|
0.618 |
2,932.25 |
|
HIGH |
2,899.25 |
|
0.618 |
2,879.00 |
|
0.500 |
2,872.50 |
|
0.382 |
2,866.25 |
|
LOW |
2,846.00 |
|
0.618 |
2,813.00 |
|
1.000 |
2,792.75 |
|
1.618 |
2,759.75 |
|
2.618 |
2,706.50 |
|
4.250 |
2,619.75 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.50 |
2,922.50 |
| PP |
2,870.00 |
2,903.25 |
| S1 |
2,867.50 |
2,884.25 |
|