| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,866.50 |
2,846.25 |
-20.25 |
-0.7% |
2,936.50 |
| High |
2,870.75 |
2,873.75 |
3.00 |
0.1% |
2,999.00 |
| Low |
2,817.75 |
2,830.75 |
13.00 |
0.5% |
2,846.00 |
| Close |
2,844.00 |
2,858.25 |
14.25 |
0.5% |
2,865.00 |
| Range |
53.00 |
43.00 |
-10.00 |
-18.9% |
153.00 |
| ATR |
43.69 |
43.65 |
-0.05 |
-0.1% |
0.00 |
| Volume |
358,805 |
257,859 |
-100,946 |
-28.1% |
1,711,151 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.25 |
2,963.75 |
2,882.00 |
|
| R3 |
2,940.25 |
2,920.75 |
2,870.00 |
|
| R2 |
2,897.25 |
2,897.25 |
2,866.25 |
|
| R1 |
2,877.75 |
2,877.75 |
2,862.25 |
2,887.50 |
| PP |
2,854.25 |
2,854.25 |
2,854.25 |
2,859.00 |
| S1 |
2,834.75 |
2,834.75 |
2,854.25 |
2,844.50 |
| S2 |
2,811.25 |
2,811.25 |
2,850.25 |
|
| S3 |
2,768.25 |
2,791.75 |
2,846.50 |
|
| S4 |
2,725.25 |
2,748.75 |
2,834.50 |
|
|
| 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 |
2,817.75 |
181.25 |
6.3% |
55.25 |
1.9% |
22% |
False |
False |
356,614 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.3% |
51.75 |
1.8% |
22% |
False |
False |
267,356 |
| 20 |
3,019.25 |
2,817.75 |
201.50 |
7.0% |
45.25 |
1.6% |
20% |
False |
False |
135,230 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.9% |
35.75 |
1.3% |
18% |
False |
False |
67,769 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.9% |
33.50 |
1.2% |
40% |
False |
False |
45,192 |
| 80 |
3,044.00 |
2,724.00 |
320.00 |
11.2% |
29.25 |
1.0% |
42% |
False |
False |
33,896 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.4% |
25.00 |
0.9% |
47% |
False |
False |
27,117 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.4% |
21.25 |
0.7% |
47% |
False |
False |
22,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.50 |
|
2.618 |
2,986.25 |
|
1.618 |
2,943.25 |
|
1.000 |
2,916.75 |
|
0.618 |
2,900.25 |
|
HIGH |
2,873.75 |
|
0.618 |
2,857.25 |
|
0.500 |
2,852.25 |
|
0.382 |
2,847.25 |
|
LOW |
2,830.75 |
|
0.618 |
2,804.25 |
|
1.000 |
2,787.75 |
|
1.618 |
2,761.25 |
|
2.618 |
2,718.25 |
|
4.250 |
2,648.00 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.25 |
2,858.50 |
| PP |
2,854.25 |
2,858.50 |
| S1 |
2,852.25 |
2,858.25 |
|