| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,857.00 |
2,885.75 |
28.75 |
1.0% |
2,936.50 |
| High |
2,892.75 |
2,918.25 |
25.50 |
0.9% |
2,999.00 |
| Low |
2,845.75 |
2,882.25 |
36.50 |
1.3% |
2,846.00 |
| Close |
2,883.00 |
2,899.50 |
16.50 |
0.6% |
2,865.00 |
| Range |
47.00 |
36.00 |
-11.00 |
-23.4% |
153.00 |
| ATR |
43.88 |
43.32 |
-0.56 |
-1.3% |
0.00 |
| Volume |
196,345 |
173,476 |
-22,869 |
-11.6% |
1,711,151 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.00 |
2,989.75 |
2,919.25 |
|
| R3 |
2,972.00 |
2,953.75 |
2,909.50 |
|
| R2 |
2,936.00 |
2,936.00 |
2,906.00 |
|
| R1 |
2,917.75 |
2,917.75 |
2,902.75 |
2,927.00 |
| PP |
2,900.00 |
2,900.00 |
2,900.00 |
2,904.50 |
| S1 |
2,881.75 |
2,881.75 |
2,896.25 |
2,891.00 |
| S2 |
2,864.00 |
2,864.00 |
2,893.00 |
|
| S3 |
2,828.00 |
2,845.75 |
2,889.50 |
|
| S4 |
2,792.00 |
2,809.75 |
2,879.75 |
|
|
| 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 |
2,918.25 |
2,817.75 |
100.50 |
3.5% |
46.50 |
1.6% |
81% |
True |
False |
277,137 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.3% |
47.00 |
1.6% |
45% |
False |
False |
292,484 |
| 20 |
3,018.00 |
2,817.75 |
200.25 |
6.9% |
46.25 |
1.6% |
41% |
False |
False |
153,537 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.8% |
37.00 |
1.3% |
36% |
False |
False |
77,004 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
34.00 |
1.2% |
54% |
False |
False |
51,355 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
29.75 |
1.0% |
54% |
False |
False |
38,519 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.2% |
25.25 |
0.9% |
59% |
False |
False |
30,815 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.2% |
21.75 |
0.8% |
59% |
False |
False |
25,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.25 |
|
2.618 |
3,012.50 |
|
1.618 |
2,976.50 |
|
1.000 |
2,954.25 |
|
0.618 |
2,940.50 |
|
HIGH |
2,918.25 |
|
0.618 |
2,904.50 |
|
0.500 |
2,900.25 |
|
0.382 |
2,896.00 |
|
LOW |
2,882.25 |
|
0.618 |
2,860.00 |
|
1.000 |
2,846.25 |
|
1.618 |
2,824.00 |
|
2.618 |
2,788.00 |
|
4.250 |
2,729.25 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.25 |
2,891.25 |
| PP |
2,900.00 |
2,882.75 |
| S1 |
2,899.75 |
2,874.50 |
|