| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,885.75 |
2,899.00 |
13.25 |
0.5% |
2,866.50 |
| High |
2,918.25 |
2,922.00 |
3.75 |
0.1% |
2,922.00 |
| Low |
2,882.25 |
2,884.25 |
2.00 |
0.1% |
2,817.75 |
| Close |
2,899.50 |
2,901.25 |
1.75 |
0.1% |
2,901.25 |
| Range |
36.00 |
37.75 |
1.75 |
4.9% |
104.25 |
| ATR |
43.32 |
42.92 |
-0.40 |
-0.9% |
0.00 |
| Volume |
173,476 |
239,222 |
65,746 |
37.9% |
1,225,707 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.75 |
2,996.25 |
2,922.00 |
|
| R3 |
2,978.00 |
2,958.50 |
2,911.75 |
|
| R2 |
2,940.25 |
2,940.25 |
2,908.25 |
|
| R1 |
2,920.75 |
2,920.75 |
2,904.75 |
2,930.50 |
| PP |
2,902.50 |
2,902.50 |
2,902.50 |
2,907.50 |
| S1 |
2,883.00 |
2,883.00 |
2,897.75 |
2,892.75 |
| S2 |
2,864.75 |
2,864.75 |
2,894.25 |
|
| S3 |
2,827.00 |
2,845.25 |
2,890.75 |
|
| S4 |
2,789.25 |
2,807.50 |
2,880.50 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.00 |
3,151.50 |
2,958.50 |
|
| R3 |
3,088.75 |
3,047.25 |
2,930.00 |
|
| R2 |
2,984.50 |
2,984.50 |
2,920.25 |
|
| R1 |
2,943.00 |
2,943.00 |
2,910.75 |
2,963.75 |
| PP |
2,880.25 |
2,880.25 |
2,880.25 |
2,890.75 |
| S1 |
2,838.75 |
2,838.75 |
2,891.75 |
2,859.50 |
| S2 |
2,776.00 |
2,776.00 |
2,882.25 |
|
| S3 |
2,671.75 |
2,734.50 |
2,872.50 |
|
| S4 |
2,567.50 |
2,630.25 |
2,844.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,922.00 |
2,817.75 |
104.25 |
3.6% |
43.25 |
1.5% |
80% |
True |
False |
245,141 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.2% |
47.75 |
1.6% |
46% |
False |
False |
293,685 |
| 20 |
3,000.75 |
2,817.75 |
183.00 |
6.3% |
46.00 |
1.6% |
46% |
False |
False |
165,489 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.8% |
37.00 |
1.3% |
37% |
False |
False |
82,978 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
34.50 |
1.2% |
54% |
False |
False |
55,342 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
30.25 |
1.0% |
54% |
False |
False |
41,509 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.2% |
25.50 |
0.9% |
60% |
False |
False |
33,207 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.2% |
22.25 |
0.8% |
60% |
False |
False |
27,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.50 |
|
2.618 |
3,020.75 |
|
1.618 |
2,983.00 |
|
1.000 |
2,959.75 |
|
0.618 |
2,945.25 |
|
HIGH |
2,922.00 |
|
0.618 |
2,907.50 |
|
0.500 |
2,903.00 |
|
0.382 |
2,898.75 |
|
LOW |
2,884.25 |
|
0.618 |
2,861.00 |
|
1.000 |
2,846.50 |
|
1.618 |
2,823.25 |
|
2.618 |
2,785.50 |
|
4.250 |
2,723.75 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.00 |
2,895.50 |
| PP |
2,902.50 |
2,889.75 |
| S1 |
2,902.00 |
2,884.00 |
|