| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,414.7 |
1,380.7 |
-34.0 |
-2.4% |
1,390.8 |
| High |
1,420.3 |
1,390.0 |
-30.3 |
-2.1% |
1,426.0 |
| Low |
1,379.6 |
1,378.0 |
-1.6 |
-0.1% |
1,379.6 |
| Close |
1,385.4 |
1,388.4 |
3.0 |
0.2% |
1,385.4 |
| Range |
40.7 |
12.0 |
-28.7 |
-70.5% |
46.4 |
| ATR |
31.6 |
30.2 |
-1.4 |
-4.4% |
0.0 |
| Volume |
3,152 |
5,702 |
2,550 |
80.9% |
17,005 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.5 |
1,416.9 |
1,395.0 |
|
| R3 |
1,409.5 |
1,404.9 |
1,391.7 |
|
| R2 |
1,397.5 |
1,397.5 |
1,390.6 |
|
| R1 |
1,392.9 |
1,392.9 |
1,389.5 |
1,395.2 |
| PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,386.6 |
| S1 |
1,380.9 |
1,380.9 |
1,387.3 |
1,383.2 |
| S2 |
1,373.5 |
1,373.5 |
1,386.2 |
|
| S3 |
1,361.5 |
1,368.9 |
1,385.1 |
|
| S4 |
1,349.5 |
1,356.9 |
1,381.8 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.2 |
1,507.2 |
1,410.9 |
|
| R3 |
1,489.8 |
1,460.8 |
1,398.2 |
|
| R2 |
1,443.4 |
1,443.4 |
1,393.9 |
|
| R1 |
1,414.4 |
1,414.4 |
1,389.7 |
1,405.7 |
| PP |
1,397.0 |
1,397.0 |
1,397.0 |
1,392.7 |
| S1 |
1,368.0 |
1,368.0 |
1,381.1 |
1,359.3 |
| S2 |
1,350.6 |
1,350.6 |
1,376.9 |
|
| S3 |
1,304.2 |
1,321.6 |
1,372.6 |
|
| S4 |
1,257.8 |
1,275.2 |
1,359.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.0 |
1,378.0 |
48.0 |
3.5% |
25.1 |
1.8% |
22% |
False |
True |
4,026 |
| 10 |
1,426.0 |
1,375.0 |
51.0 |
3.7% |
26.2 |
1.9% |
26% |
False |
False |
6,218 |
| 20 |
1,447.1 |
1,339.7 |
107.4 |
7.7% |
31.0 |
2.2% |
45% |
False |
False |
6,329 |
| 40 |
1,497.4 |
1,325.0 |
172.4 |
12.4% |
34.6 |
2.5% |
37% |
False |
False |
5,670 |
| 60 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
29.8 |
2.1% |
21% |
False |
False |
4,657 |
| 80 |
1,654.9 |
1,325.0 |
329.9 |
23.8% |
27.3 |
2.0% |
19% |
False |
False |
4,015 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
24.7 |
1.8% |
17% |
False |
False |
3,606 |
| 120 |
1,713.4 |
1,325.0 |
388.4 |
28.0% |
23.6 |
1.7% |
16% |
False |
False |
3,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.0 |
|
2.618 |
1,421.4 |
|
1.618 |
1,409.4 |
|
1.000 |
1,402.0 |
|
0.618 |
1,397.4 |
|
HIGH |
1,390.0 |
|
0.618 |
1,385.4 |
|
0.500 |
1,384.0 |
|
0.382 |
1,382.6 |
|
LOW |
1,378.0 |
|
0.618 |
1,370.6 |
|
1.000 |
1,366.0 |
|
1.618 |
1,358.6 |
|
2.618 |
1,346.6 |
|
4.250 |
1,327.0 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.9 |
1,402.0 |
| PP |
1,385.5 |
1,397.5 |
| S1 |
1,384.0 |
1,392.9 |
|