| 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 |
1,573.50 |
1,589.00 |
15.50 |
1.0% |
1,612.50 |
| High |
1,594.75 |
1,608.00 |
13.25 |
0.8% |
1,642.25 |
| Low |
1,567.25 |
1,589.00 |
21.75 |
1.4% |
1,565.00 |
| Close |
1,589.25 |
1,600.25 |
11.00 |
0.7% |
1,577.50 |
| Range |
27.50 |
19.00 |
-8.50 |
-30.9% |
77.25 |
| ATR |
24.47 |
24.08 |
-0.39 |
-1.6% |
0.00 |
| Volume |
7,482 |
3,239 |
-4,243 |
-56.7% |
13,269 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,656.00 |
1,647.25 |
1,610.75 |
|
| R3 |
1,637.00 |
1,628.25 |
1,605.50 |
|
| R2 |
1,618.00 |
1,618.00 |
1,603.75 |
|
| R1 |
1,609.25 |
1,609.25 |
1,602.00 |
1,613.50 |
| PP |
1,599.00 |
1,599.00 |
1,599.00 |
1,601.25 |
| S1 |
1,590.25 |
1,590.25 |
1,598.50 |
1,594.50 |
| S2 |
1,580.00 |
1,580.00 |
1,596.75 |
|
| S3 |
1,561.00 |
1,571.25 |
1,595.00 |
|
| S4 |
1,542.00 |
1,552.25 |
1,589.75 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,826.75 |
1,779.25 |
1,620.00 |
|
| R3 |
1,749.50 |
1,702.00 |
1,598.75 |
|
| R2 |
1,672.25 |
1,672.25 |
1,591.75 |
|
| R1 |
1,624.75 |
1,624.75 |
1,584.50 |
1,610.00 |
| PP |
1,595.00 |
1,595.00 |
1,595.00 |
1,587.50 |
| S1 |
1,547.50 |
1,547.50 |
1,570.50 |
1,532.50 |
| S2 |
1,517.75 |
1,517.75 |
1,563.25 |
|
| S3 |
1,440.50 |
1,470.25 |
1,556.25 |
|
| S4 |
1,363.25 |
1,393.00 |
1,535.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,608.00 |
1,547.25 |
60.75 |
3.8% |
27.00 |
1.7% |
87% |
True |
False |
5,923 |
| 10 |
1,642.25 |
1,547.25 |
95.00 |
5.9% |
26.50 |
1.6% |
56% |
False |
False |
3,719 |
| 20 |
1,644.25 |
1,547.25 |
97.00 |
6.1% |
25.00 |
1.6% |
55% |
False |
False |
2,026 |
| 40 |
1,670.75 |
1,547.25 |
123.50 |
7.7% |
20.00 |
1.3% |
43% |
False |
False |
1,174 |
| 60 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
18.25 |
1.1% |
53% |
False |
False |
828 |
| 80 |
1,670.75 |
1,519.00 |
151.75 |
9.5% |
16.00 |
1.0% |
54% |
False |
False |
675 |
| 100 |
1,670.75 |
1,466.00 |
204.75 |
12.8% |
15.00 |
0.9% |
66% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,688.75 |
|
2.618 |
1,657.75 |
|
1.618 |
1,638.75 |
|
1.000 |
1,627.00 |
|
0.618 |
1,619.75 |
|
HIGH |
1,608.00 |
|
0.618 |
1,600.75 |
|
0.500 |
1,598.50 |
|
0.382 |
1,596.25 |
|
LOW |
1,589.00 |
|
0.618 |
1,577.25 |
|
1.000 |
1,570.00 |
|
1.618 |
1,558.25 |
|
2.618 |
1,539.25 |
|
4.250 |
1,508.25 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,599.75 |
1,593.00 |
| PP |
1,599.00 |
1,586.00 |
| S1 |
1,598.50 |
1,579.00 |
|