Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,627.25 |
1,592.25 |
-35.00 |
-2.2% |
1,624.50 |
High |
1,628.75 |
1,604.25 |
-24.50 |
-1.5% |
1,655.00 |
Low |
1,583.75 |
1,589.50 |
5.75 |
0.4% |
1,583.75 |
Close |
1,590.50 |
1,599.93 |
9.43 |
0.6% |
1,599.93 |
Range |
45.00 |
14.75 |
-30.25 |
-67.2% |
71.25 |
ATR |
24.28 |
23.59 |
-0.68 |
-2.8% |
0.00 |
Volume |
639,744 |
100,309 |
-539,435 |
-84.3% |
2,963,188 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.25 |
1,635.75 |
1,608.00 |
|
R3 |
1,627.50 |
1,621.00 |
1,604.00 |
|
R2 |
1,612.75 |
1,612.75 |
1,602.75 |
|
R1 |
1,606.25 |
1,606.25 |
1,601.25 |
1,609.50 |
PP |
1,598.00 |
1,598.00 |
1,598.00 |
1,599.50 |
S1 |
1,591.50 |
1,591.50 |
1,598.50 |
1,594.75 |
S2 |
1,583.25 |
1,583.25 |
1,597.25 |
|
S3 |
1,568.50 |
1,576.75 |
1,595.75 |
|
S4 |
1,553.75 |
1,562.00 |
1,591.75 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.75 |
1,784.50 |
1,639.00 |
|
R3 |
1,755.50 |
1,713.25 |
1,619.50 |
|
R2 |
1,684.25 |
1,684.25 |
1,613.00 |
|
R1 |
1,642.00 |
1,642.00 |
1,606.50 |
1,627.50 |
PP |
1,613.00 |
1,613.00 |
1,613.00 |
1,605.50 |
S1 |
1,570.75 |
1,570.75 |
1,593.50 |
1,556.25 |
S2 |
1,541.75 |
1,541.75 |
1,586.75 |
|
S3 |
1,470.50 |
1,499.50 |
1,580.25 |
|
S4 |
1,399.25 |
1,428.25 |
1,560.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.00 |
1,583.75 |
71.25 |
4.5% |
25.50 |
1.6% |
23% |
False |
False |
592,637 |
10 |
1,655.00 |
1,583.75 |
71.25 |
4.5% |
25.00 |
1.6% |
23% |
False |
False |
1,337,464 |
20 |
1,672.75 |
1,583.75 |
89.00 |
5.6% |
24.75 |
1.5% |
18% |
False |
False |
1,820,601 |
40 |
1,685.75 |
1,572.50 |
113.25 |
7.1% |
20.50 |
1.3% |
24% |
False |
False |
1,788,443 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.7% |
20.25 |
1.3% |
45% |
False |
False |
1,834,837 |
80 |
1,685.75 |
1,494.00 |
191.75 |
12.0% |
19.00 |
1.2% |
55% |
False |
False |
1,724,346 |
100 |
1,685.75 |
1,476.25 |
209.50 |
13.1% |
18.00 |
1.1% |
59% |
False |
False |
1,380,982 |
120 |
1,685.75 |
1,379.50 |
306.25 |
19.1% |
17.25 |
1.1% |
72% |
False |
False |
1,151,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,667.00 |
2.618 |
1,642.75 |
1.618 |
1,628.00 |
1.000 |
1,619.00 |
0.618 |
1,613.25 |
HIGH |
1,604.25 |
0.618 |
1,598.50 |
0.500 |
1,597.00 |
0.382 |
1,595.25 |
LOW |
1,589.50 |
0.618 |
1,580.50 |
1.000 |
1,574.75 |
1.618 |
1,565.75 |
2.618 |
1,551.00 |
4.250 |
1,526.75 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,599.00 |
1,619.50 |
PP |
1,598.00 |
1,613.00 |
S1 |
1,597.00 |
1,606.50 |
|