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 |
15,044.46 |
15,247.81 |
203.35 |
1.4% |
15,123.55 |
High |
15,255.58 |
15,300.64 |
45.06 |
0.3% |
15,304.98 |
Low |
15,044.46 |
15,211.25 |
166.79 |
1.1% |
14,844.22 |
Close |
15,248.12 |
15,238.59 |
-9.53 |
-0.1% |
15,248.12 |
Range |
211.12 |
89.39 |
-121.73 |
-57.7% |
460.76 |
ATR |
160.37 |
155.30 |
-5.07 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,518.33 |
15,467.85 |
15,287.75 |
|
R3 |
15,428.94 |
15,378.46 |
15,263.17 |
|
R2 |
15,339.55 |
15,339.55 |
15,254.98 |
|
R1 |
15,289.07 |
15,289.07 |
15,246.78 |
15,269.62 |
PP |
15,250.16 |
15,250.16 |
15,250.16 |
15,240.43 |
S1 |
15,199.68 |
15,199.68 |
15,230.40 |
15,180.23 |
S2 |
15,160.77 |
15,160.77 |
15,222.20 |
|
S3 |
15,071.38 |
15,110.29 |
15,214.01 |
|
S4 |
14,981.99 |
15,020.90 |
15,189.43 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,514.72 |
16,342.18 |
15,501.54 |
|
R3 |
16,053.96 |
15,881.42 |
15,374.83 |
|
R2 |
15,593.20 |
15,593.20 |
15,332.59 |
|
R1 |
15,420.66 |
15,420.66 |
15,290.36 |
15,506.93 |
PP |
15,132.44 |
15,132.44 |
15,132.44 |
15,175.58 |
S1 |
14,959.90 |
14,959.90 |
15,205.88 |
15,046.17 |
S2 |
14,671.68 |
14,671.68 |
15,163.65 |
|
S3 |
14,210.92 |
14,499.14 |
15,121.41 |
|
S4 |
13,750.16 |
14,038.38 |
14,994.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,304.98 |
14,844.22 |
460.76 |
3.0% |
184.83 |
1.2% |
86% |
False |
False |
|
10 |
15,521.49 |
14,844.22 |
677.27 |
4.4% |
183.41 |
1.2% |
58% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
154.89 |
1.0% |
56% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
140.72 |
0.9% |
72% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.6% |
131.63 |
0.9% |
74% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
126.98 |
0.8% |
83% |
False |
False |
|
100 |
15,542.40 |
13,468.96 |
2,073.44 |
13.6% |
119.98 |
0.8% |
85% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
119.95 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,680.55 |
2.618 |
15,534.66 |
1.618 |
15,445.27 |
1.000 |
15,390.03 |
0.618 |
15,355.88 |
HIGH |
15,300.64 |
0.618 |
15,266.49 |
0.500 |
15,255.95 |
0.382 |
15,245.40 |
LOW |
15,211.25 |
0.618 |
15,156.01 |
1.000 |
15,121.86 |
1.618 |
15,066.62 |
2.618 |
14,977.23 |
4.250 |
14,831.34 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,255.95 |
15,183.20 |
PP |
15,250.16 |
15,127.82 |
S1 |
15,244.38 |
15,072.43 |
|