Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,247.81 |
15,231.38 |
-16.43 |
-0.1% |
15,123.55 |
High |
15,300.64 |
15,251.07 |
-49.57 |
-0.3% |
15,304.98 |
Low |
15,211.25 |
15,086.09 |
-125.16 |
-0.8% |
14,844.22 |
Close |
15,238.59 |
15,122.02 |
-116.57 |
-0.8% |
15,248.12 |
Range |
89.39 |
164.98 |
75.59 |
84.6% |
460.76 |
ATR |
155.30 |
155.99 |
0.69 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,648.00 |
15,549.99 |
15,212.76 |
|
R3 |
15,483.02 |
15,385.01 |
15,167.39 |
|
R2 |
15,318.04 |
15,318.04 |
15,152.27 |
|
R1 |
15,220.03 |
15,220.03 |
15,137.14 |
15,186.55 |
PP |
15,153.06 |
15,153.06 |
15,153.06 |
15,136.32 |
S1 |
15,055.05 |
15,055.05 |
15,106.90 |
15,021.57 |
S2 |
14,988.08 |
14,988.08 |
15,091.77 |
|
S3 |
14,823.10 |
14,890.07 |
15,076.65 |
|
S4 |
14,658.12 |
14,725.09 |
15,031.28 |
|
|
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 |
15,300.64 |
14,844.22 |
456.42 |
3.0% |
176.99 |
1.2% |
61% |
False |
False |
|
10 |
15,400.25 |
14,844.22 |
556.03 |
3.7% |
178.50 |
1.2% |
50% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
160.14 |
1.1% |
40% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
138.19 |
0.9% |
62% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.7% |
133.23 |
0.9% |
64% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
128.19 |
0.8% |
76% |
False |
False |
|
100 |
15,542.40 |
13,510.24 |
2,032.16 |
13.4% |
120.97 |
0.8% |
79% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.6% |
120.41 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,952.24 |
2.618 |
15,682.99 |
1.618 |
15,518.01 |
1.000 |
15,416.05 |
0.618 |
15,353.03 |
HIGH |
15,251.07 |
0.618 |
15,188.05 |
0.500 |
15,168.58 |
0.382 |
15,149.11 |
LOW |
15,086.09 |
0.618 |
14,984.13 |
1.000 |
14,921.11 |
1.618 |
14,819.15 |
2.618 |
14,654.17 |
4.250 |
14,384.93 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,168.58 |
15,172.55 |
PP |
15,153.06 |
15,155.71 |
S1 |
15,137.54 |
15,138.86 |
|