Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,231.38 |
15,130.39 |
-100.99 |
-0.7% |
15,123.55 |
High |
15,251.07 |
15,241.28 |
-9.79 |
-0.1% |
15,304.98 |
Low |
15,086.09 |
14,981.21 |
-104.88 |
-0.7% |
14,844.22 |
Close |
15,122.02 |
14,995.23 |
-126.79 |
-0.8% |
15,248.12 |
Range |
164.98 |
260.07 |
95.09 |
57.6% |
460.76 |
ATR |
155.99 |
163.43 |
7.43 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,852.78 |
15,684.08 |
15,138.27 |
|
R3 |
15,592.71 |
15,424.01 |
15,066.75 |
|
R2 |
15,332.64 |
15,332.64 |
15,042.91 |
|
R1 |
15,163.94 |
15,163.94 |
15,019.07 |
15,118.26 |
PP |
15,072.57 |
15,072.57 |
15,072.57 |
15,049.73 |
S1 |
14,903.87 |
14,903.87 |
14,971.39 |
14,858.19 |
S2 |
14,812.50 |
14,812.50 |
14,947.55 |
|
S3 |
14,552.43 |
14,643.80 |
14,923.71 |
|
S4 |
14,292.36 |
14,383.73 |
14,852.19 |
|
|
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% |
184.39 |
1.2% |
33% |
False |
False |
|
10 |
15,398.70 |
14,844.22 |
554.48 |
3.7% |
187.43 |
1.2% |
27% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.7% |
166.63 |
1.1% |
22% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
140.62 |
0.9% |
50% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.7% |
135.61 |
0.9% |
53% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
130.25 |
0.9% |
69% |
False |
False |
|
100 |
15,542.40 |
13,571.86 |
1,970.54 |
13.1% |
122.34 |
0.8% |
72% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.7% |
121.47 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,346.58 |
2.618 |
15,922.14 |
1.618 |
15,662.07 |
1.000 |
15,501.35 |
0.618 |
15,402.00 |
HIGH |
15,241.28 |
0.618 |
15,141.93 |
0.500 |
15,111.25 |
0.382 |
15,080.56 |
LOW |
14,981.21 |
0.618 |
14,820.49 |
1.000 |
14,721.14 |
1.618 |
14,560.42 |
2.618 |
14,300.35 |
4.250 |
13,875.91 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,111.25 |
15,140.93 |
PP |
15,072.57 |
15,092.36 |
S1 |
15,033.90 |
15,043.80 |
|