Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,992.54 |
15,178.08 |
185.54 |
1.2% |
15,247.81 |
High |
15,202.27 |
15,205.92 |
3.65 |
0.0% |
15,300.64 |
Low |
14,953.45 |
15,044.80 |
91.35 |
0.6% |
14,953.45 |
Close |
15,176.08 |
15,070.18 |
-105.90 |
-0.7% |
15,070.18 |
Range |
248.82 |
161.12 |
-87.70 |
-35.2% |
347.19 |
ATR |
169.52 |
168.92 |
-0.60 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,590.33 |
15,491.37 |
15,158.80 |
|
R3 |
15,429.21 |
15,330.25 |
15,114.49 |
|
R2 |
15,268.09 |
15,268.09 |
15,099.72 |
|
R1 |
15,169.13 |
15,169.13 |
15,084.95 |
15,138.05 |
PP |
15,106.97 |
15,106.97 |
15,106.97 |
15,091.43 |
S1 |
15,008.01 |
15,008.01 |
15,055.41 |
14,976.93 |
S2 |
14,945.85 |
14,945.85 |
15,040.64 |
|
S3 |
14,784.73 |
14,846.89 |
15,025.87 |
|
S4 |
14,623.61 |
14,685.77 |
14,981.56 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,149.66 |
15,957.11 |
15,261.13 |
|
R3 |
15,802.47 |
15,609.92 |
15,165.66 |
|
R2 |
15,455.28 |
15,455.28 |
15,133.83 |
|
R1 |
15,262.73 |
15,262.73 |
15,102.01 |
15,185.41 |
PP |
15,108.09 |
15,108.09 |
15,108.09 |
15,069.43 |
S1 |
14,915.54 |
14,915.54 |
15,038.35 |
14,838.22 |
S2 |
14,760.90 |
14,760.90 |
15,006.53 |
|
S3 |
14,413.71 |
14,568.35 |
14,974.70 |
|
S4 |
14,066.52 |
14,221.16 |
14,879.23 |
|
|
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 |
14,953.45 |
347.19 |
2.3% |
184.88 |
1.2% |
34% |
False |
False |
|
10 |
15,304.98 |
14,844.22 |
460.76 |
3.1% |
188.97 |
1.3% |
49% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
176.50 |
1.2% |
32% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
142.10 |
0.9% |
57% |
False |
False |
|
60 |
15,542.40 |
14,383.02 |
1,159.38 |
7.7% |
138.72 |
0.9% |
59% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
132.80 |
0.9% |
73% |
False |
False |
|
100 |
15,542.40 |
13,710.13 |
1,832.27 |
12.2% |
124.76 |
0.8% |
74% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.6% |
123.18 |
0.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,890.68 |
2.618 |
15,627.73 |
1.618 |
15,466.61 |
1.000 |
15,367.04 |
0.618 |
15,305.49 |
HIGH |
15,205.92 |
0.618 |
15,144.37 |
0.500 |
15,125.36 |
0.382 |
15,106.35 |
LOW |
15,044.80 |
0.618 |
14,945.23 |
1.000 |
14,883.68 |
1.618 |
14,784.11 |
2.618 |
14,622.99 |
4.250 |
14,360.04 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,125.36 |
15,097.37 |
PP |
15,106.97 |
15,088.30 |
S1 |
15,088.57 |
15,079.24 |
|