Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,078.71 |
15,186.30 |
107.59 |
0.7% |
15,247.81 |
High |
15,261.71 |
15,340.09 |
78.38 |
0.5% |
15,300.64 |
Low |
15,078.71 |
15,186.30 |
107.59 |
0.7% |
14,953.45 |
Close |
15,179.85 |
15,318.23 |
138.38 |
0.9% |
15,070.18 |
Range |
183.00 |
153.79 |
-29.21 |
-16.0% |
347.19 |
ATR |
170.54 |
169.80 |
-0.74 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,742.91 |
15,684.36 |
15,402.81 |
|
R3 |
15,589.12 |
15,530.57 |
15,360.52 |
|
R2 |
15,435.33 |
15,435.33 |
15,346.42 |
|
R1 |
15,376.78 |
15,376.78 |
15,332.33 |
15,406.06 |
PP |
15,281.54 |
15,281.54 |
15,281.54 |
15,296.18 |
S1 |
15,222.99 |
15,222.99 |
15,304.13 |
15,252.27 |
S2 |
15,127.75 |
15,127.75 |
15,290.04 |
|
S3 |
14,973.96 |
15,069.20 |
15,275.94 |
|
S4 |
14,820.17 |
14,915.41 |
15,233.65 |
|
|
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 |
15,340.09 |
14,953.45 |
386.64 |
2.5% |
201.36 |
1.3% |
94% |
True |
False |
|
10 |
15,340.09 |
14,844.22 |
495.87 |
3.2% |
189.18 |
1.2% |
96% |
True |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
183.32 |
1.2% |
68% |
False |
False |
|
40 |
15,542.40 |
14,554.29 |
988.11 |
6.5% |
144.50 |
0.9% |
77% |
False |
False |
|
60 |
15,542.40 |
14,395.00 |
1,147.40 |
7.5% |
140.55 |
0.9% |
80% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
134.34 |
0.9% |
87% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
126.29 |
0.8% |
87% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
123.91 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,993.70 |
2.618 |
15,742.71 |
1.618 |
15,588.92 |
1.000 |
15,493.88 |
0.618 |
15,435.13 |
HIGH |
15,340.09 |
0.618 |
15,281.34 |
0.500 |
15,263.20 |
0.382 |
15,245.05 |
LOW |
15,186.30 |
0.618 |
15,091.26 |
1.000 |
15,032.51 |
1.618 |
14,937.47 |
2.618 |
14,783.68 |
4.250 |
14,532.69 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,299.89 |
15,276.30 |
PP |
15,281.54 |
15,234.37 |
S1 |
15,263.20 |
15,192.45 |
|