Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,186.30 |
15,315.47 |
129.17 |
0.9% |
15,247.81 |
High |
15,340.09 |
15,322.07 |
-18.02 |
-0.1% |
15,300.64 |
Low |
15,186.30 |
15,112.11 |
-74.19 |
-0.5% |
14,953.45 |
Close |
15,318.23 |
15,112.19 |
-206.04 |
-1.3% |
15,070.18 |
Range |
153.79 |
209.96 |
56.17 |
36.5% |
347.19 |
ATR |
169.80 |
172.67 |
2.87 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,812.00 |
15,672.06 |
15,227.67 |
|
R3 |
15,602.04 |
15,462.10 |
15,169.93 |
|
R2 |
15,392.08 |
15,392.08 |
15,150.68 |
|
R1 |
15,252.14 |
15,252.14 |
15,131.44 |
15,217.13 |
PP |
15,182.12 |
15,182.12 |
15,182.12 |
15,164.62 |
S1 |
15,042.18 |
15,042.18 |
15,092.94 |
15,007.17 |
S2 |
14,972.16 |
14,972.16 |
15,073.70 |
|
S3 |
14,762.20 |
14,832.22 |
15,054.45 |
|
S4 |
14,552.24 |
14,622.26 |
14,996.71 |
|
|
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 |
2.6% |
191.34 |
1.3% |
41% |
False |
False |
|
10 |
15,340.09 |
14,844.22 |
495.87 |
3.3% |
187.87 |
1.2% |
54% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
188.38 |
1.2% |
38% |
False |
False |
|
40 |
15,542.40 |
14,665.45 |
876.95 |
5.8% |
145.57 |
1.0% |
51% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.3% |
141.24 |
0.9% |
61% |
False |
False |
|
80 |
15,542.40 |
13,784.17 |
1,758.23 |
11.6% |
133.25 |
0.9% |
76% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
127.68 |
0.8% |
76% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.6% |
124.84 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,214.40 |
2.618 |
15,871.75 |
1.618 |
15,661.79 |
1.000 |
15,532.03 |
0.618 |
15,451.83 |
HIGH |
15,322.07 |
0.618 |
15,241.87 |
0.500 |
15,217.09 |
0.382 |
15,192.31 |
LOW |
15,112.11 |
0.618 |
14,982.35 |
1.000 |
14,902.15 |
1.618 |
14,772.39 |
2.618 |
14,562.43 |
4.250 |
14,219.78 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,217.09 |
15,209.40 |
PP |
15,182.12 |
15,177.00 |
S1 |
15,147.16 |
15,144.59 |
|