Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,105.51 |
14,760.62 |
-344.89 |
-2.3% |
15,078.71 |
High |
15,105.51 |
14,858.56 |
-246.95 |
-1.6% |
15,340.09 |
Low |
14,732.03 |
14,688.43 |
-43.60 |
-0.3% |
14,688.43 |
Close |
14,758.32 |
14,799.40 |
41.08 |
0.3% |
14,799.40 |
Range |
373.48 |
170.13 |
-203.35 |
-54.4% |
651.66 |
ATR |
187.49 |
186.25 |
-1.24 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,292.52 |
15,216.09 |
14,892.97 |
|
R3 |
15,122.39 |
15,045.96 |
14,846.19 |
|
R2 |
14,952.26 |
14,952.26 |
14,830.59 |
|
R1 |
14,875.83 |
14,875.83 |
14,815.00 |
14,914.05 |
PP |
14,782.13 |
14,782.13 |
14,782.13 |
14,801.24 |
S1 |
14,705.70 |
14,705.70 |
14,783.80 |
14,743.92 |
S2 |
14,612.00 |
14,612.00 |
14,768.21 |
|
S3 |
14,441.87 |
14,535.57 |
14,752.61 |
|
S4 |
14,271.74 |
14,365.44 |
14,705.83 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,897.62 |
16,500.17 |
15,157.81 |
|
R3 |
16,245.96 |
15,848.51 |
14,978.61 |
|
R2 |
15,594.30 |
15,594.30 |
14,918.87 |
|
R1 |
15,196.85 |
15,196.85 |
14,859.14 |
15,069.75 |
PP |
14,942.64 |
14,942.64 |
14,942.64 |
14,879.09 |
S1 |
14,545.19 |
14,545.19 |
14,739.66 |
14,418.09 |
S2 |
14,290.98 |
14,290.98 |
14,679.93 |
|
S3 |
13,639.32 |
13,893.53 |
14,620.19 |
|
S4 |
12,987.66 |
13,241.87 |
14,440.99 |
|
|
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 |
14,688.43 |
651.66 |
4.4% |
218.07 |
1.5% |
17% |
False |
True |
|
10 |
15,340.09 |
14,688.43 |
651.66 |
4.4% |
201.47 |
1.4% |
17% |
False |
True |
|
20 |
15,521.49 |
14,688.43 |
833.06 |
5.6% |
193.33 |
1.3% |
13% |
False |
True |
|
40 |
15,542.40 |
14,684.82 |
857.58 |
5.8% |
154.57 |
1.0% |
13% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.5% |
146.40 |
1.0% |
33% |
False |
False |
|
80 |
15,542.40 |
13,937.60 |
1,604.80 |
10.8% |
135.55 |
0.9% |
54% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.9% |
131.68 |
0.9% |
58% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
18.0% |
126.49 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,581.61 |
2.618 |
15,303.96 |
1.618 |
15,133.83 |
1.000 |
15,028.69 |
0.618 |
14,963.70 |
HIGH |
14,858.56 |
0.618 |
14,793.57 |
0.500 |
14,773.50 |
0.382 |
14,753.42 |
LOW |
14,688.43 |
0.618 |
14,583.29 |
1.000 |
14,518.30 |
1.618 |
14,413.16 |
2.618 |
14,243.03 |
4.250 |
13,965.38 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,790.77 |
15,005.25 |
PP |
14,782.13 |
14,936.63 |
S1 |
14,773.50 |
14,868.02 |
|