Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,779.0 |
4,764.0 |
-15.0 |
-0.3% |
4,897.0 |
High |
4,783.0 |
4,773.0 |
-10.0 |
-0.2% |
4,942.0 |
Low |
4,728.0 |
4,737.0 |
9.0 |
0.2% |
4,728.0 |
Close |
4,740.0 |
4,765.0 |
25.0 |
0.5% |
4,740.0 |
Range |
55.0 |
36.0 |
-19.0 |
-34.5% |
214.0 |
ATR |
60.7 |
59.0 |
-1.8 |
-2.9% |
0.0 |
Volume |
39,337 |
23,828 |
-15,509 |
-39.4% |
159,997 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.3 |
4,851.7 |
4,784.8 |
|
R3 |
4,830.3 |
4,815.7 |
4,774.9 |
|
R2 |
4,794.3 |
4,794.3 |
4,771.6 |
|
R1 |
4,779.7 |
4,779.7 |
4,768.3 |
4,787.0 |
PP |
4,758.3 |
4,758.3 |
4,758.3 |
4,762.0 |
S1 |
4,743.7 |
4,743.7 |
4,761.7 |
4,751.0 |
S2 |
4,722.3 |
4,722.3 |
4,758.4 |
|
S3 |
4,686.3 |
4,707.7 |
4,755.1 |
|
S4 |
4,650.3 |
4,671.7 |
4,745.2 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,445.3 |
5,306.7 |
4,857.7 |
|
R3 |
5,231.3 |
5,092.7 |
4,798.9 |
|
R2 |
5,017.3 |
5,017.3 |
4,779.2 |
|
R1 |
4,878.7 |
4,878.7 |
4,759.6 |
4,841.0 |
PP |
4,803.3 |
4,803.3 |
4,803.3 |
4,784.5 |
S1 |
4,664.7 |
4,664.7 |
4,720.4 |
4,627.0 |
S2 |
4,589.3 |
4,589.3 |
4,700.8 |
|
S3 |
4,375.3 |
4,450.7 |
4,681.2 |
|
S4 |
4,161.3 |
4,236.7 |
4,622.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,914.0 |
4,728.0 |
186.0 |
3.9% |
47.2 |
1.0% |
20% |
False |
False |
30,146 |
10 |
4,996.0 |
4,728.0 |
268.0 |
5.6% |
50.4 |
1.1% |
14% |
False |
False |
29,643 |
20 |
5,258.0 |
4,728.0 |
530.0 |
11.1% |
59.3 |
1.2% |
7% |
False |
False |
28,592 |
40 |
5,258.0 |
4,728.0 |
530.0 |
11.1% |
53.7 |
1.1% |
7% |
False |
False |
25,330 |
60 |
5,258.0 |
4,728.0 |
530.0 |
11.1% |
53.1 |
1.1% |
7% |
False |
False |
28,640 |
80 |
5,258.0 |
4,728.0 |
530.0 |
11.1% |
48.0 |
1.0% |
7% |
False |
False |
21,768 |
100 |
5,258.0 |
4,726.0 |
532.0 |
11.2% |
40.0 |
0.8% |
7% |
False |
False |
17,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,926.0 |
2.618 |
4,867.2 |
1.618 |
4,831.2 |
1.000 |
4,809.0 |
0.618 |
4,795.2 |
HIGH |
4,773.0 |
0.618 |
4,759.2 |
0.500 |
4,755.0 |
0.382 |
4,750.8 |
LOW |
4,737.0 |
0.618 |
4,714.8 |
1.000 |
4,701.0 |
1.618 |
4,678.8 |
2.618 |
4,642.8 |
4.250 |
4,584.0 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,761.7 |
4,774.5 |
PP |
4,758.3 |
4,771.3 |
S1 |
4,755.0 |
4,768.2 |
|