Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,764.0 |
4,725.0 |
-39.0 |
-0.8% |
4,897.0 |
High |
4,773.0 |
4,738.0 |
-35.0 |
-0.7% |
4,942.0 |
Low |
4,737.0 |
4,710.0 |
-27.0 |
-0.6% |
4,728.0 |
Close |
4,765.0 |
4,730.0 |
-35.0 |
-0.7% |
4,740.0 |
Range |
36.0 |
28.0 |
-8.0 |
-22.2% |
214.0 |
ATR |
59.0 |
58.7 |
-0.3 |
-0.5% |
0.0 |
Volume |
23,828 |
29,476 |
5,648 |
23.7% |
159,997 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,810.0 |
4,798.0 |
4,745.4 |
|
R3 |
4,782.0 |
4,770.0 |
4,737.7 |
|
R2 |
4,754.0 |
4,754.0 |
4,735.1 |
|
R1 |
4,742.0 |
4,742.0 |
4,732.6 |
4,748.0 |
PP |
4,726.0 |
4,726.0 |
4,726.0 |
4,729.0 |
S1 |
4,714.0 |
4,714.0 |
4,727.4 |
4,720.0 |
S2 |
4,698.0 |
4,698.0 |
4,724.9 |
|
S3 |
4,670.0 |
4,686.0 |
4,722.3 |
|
S4 |
4,642.0 |
4,658.0 |
4,714.6 |
|
|
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 |
4,884.0 |
4,710.0 |
174.0 |
3.7% |
43.4 |
0.9% |
11% |
False |
True |
31,163 |
10 |
4,996.0 |
4,710.0 |
286.0 |
6.0% |
49.4 |
1.0% |
7% |
False |
True |
30,003 |
20 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
59.7 |
1.3% |
4% |
False |
True |
29,319 |
40 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
52.8 |
1.1% |
4% |
False |
True |
25,360 |
60 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
52.3 |
1.1% |
4% |
False |
True |
28,877 |
80 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
48.1 |
1.0% |
4% |
False |
True |
22,136 |
100 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
40.2 |
0.8% |
4% |
False |
True |
17,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,857.0 |
2.618 |
4,811.3 |
1.618 |
4,783.3 |
1.000 |
4,766.0 |
0.618 |
4,755.3 |
HIGH |
4,738.0 |
0.618 |
4,727.3 |
0.500 |
4,724.0 |
0.382 |
4,720.7 |
LOW |
4,710.0 |
0.618 |
4,692.7 |
1.000 |
4,682.0 |
1.618 |
4,664.7 |
2.618 |
4,636.7 |
4.250 |
4,591.0 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,728.0 |
4,746.5 |
PP |
4,726.0 |
4,741.0 |
S1 |
4,724.0 |
4,735.5 |
|