Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,725.0 |
4,694.0 |
-31.0 |
-0.7% |
4,897.0 |
High |
4,738.0 |
4,711.0 |
-27.0 |
-0.6% |
4,942.0 |
Low |
4,710.0 |
4,658.0 |
-52.0 |
-1.1% |
4,728.0 |
Close |
4,730.0 |
4,684.0 |
-46.0 |
-1.0% |
4,740.0 |
Range |
28.0 |
53.0 |
25.0 |
89.3% |
214.0 |
ATR |
58.7 |
59.6 |
1.0 |
1.6% |
0.0 |
Volume |
29,476 |
33,520 |
4,044 |
13.7% |
159,997 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,843.3 |
4,816.7 |
4,713.2 |
|
R3 |
4,790.3 |
4,763.7 |
4,698.6 |
|
R2 |
4,737.3 |
4,737.3 |
4,693.7 |
|
R1 |
4,710.7 |
4,710.7 |
4,688.9 |
4,697.5 |
PP |
4,684.3 |
4,684.3 |
4,684.3 |
4,677.8 |
S1 |
4,657.7 |
4,657.7 |
4,679.1 |
4,644.5 |
S2 |
4,631.3 |
4,631.3 |
4,674.3 |
|
S3 |
4,578.3 |
4,604.7 |
4,669.4 |
|
S4 |
4,525.3 |
4,551.7 |
4,654.9 |
|
|
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 |
4,821.0 |
4,658.0 |
163.0 |
3.5% |
43.2 |
0.9% |
16% |
False |
True |
31,296 |
10 |
4,975.0 |
4,658.0 |
317.0 |
6.8% |
50.9 |
1.1% |
8% |
False |
True |
30,418 |
20 |
5,254.0 |
4,658.0 |
596.0 |
12.7% |
57.9 |
1.2% |
4% |
False |
True |
29,354 |
40 |
5,258.0 |
4,658.0 |
600.0 |
12.8% |
53.1 |
1.1% |
4% |
False |
True |
25,574 |
60 |
5,258.0 |
4,658.0 |
600.0 |
12.8% |
51.7 |
1.1% |
4% |
False |
True |
29,100 |
80 |
5,258.0 |
4,658.0 |
600.0 |
12.8% |
48.6 |
1.0% |
4% |
False |
True |
22,549 |
100 |
5,258.0 |
4,658.0 |
600.0 |
12.8% |
40.7 |
0.9% |
4% |
False |
True |
18,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.3 |
2.618 |
4,849.8 |
1.618 |
4,796.8 |
1.000 |
4,764.0 |
0.618 |
4,743.8 |
HIGH |
4,711.0 |
0.618 |
4,690.8 |
0.500 |
4,684.5 |
0.382 |
4,678.2 |
LOW |
4,658.0 |
0.618 |
4,625.2 |
1.000 |
4,605.0 |
1.618 |
4,572.2 |
2.618 |
4,519.2 |
4.250 |
4,432.8 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,684.5 |
4,715.5 |
PP |
4,684.3 |
4,705.0 |
S1 |
4,684.2 |
4,694.5 |
|