Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,732.0 |
4,762.0 |
30.0 |
0.6% |
4,764.0 |
High |
4,804.0 |
4,835.0 |
31.0 |
0.6% |
4,804.0 |
Low |
4,730.0 |
4,742.0 |
12.0 |
0.3% |
4,658.0 |
Close |
4,785.0 |
4,829.0 |
44.0 |
0.9% |
4,785.0 |
Range |
74.0 |
93.0 |
19.0 |
25.7% |
146.0 |
ATR |
63.9 |
66.0 |
2.1 |
3.2% |
0.0 |
Volume |
34,517 |
110,973 |
76,456 |
221.5% |
121,341 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,081.0 |
5,048.0 |
4,880.2 |
|
R3 |
4,988.0 |
4,955.0 |
4,854.6 |
|
R2 |
4,895.0 |
4,895.0 |
4,846.1 |
|
R1 |
4,862.0 |
4,862.0 |
4,837.5 |
4,878.5 |
PP |
4,802.0 |
4,802.0 |
4,802.0 |
4,810.3 |
S1 |
4,769.0 |
4,769.0 |
4,820.5 |
4,785.5 |
S2 |
4,709.0 |
4,709.0 |
4,812.0 |
|
S3 |
4,616.0 |
4,676.0 |
4,803.4 |
|
S4 |
4,523.0 |
4,583.0 |
4,777.9 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,187.0 |
5,132.0 |
4,865.3 |
|
R3 |
5,041.0 |
4,986.0 |
4,825.2 |
|
R2 |
4,895.0 |
4,895.0 |
4,811.8 |
|
R1 |
4,840.0 |
4,840.0 |
4,798.4 |
4,867.5 |
PP |
4,749.0 |
4,749.0 |
4,749.0 |
4,762.8 |
S1 |
4,694.0 |
4,694.0 |
4,771.6 |
4,721.5 |
S2 |
4,603.0 |
4,603.0 |
4,758.2 |
|
S3 |
4,457.0 |
4,548.0 |
4,744.9 |
|
S4 |
4,311.0 |
4,402.0 |
4,704.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,835.0 |
4,658.0 |
177.0 |
3.7% |
56.8 |
1.2% |
97% |
True |
False |
46,462 |
10 |
4,942.0 |
4,658.0 |
284.0 |
5.9% |
54.2 |
1.1% |
60% |
False |
False |
39,231 |
20 |
5,254.0 |
4,658.0 |
596.0 |
12.3% |
61.5 |
1.3% |
29% |
False |
False |
34,353 |
40 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
54.6 |
1.1% |
29% |
False |
False |
27,842 |
60 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
52.2 |
1.1% |
29% |
False |
False |
27,999 |
80 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
50.3 |
1.0% |
29% |
False |
False |
24,364 |
100 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
42.0 |
0.9% |
29% |
False |
False |
19,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,230.3 |
2.618 |
5,078.5 |
1.618 |
4,985.5 |
1.000 |
4,928.0 |
0.618 |
4,892.5 |
HIGH |
4,835.0 |
0.618 |
4,799.5 |
0.500 |
4,788.5 |
0.382 |
4,777.5 |
LOW |
4,742.0 |
0.618 |
4,684.5 |
1.000 |
4,649.0 |
1.618 |
4,591.5 |
2.618 |
4,498.5 |
4.250 |
4,346.8 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,815.5 |
4,801.5 |
PP |
4,802.0 |
4,774.0 |
S1 |
4,788.5 |
4,746.5 |
|