Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,836.0 |
4,846.0 |
10.0 |
0.2% |
4,764.0 |
High |
4,841.0 |
4,880.0 |
39.0 |
0.8% |
4,804.0 |
Low |
4,765.0 |
4,825.0 |
60.0 |
1.3% |
4,658.0 |
Close |
4,820.0 |
4,875.0 |
55.0 |
1.1% |
4,785.0 |
Range |
76.0 |
55.0 |
-21.0 |
-27.6% |
146.0 |
ATR |
66.7 |
66.2 |
-0.5 |
-0.7% |
0.0 |
Volume |
186,747 |
69,746 |
-117,001 |
-62.7% |
121,341 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.0 |
5,005.0 |
4,905.3 |
|
R3 |
4,970.0 |
4,950.0 |
4,890.1 |
|
R2 |
4,915.0 |
4,915.0 |
4,885.1 |
|
R1 |
4,895.0 |
4,895.0 |
4,880.0 |
4,905.0 |
PP |
4,860.0 |
4,860.0 |
4,860.0 |
4,865.0 |
S1 |
4,840.0 |
4,840.0 |
4,870.0 |
4,850.0 |
S2 |
4,805.0 |
4,805.0 |
4,864.9 |
|
S3 |
4,750.0 |
4,785.0 |
4,859.9 |
|
S4 |
4,695.0 |
4,730.0 |
4,844.8 |
|
|
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 |
4,880.0 |
4,658.0 |
222.0 |
4.6% |
70.2 |
1.4% |
98% |
True |
False |
87,100 |
10 |
4,884.0 |
4,658.0 |
226.0 |
4.6% |
56.8 |
1.2% |
96% |
False |
False |
59,132 |
20 |
5,224.0 |
4,658.0 |
566.0 |
11.6% |
62.4 |
1.3% |
38% |
False |
False |
44,937 |
40 |
5,258.0 |
4,658.0 |
600.0 |
12.3% |
55.8 |
1.1% |
36% |
False |
False |
33,273 |
60 |
5,258.0 |
4,658.0 |
600.0 |
12.3% |
52.6 |
1.1% |
36% |
False |
False |
30,417 |
80 |
5,258.0 |
4,658.0 |
600.0 |
12.3% |
50.8 |
1.0% |
36% |
False |
False |
27,568 |
100 |
5,258.0 |
4,658.0 |
600.0 |
12.3% |
43.0 |
0.9% |
36% |
False |
False |
22,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,113.8 |
2.618 |
5,024.0 |
1.618 |
4,969.0 |
1.000 |
4,935.0 |
0.618 |
4,914.0 |
HIGH |
4,880.0 |
0.618 |
4,859.0 |
0.500 |
4,852.5 |
0.382 |
4,846.0 |
LOW |
4,825.0 |
0.618 |
4,791.0 |
1.000 |
4,770.0 |
1.618 |
4,736.0 |
2.618 |
4,681.0 |
4.250 |
4,591.3 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,867.5 |
4,853.7 |
PP |
4,860.0 |
4,832.3 |
S1 |
4,852.5 |
4,811.0 |
|