Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,846.0 |
4,828.0 |
-18.0 |
-0.4% |
4,764.0 |
High |
4,880.0 |
4,828.0 |
-52.0 |
-1.1% |
4,804.0 |
Low |
4,825.0 |
4,793.0 |
-32.0 |
-0.7% |
4,658.0 |
Close |
4,875.0 |
4,797.0 |
-78.0 |
-1.6% |
4,785.0 |
Range |
55.0 |
35.0 |
-20.0 |
-36.4% |
146.0 |
ATR |
66.2 |
67.4 |
1.1 |
1.7% |
0.0 |
Volume |
69,746 |
2,763 |
-66,983 |
-96.0% |
121,341 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.0 |
4,889.0 |
4,816.3 |
|
R3 |
4,876.0 |
4,854.0 |
4,806.6 |
|
R2 |
4,841.0 |
4,841.0 |
4,803.4 |
|
R1 |
4,819.0 |
4,819.0 |
4,800.2 |
4,812.5 |
PP |
4,806.0 |
4,806.0 |
4,806.0 |
4,802.8 |
S1 |
4,784.0 |
4,784.0 |
4,793.8 |
4,777.5 |
S2 |
4,771.0 |
4,771.0 |
4,790.6 |
|
S3 |
4,736.0 |
4,749.0 |
4,787.4 |
|
S4 |
4,701.0 |
4,714.0 |
4,777.8 |
|
|
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 |
4,730.0 |
150.0 |
3.1% |
66.6 |
1.4% |
45% |
False |
False |
80,949 |
10 |
4,880.0 |
4,658.0 |
222.0 |
4.6% |
54.9 |
1.1% |
63% |
False |
False |
56,122 |
20 |
5,160.0 |
4,658.0 |
502.0 |
10.5% |
60.7 |
1.3% |
28% |
False |
False |
43,939 |
40 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
55.2 |
1.2% |
23% |
False |
False |
32,717 |
60 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
52.2 |
1.1% |
23% |
False |
False |
30,077 |
80 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
50.8 |
1.1% |
23% |
False |
False |
27,601 |
100 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
43.2 |
0.9% |
23% |
False |
False |
22,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,976.8 |
2.618 |
4,919.6 |
1.618 |
4,884.6 |
1.000 |
4,863.0 |
0.618 |
4,849.6 |
HIGH |
4,828.0 |
0.618 |
4,814.6 |
0.500 |
4,810.5 |
0.382 |
4,806.4 |
LOW |
4,793.0 |
0.618 |
4,771.4 |
1.000 |
4,758.0 |
1.618 |
4,736.4 |
2.618 |
4,701.4 |
4.250 |
4,644.3 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,810.5 |
4,822.5 |
PP |
4,806.0 |
4,814.0 |
S1 |
4,801.5 |
4,805.5 |
|