Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
8,245.0 |
8,278.0 |
33.0 |
0.4% |
8,315.0 |
High |
8,355.0 |
8,282.5 |
-72.5 |
-0.9% |
8,398.5 |
Low |
8,239.5 |
8,140.5 |
-99.0 |
-1.2% |
8,036.0 |
Close |
8,313.0 |
8,224.5 |
-88.5 |
-1.1% |
8,263.0 |
Range |
115.5 |
142.0 |
26.5 |
22.9% |
362.5 |
ATR |
142.5 |
144.6 |
2.1 |
1.5% |
0.0 |
Volume |
146,371 |
138,249 |
-8,122 |
-5.5% |
656,402 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,641.8 |
8,575.2 |
8,302.6 |
|
R3 |
8,499.8 |
8,433.2 |
8,263.6 |
|
R2 |
8,357.8 |
8,357.8 |
8,250.5 |
|
R1 |
8,291.2 |
8,291.2 |
8,237.5 |
8,253.5 |
PP |
8,215.8 |
8,215.8 |
8,215.8 |
8,197.0 |
S1 |
8,149.2 |
8,149.2 |
8,211.5 |
8,111.5 |
S2 |
8,073.8 |
8,073.8 |
8,198.5 |
|
S3 |
7,931.8 |
8,007.2 |
8,185.5 |
|
S4 |
7,789.8 |
7,865.2 |
8,146.4 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,320.0 |
9,154.0 |
8,462.4 |
|
R3 |
8,957.5 |
8,791.5 |
8,362.7 |
|
R2 |
8,595.0 |
8,595.0 |
8,329.5 |
|
R1 |
8,429.0 |
8,429.0 |
8,296.2 |
8,330.8 |
PP |
8,232.5 |
8,232.5 |
8,232.5 |
8,183.4 |
S1 |
8,066.5 |
8,066.5 |
8,229.8 |
7,968.3 |
S2 |
7,870.0 |
7,870.0 |
8,196.5 |
|
S3 |
7,507.5 |
7,704.0 |
8,163.3 |
|
S4 |
7,145.0 |
7,341.5 |
8,063.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,355.0 |
8,036.0 |
319.0 |
3.9% |
163.1 |
2.0% |
59% |
False |
False |
140,551 |
10 |
8,451.0 |
8,036.0 |
415.0 |
5.0% |
151.1 |
1.8% |
45% |
False |
False |
133,201 |
20 |
8,561.0 |
8,036.0 |
525.0 |
6.4% |
132.0 |
1.6% |
36% |
False |
False |
119,905 |
40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
124.5 |
1.5% |
70% |
False |
False |
120,114 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
121.7 |
1.5% |
70% |
False |
False |
118,451 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
116.8 |
1.4% |
70% |
False |
False |
93,996 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
109.6 |
1.3% |
70% |
False |
False |
75,324 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
100.9 |
1.2% |
70% |
False |
False |
63,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,886.0 |
2.618 |
8,654.3 |
1.618 |
8,512.3 |
1.000 |
8,424.5 |
0.618 |
8,370.3 |
HIGH |
8,282.5 |
0.618 |
8,228.3 |
0.500 |
8,211.5 |
0.382 |
8,194.7 |
LOW |
8,140.5 |
0.618 |
8,052.7 |
1.000 |
7,998.5 |
1.618 |
7,910.7 |
2.618 |
7,768.7 |
4.250 |
7,537.0 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
8,220.2 |
8,214.8 |
PP |
8,215.8 |
8,205.2 |
S1 |
8,211.5 |
8,195.5 |
|