Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
8,278.0 |
8,199.0 |
-79.0 |
-1.0% |
8,315.0 |
High |
8,282.5 |
8,245.0 |
-37.5 |
-0.5% |
8,398.5 |
Low |
8,140.5 |
8,100.5 |
-40.0 |
-0.5% |
8,036.0 |
Close |
8,224.5 |
8,147.0 |
-77.5 |
-0.9% |
8,263.0 |
Range |
142.0 |
144.5 |
2.5 |
1.8% |
362.5 |
ATR |
144.6 |
144.6 |
0.0 |
0.0% |
0.0 |
Volume |
138,249 |
177,911 |
39,662 |
28.7% |
656,402 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,597.7 |
8,516.8 |
8,226.5 |
|
R3 |
8,453.2 |
8,372.3 |
8,186.7 |
|
R2 |
8,308.7 |
8,308.7 |
8,173.5 |
|
R1 |
8,227.8 |
8,227.8 |
8,160.2 |
8,196.0 |
PP |
8,164.2 |
8,164.2 |
8,164.2 |
8,148.3 |
S1 |
8,083.3 |
8,083.3 |
8,133.8 |
8,051.5 |
S2 |
8,019.7 |
8,019.7 |
8,120.5 |
|
S3 |
7,875.2 |
7,938.8 |
8,107.3 |
|
S4 |
7,730.7 |
7,794.3 |
8,067.5 |
|
|
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% |
165.8 |
2.0% |
35% |
False |
False |
148,363 |
10 |
8,421.5 |
8,036.0 |
385.5 |
4.7% |
152.1 |
1.9% |
29% |
False |
False |
140,298 |
20 |
8,561.0 |
8,036.0 |
525.0 |
6.4% |
133.2 |
1.6% |
21% |
False |
False |
123,947 |
40 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
124.9 |
1.5% |
64% |
False |
False |
121,266 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
122.9 |
1.5% |
64% |
False |
False |
120,143 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
117.2 |
1.4% |
64% |
False |
False |
96,216 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
110.0 |
1.4% |
64% |
False |
False |
77,102 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
101.7 |
1.2% |
64% |
False |
False |
64,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,859.1 |
2.618 |
8,623.3 |
1.618 |
8,478.8 |
1.000 |
8,389.5 |
0.618 |
8,334.3 |
HIGH |
8,245.0 |
0.618 |
8,189.8 |
0.500 |
8,172.8 |
0.382 |
8,155.7 |
LOW |
8,100.5 |
0.618 |
8,011.2 |
1.000 |
7,956.0 |
1.618 |
7,866.7 |
2.618 |
7,722.2 |
4.250 |
7,486.4 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
8,172.8 |
8,227.8 |
PP |
8,164.2 |
8,200.8 |
S1 |
8,155.6 |
8,173.9 |
|