Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
8,139.0 |
8,203.5 |
64.5 |
0.8% |
8,245.0 |
High |
8,264.0 |
8,243.5 |
-20.5 |
-0.2% |
8,355.0 |
Low |
8,139.0 |
8,175.0 |
36.0 |
0.4% |
7,966.5 |
Close |
8,220.0 |
8,230.5 |
10.5 |
0.1% |
8,132.5 |
Range |
125.0 |
68.5 |
-56.5 |
-45.2% |
388.5 |
ATR |
144.7 |
139.2 |
-5.4 |
-3.8% |
0.0 |
Volume |
131,635 |
185,413 |
53,778 |
40.9% |
749,310 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,421.8 |
8,394.7 |
8,268.2 |
|
R3 |
8,353.3 |
8,326.2 |
8,249.3 |
|
R2 |
8,284.8 |
8,284.8 |
8,243.1 |
|
R1 |
8,257.7 |
8,257.7 |
8,236.8 |
8,271.3 |
PP |
8,216.3 |
8,216.3 |
8,216.3 |
8,223.1 |
S1 |
8,189.2 |
8,189.2 |
8,224.2 |
8,202.8 |
S2 |
8,147.8 |
8,147.8 |
8,217.9 |
|
S3 |
8,079.3 |
8,120.7 |
8,211.7 |
|
S4 |
8,010.8 |
8,052.2 |
8,192.8 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,316.8 |
9,113.2 |
8,346.2 |
|
R3 |
8,928.3 |
8,724.7 |
8,239.3 |
|
R2 |
8,539.8 |
8,539.8 |
8,203.7 |
|
R1 |
8,336.2 |
8,336.2 |
8,168.1 |
8,243.8 |
PP |
8,151.3 |
8,151.3 |
8,151.3 |
8,105.1 |
S1 |
7,947.7 |
7,947.7 |
8,096.9 |
7,855.3 |
S2 |
7,762.8 |
7,762.8 |
8,061.3 |
|
S3 |
7,374.3 |
7,559.2 |
8,025.7 |
|
S4 |
6,985.8 |
7,170.7 |
7,918.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,264.0 |
7,966.5 |
297.5 |
3.6% |
129.3 |
1.6% |
89% |
False |
False |
156,347 |
10 |
8,355.0 |
7,966.5 |
388.5 |
4.7% |
146.2 |
1.8% |
68% |
False |
False |
148,449 |
20 |
8,561.0 |
7,966.5 |
594.5 |
7.2% |
139.6 |
1.7% |
44% |
False |
False |
135,338 |
40 |
8,561.0 |
7,443.5 |
1,117.5 |
13.6% |
122.4 |
1.5% |
70% |
False |
False |
120,487 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
124.4 |
1.5% |
71% |
False |
False |
122,550 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
119.0 |
1.4% |
71% |
False |
False |
103,747 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
112.9 |
1.4% |
71% |
False |
False |
83,125 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
104.3 |
1.3% |
71% |
False |
False |
69,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,534.6 |
2.618 |
8,422.8 |
1.618 |
8,354.3 |
1.000 |
8,312.0 |
0.618 |
8,285.8 |
HIGH |
8,243.5 |
0.618 |
8,217.3 |
0.500 |
8,209.3 |
0.382 |
8,201.2 |
LOW |
8,175.0 |
0.618 |
8,132.7 |
1.000 |
8,106.5 |
1.618 |
8,064.2 |
2.618 |
7,995.7 |
4.250 |
7,883.9 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
8,223.4 |
8,211.1 |
PP |
8,216.3 |
8,191.7 |
S1 |
8,209.3 |
8,172.3 |
|