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 |
8,203.5 |
8,240.5 |
37.0 |
0.5% |
8,245.0 |
High |
8,243.5 |
8,286.0 |
42.5 |
0.5% |
8,355.0 |
Low |
8,175.0 |
8,131.0 |
-44.0 |
-0.5% |
7,966.5 |
Close |
8,230.5 |
8,198.5 |
-32.0 |
-0.4% |
8,132.5 |
Range |
68.5 |
155.0 |
86.5 |
126.3% |
388.5 |
ATR |
139.2 |
140.3 |
1.1 |
0.8% |
0.0 |
Volume |
185,413 |
197,805 |
12,392 |
6.7% |
749,310 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,670.2 |
8,589.3 |
8,283.8 |
|
R3 |
8,515.2 |
8,434.3 |
8,241.1 |
|
R2 |
8,360.2 |
8,360.2 |
8,226.9 |
|
R1 |
8,279.3 |
8,279.3 |
8,212.7 |
8,242.3 |
PP |
8,205.2 |
8,205.2 |
8,205.2 |
8,186.6 |
S1 |
8,124.3 |
8,124.3 |
8,184.3 |
8,087.3 |
S2 |
8,050.2 |
8,050.2 |
8,170.1 |
|
S3 |
7,895.2 |
7,969.3 |
8,155.9 |
|
S4 |
7,740.2 |
7,814.3 |
8,113.3 |
|
|
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 |
8,286.0 |
7,966.5 |
319.5 |
3.9% |
131.4 |
1.6% |
73% |
True |
False |
160,326 |
10 |
8,355.0 |
7,966.5 |
388.5 |
4.7% |
148.6 |
1.8% |
60% |
False |
False |
154,344 |
20 |
8,561.0 |
7,966.5 |
594.5 |
7.3% |
142.7 |
1.7% |
39% |
False |
False |
140,641 |
40 |
8,561.0 |
7,450.5 |
1,110.5 |
13.5% |
123.8 |
1.5% |
67% |
False |
False |
122,435 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
125.0 |
1.5% |
68% |
False |
False |
123,664 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
119.2 |
1.5% |
68% |
False |
False |
106,195 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
113.5 |
1.4% |
68% |
False |
False |
85,098 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
104.9 |
1.3% |
68% |
False |
False |
71,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,944.8 |
2.618 |
8,691.8 |
1.618 |
8,536.8 |
1.000 |
8,441.0 |
0.618 |
8,381.8 |
HIGH |
8,286.0 |
0.618 |
8,226.8 |
0.500 |
8,208.5 |
0.382 |
8,190.2 |
LOW |
8,131.0 |
0.618 |
8,035.2 |
1.000 |
7,976.0 |
1.618 |
7,880.2 |
2.618 |
7,725.2 |
4.250 |
7,472.3 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
8,208.5 |
8,208.5 |
PP |
8,205.2 |
8,205.2 |
S1 |
8,201.8 |
8,201.8 |
|