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 |
8,240.5 |
8,061.5 |
-179.0 |
-2.2% |
8,245.0 |
High |
8,286.0 |
8,075.0 |
-211.0 |
-2.5% |
8,355.0 |
Low |
8,131.0 |
7,873.0 |
-258.0 |
-3.2% |
7,966.5 |
Close |
8,198.5 |
7,947.5 |
-251.0 |
-3.1% |
8,132.5 |
Range |
155.0 |
202.0 |
47.0 |
30.3% |
388.5 |
ATR |
140.3 |
153.6 |
13.2 |
9.4% |
0.0 |
Volume |
197,805 |
197,805 |
0 |
0.0% |
749,310 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,571.2 |
8,461.3 |
8,058.6 |
|
R3 |
8,369.2 |
8,259.3 |
8,003.1 |
|
R2 |
8,167.2 |
8,167.2 |
7,984.5 |
|
R1 |
8,057.3 |
8,057.3 |
7,966.0 |
8,011.3 |
PP |
7,965.2 |
7,965.2 |
7,965.2 |
7,942.1 |
S1 |
7,855.3 |
7,855.3 |
7,929.0 |
7,809.3 |
S2 |
7,763.2 |
7,763.2 |
7,910.5 |
|
S3 |
7,561.2 |
7,653.3 |
7,892.0 |
|
S4 |
7,359.2 |
7,451.3 |
7,836.4 |
|
|
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 |
7,873.0 |
413.0 |
5.2% |
131.0 |
1.6% |
18% |
False |
True |
174,005 |
10 |
8,355.0 |
7,873.0 |
482.0 |
6.1% |
150.4 |
1.9% |
15% |
False |
True |
157,849 |
20 |
8,530.0 |
7,873.0 |
657.0 |
8.3% |
146.6 |
1.8% |
11% |
False |
True |
144,498 |
40 |
8,561.0 |
7,660.5 |
900.5 |
11.3% |
122.8 |
1.5% |
32% |
False |
False |
122,973 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
127.0 |
1.6% |
46% |
False |
False |
125,204 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
120.7 |
1.5% |
46% |
False |
False |
108,658 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
114.3 |
1.4% |
46% |
False |
False |
87,068 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
106.1 |
1.3% |
46% |
False |
False |
72,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,933.5 |
2.618 |
8,603.8 |
1.618 |
8,401.8 |
1.000 |
8,277.0 |
0.618 |
8,199.8 |
HIGH |
8,075.0 |
0.618 |
7,997.8 |
0.500 |
7,974.0 |
0.382 |
7,950.2 |
LOW |
7,873.0 |
0.618 |
7,748.2 |
1.000 |
7,671.0 |
1.618 |
7,546.2 |
2.618 |
7,344.2 |
4.250 |
7,014.5 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,974.0 |
8,079.5 |
PP |
7,965.2 |
8,035.5 |
S1 |
7,956.3 |
7,991.5 |
|