Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
8,061.5 |
7,935.5 |
-126.0 |
-1.6% |
8,139.0 |
High |
8,075.0 |
7,985.5 |
-89.5 |
-1.1% |
8,286.0 |
Low |
7,873.0 |
7,921.0 |
48.0 |
0.6% |
7,873.0 |
Close |
7,947.5 |
7,954.4 |
6.9 |
0.1% |
7,954.4 |
Range |
202.0 |
64.5 |
-137.5 |
-68.1% |
413.0 |
ATR |
153.6 |
147.2 |
-6.4 |
-4.1% |
0.0 |
Volume |
197,805 |
7,302 |
-190,503 |
-96.3% |
719,960 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,147.1 |
8,115.3 |
7,989.9 |
|
R3 |
8,082.6 |
8,050.8 |
7,972.1 |
|
R2 |
8,018.1 |
8,018.1 |
7,966.2 |
|
R1 |
7,986.3 |
7,986.3 |
7,960.3 |
8,002.2 |
PP |
7,953.6 |
7,953.6 |
7,953.6 |
7,961.6 |
S1 |
7,921.8 |
7,921.8 |
7,948.5 |
7,937.7 |
S2 |
7,889.1 |
7,889.1 |
7,942.6 |
|
S3 |
7,824.6 |
7,857.3 |
7,936.7 |
|
S4 |
7,760.1 |
7,792.8 |
7,918.9 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,276.8 |
9,028.6 |
8,181.6 |
|
R3 |
8,863.8 |
8,615.6 |
8,068.0 |
|
R2 |
8,450.8 |
8,450.8 |
8,030.1 |
|
R1 |
8,202.6 |
8,202.6 |
7,992.3 |
8,120.2 |
PP |
8,037.8 |
8,037.8 |
8,037.8 |
7,996.6 |
S1 |
7,789.6 |
7,789.6 |
7,916.5 |
7,707.2 |
S2 |
7,624.8 |
7,624.8 |
7,878.7 |
|
S3 |
7,211.8 |
7,376.6 |
7,840.8 |
|
S4 |
6,798.8 |
6,963.6 |
7,727.3 |
|
|
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% |
123.0 |
1.5% |
20% |
False |
False |
143,992 |
10 |
8,355.0 |
7,873.0 |
482.0 |
6.1% |
132.6 |
1.7% |
17% |
False |
False |
146,927 |
20 |
8,530.0 |
7,873.0 |
657.0 |
8.3% |
142.7 |
1.8% |
12% |
False |
False |
137,524 |
40 |
8,561.0 |
7,749.0 |
812.0 |
10.2% |
121.3 |
1.5% |
25% |
False |
False |
119,649 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
125.0 |
1.6% |
47% |
False |
False |
122,806 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
118.7 |
1.5% |
47% |
False |
False |
108,733 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
114.5 |
1.4% |
47% |
False |
False |
87,130 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.3% |
106.2 |
1.3% |
47% |
False |
False |
72,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,259.6 |
2.618 |
8,154.4 |
1.618 |
8,089.9 |
1.000 |
8,050.0 |
0.618 |
8,025.4 |
HIGH |
7,985.5 |
0.618 |
7,960.9 |
0.500 |
7,953.3 |
0.382 |
7,945.6 |
LOW |
7,921.0 |
0.618 |
7,881.1 |
1.000 |
7,856.5 |
1.618 |
7,816.6 |
2.618 |
7,752.1 |
4.250 |
7,646.9 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,954.0 |
8,079.5 |
PP |
7,953.6 |
8,037.8 |
S1 |
7,953.3 |
7,996.1 |
|