Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,291.5 |
6,260.0 |
-31.5 |
-0.5% |
6,531.5 |
High |
6,363.5 |
6,345.0 |
-18.5 |
-0.3% |
6,562.5 |
Low |
6,261.0 |
6,197.0 |
-64.0 |
-1.0% |
6,271.0 |
Close |
6,309.0 |
6,307.0 |
-2.0 |
0.0% |
6,396.5 |
Range |
102.5 |
148.0 |
45.5 |
44.4% |
291.5 |
ATR |
95.8 |
99.6 |
3.7 |
3.9% |
0.0 |
Volume |
166,916 |
165,356 |
-1,560 |
-0.9% |
570,203 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,727.0 |
6,665.0 |
6,388.5 |
|
R3 |
6,579.0 |
6,517.0 |
6,347.5 |
|
R2 |
6,431.0 |
6,431.0 |
6,334.0 |
|
R1 |
6,369.0 |
6,369.0 |
6,320.5 |
6,400.0 |
PP |
6,283.0 |
6,283.0 |
6,283.0 |
6,298.5 |
S1 |
6,221.0 |
6,221.0 |
6,293.5 |
6,252.0 |
S2 |
6,135.0 |
6,135.0 |
6,280.0 |
|
S3 |
5,987.0 |
6,073.0 |
6,266.5 |
|
S4 |
5,839.0 |
5,925.0 |
6,225.5 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,284.5 |
7,132.0 |
6,557.0 |
|
R3 |
6,993.0 |
6,840.5 |
6,476.5 |
|
R2 |
6,701.5 |
6,701.5 |
6,450.0 |
|
R1 |
6,549.0 |
6,549.0 |
6,423.0 |
6,479.5 |
PP |
6,410.0 |
6,410.0 |
6,410.0 |
6,375.0 |
S1 |
6,257.5 |
6,257.5 |
6,370.0 |
6,188.0 |
S2 |
6,118.5 |
6,118.5 |
6,343.0 |
|
S3 |
5,827.0 |
5,966.0 |
6,316.5 |
|
S4 |
5,535.5 |
5,674.5 |
6,236.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,408.5 |
6,197.0 |
211.5 |
3.4% |
103.5 |
1.6% |
52% |
False |
True |
136,458 |
10 |
6,643.0 |
6,197.0 |
446.0 |
7.1% |
106.5 |
1.7% |
25% |
False |
True |
128,065 |
20 |
6,861.5 |
6,197.0 |
664.5 |
10.5% |
98.0 |
1.6% |
17% |
False |
True |
118,243 |
40 |
6,861.5 |
6,173.5 |
688.0 |
10.9% |
82.5 |
1.3% |
19% |
False |
False |
103,211 |
60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
81.5 |
1.3% |
21% |
False |
False |
100,911 |
80 |
6,861.5 |
6,157.0 |
704.5 |
11.2% |
75.0 |
1.2% |
21% |
False |
False |
92,617 |
100 |
6,861.5 |
6,056.5 |
805.0 |
12.8% |
67.5 |
1.1% |
31% |
False |
False |
74,166 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.9% |
60.5 |
1.0% |
48% |
False |
False |
61,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,974.0 |
2.618 |
6,732.5 |
1.618 |
6,584.5 |
1.000 |
6,493.0 |
0.618 |
6,436.5 |
HIGH |
6,345.0 |
0.618 |
6,288.5 |
0.500 |
6,271.0 |
0.382 |
6,253.5 |
LOW |
6,197.0 |
0.618 |
6,105.5 |
1.000 |
6,049.0 |
1.618 |
5,957.5 |
2.618 |
5,809.5 |
4.250 |
5,568.0 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,295.0 |
6,300.0 |
PP |
6,283.0 |
6,293.0 |
S1 |
6,271.0 |
6,286.0 |
|