Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,260.0 |
6,341.0 |
81.0 |
1.3% |
6,381.0 |
High |
6,345.0 |
6,348.0 |
3.0 |
0.0% |
6,408.0 |
Low |
6,197.0 |
6,272.0 |
75.0 |
1.2% |
6,197.0 |
Close |
6,307.0 |
6,310.5 |
3.5 |
0.1% |
6,310.5 |
Range |
148.0 |
76.0 |
-72.0 |
-48.6% |
211.0 |
ATR |
99.6 |
97.9 |
-1.7 |
-1.7% |
0.0 |
Volume |
165,356 |
266,309 |
100,953 |
61.1% |
846,542 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,538.0 |
6,500.5 |
6,352.5 |
|
R3 |
6,462.0 |
6,424.5 |
6,331.5 |
|
R2 |
6,386.0 |
6,386.0 |
6,324.5 |
|
R1 |
6,348.5 |
6,348.5 |
6,317.5 |
6,329.0 |
PP |
6,310.0 |
6,310.0 |
6,310.0 |
6,300.5 |
S1 |
6,272.5 |
6,272.5 |
6,303.5 |
6,253.0 |
S2 |
6,234.0 |
6,234.0 |
6,296.5 |
|
S3 |
6,158.0 |
6,196.5 |
6,289.5 |
|
S4 |
6,082.0 |
6,120.5 |
6,268.5 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,938.0 |
6,835.5 |
6,426.5 |
|
R3 |
6,727.0 |
6,624.5 |
6,368.5 |
|
R2 |
6,516.0 |
6,516.0 |
6,349.0 |
|
R1 |
6,413.5 |
6,413.5 |
6,330.0 |
6,359.0 |
PP |
6,305.0 |
6,305.0 |
6,305.0 |
6,278.0 |
S1 |
6,202.5 |
6,202.5 |
6,291.0 |
6,148.0 |
S2 |
6,094.0 |
6,094.0 |
6,272.0 |
|
S3 |
5,883.0 |
5,991.5 |
6,252.5 |
|
S4 |
5,672.0 |
5,780.5 |
6,194.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,408.0 |
6,197.0 |
211.0 |
3.3% |
96.5 |
1.5% |
54% |
False |
False |
169,308 |
10 |
6,562.5 |
6,197.0 |
365.5 |
5.8% |
102.0 |
1.6% |
31% |
False |
False |
141,674 |
20 |
6,861.5 |
6,197.0 |
664.5 |
10.5% |
99.5 |
1.6% |
17% |
False |
False |
127,057 |
40 |
6,861.5 |
6,173.5 |
688.0 |
10.9% |
82.0 |
1.3% |
20% |
False |
False |
107,164 |
60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
81.0 |
1.3% |
22% |
False |
False |
103,855 |
80 |
6,861.5 |
6,157.0 |
704.5 |
11.2% |
75.5 |
1.2% |
22% |
False |
False |
95,946 |
100 |
6,861.5 |
6,065.0 |
796.5 |
12.6% |
68.0 |
1.1% |
31% |
False |
False |
76,829 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.9% |
61.0 |
1.0% |
48% |
False |
False |
64,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,671.0 |
2.618 |
6,547.0 |
1.618 |
6,471.0 |
1.000 |
6,424.0 |
0.618 |
6,395.0 |
HIGH |
6,348.0 |
0.618 |
6,319.0 |
0.500 |
6,310.0 |
0.382 |
6,301.0 |
LOW |
6,272.0 |
0.618 |
6,225.0 |
1.000 |
6,196.0 |
1.618 |
6,149.0 |
2.618 |
6,073.0 |
4.250 |
5,949.0 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,310.5 |
6,300.5 |
PP |
6,310.0 |
6,290.5 |
S1 |
6,310.0 |
6,280.0 |
|