Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,341.0 |
6,293.0 |
-48.0 |
-0.8% |
6,381.0 |
High |
6,348.0 |
6,370.0 |
22.0 |
0.3% |
6,408.0 |
Low |
6,272.0 |
6,293.0 |
21.0 |
0.3% |
6,197.0 |
Close |
6,310.5 |
6,324.0 |
13.5 |
0.2% |
6,310.5 |
Range |
76.0 |
77.0 |
1.0 |
1.3% |
211.0 |
ATR |
97.9 |
96.4 |
-1.5 |
-1.5% |
0.0 |
Volume |
266,309 |
354,899 |
88,590 |
33.3% |
846,542 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,560.0 |
6,519.0 |
6,366.5 |
|
R3 |
6,483.0 |
6,442.0 |
6,345.0 |
|
R2 |
6,406.0 |
6,406.0 |
6,338.0 |
|
R1 |
6,365.0 |
6,365.0 |
6,331.0 |
6,385.5 |
PP |
6,329.0 |
6,329.0 |
6,329.0 |
6,339.0 |
S1 |
6,288.0 |
6,288.0 |
6,317.0 |
6,308.5 |
S2 |
6,252.0 |
6,252.0 |
6,310.0 |
|
S3 |
6,175.0 |
6,211.0 |
6,303.0 |
|
S4 |
6,098.0 |
6,134.0 |
6,281.5 |
|
|
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 |
6,375.5 |
6,197.0 |
178.5 |
2.8% |
103.0 |
1.6% |
71% |
False |
False |
214,410 |
10 |
6,560.0 |
6,197.0 |
363.0 |
5.7% |
102.5 |
1.6% |
35% |
False |
False |
168,692 |
20 |
6,861.5 |
6,197.0 |
664.5 |
10.5% |
99.0 |
1.6% |
19% |
False |
False |
141,010 |
40 |
6,861.5 |
6,191.0 |
670.5 |
10.6% |
82.5 |
1.3% |
20% |
False |
False |
113,313 |
60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
81.0 |
1.3% |
23% |
False |
False |
108,078 |
80 |
6,861.5 |
6,157.0 |
704.5 |
11.1% |
76.0 |
1.2% |
24% |
False |
False |
100,379 |
100 |
6,861.5 |
6,095.5 |
766.0 |
12.1% |
69.0 |
1.1% |
30% |
False |
False |
80,376 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.9% |
61.5 |
1.0% |
50% |
False |
False |
67,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,697.0 |
2.618 |
6,571.5 |
1.618 |
6,494.5 |
1.000 |
6,447.0 |
0.618 |
6,417.5 |
HIGH |
6,370.0 |
0.618 |
6,340.5 |
0.500 |
6,331.5 |
0.382 |
6,322.5 |
LOW |
6,293.0 |
0.618 |
6,245.5 |
1.000 |
6,216.0 |
1.618 |
6,168.5 |
2.618 |
6,091.5 |
4.250 |
5,966.0 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,331.5 |
6,310.5 |
PP |
6,329.0 |
6,297.0 |
S1 |
6,326.5 |
6,283.5 |
|