Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,293.0 |
6,321.5 |
28.5 |
0.5% |
6,381.0 |
High |
6,370.0 |
6,394.0 |
24.0 |
0.4% |
6,408.0 |
Low |
6,293.0 |
6,308.5 |
15.5 |
0.2% |
6,197.0 |
Close |
6,324.0 |
6,367.5 |
43.5 |
0.7% |
6,310.5 |
Range |
77.0 |
85.5 |
8.5 |
11.0% |
211.0 |
ATR |
96.4 |
95.6 |
-0.8 |
-0.8% |
0.0 |
Volume |
354,899 |
225,626 |
-129,273 |
-36.4% |
846,542 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,613.0 |
6,576.0 |
6,414.5 |
|
R3 |
6,527.5 |
6,490.5 |
6,391.0 |
|
R2 |
6,442.0 |
6,442.0 |
6,383.0 |
|
R1 |
6,405.0 |
6,405.0 |
6,375.5 |
6,423.5 |
PP |
6,356.5 |
6,356.5 |
6,356.5 |
6,366.0 |
S1 |
6,319.5 |
6,319.5 |
6,359.5 |
6,338.0 |
S2 |
6,271.0 |
6,271.0 |
6,352.0 |
|
S3 |
6,185.5 |
6,234.0 |
6,344.0 |
|
S4 |
6,100.0 |
6,148.5 |
6,320.5 |
|
|
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 |
6,394.0 |
6,197.0 |
197.0 |
3.1% |
98.0 |
1.5% |
87% |
True |
False |
235,821 |
10 |
6,521.0 |
6,197.0 |
324.0 |
5.1% |
104.5 |
1.6% |
53% |
False |
False |
178,177 |
20 |
6,861.5 |
6,197.0 |
664.5 |
10.4% |
100.5 |
1.6% |
26% |
False |
False |
148,323 |
40 |
6,861.5 |
6,197.0 |
664.5 |
10.4% |
83.0 |
1.3% |
26% |
False |
False |
116,368 |
60 |
6,861.5 |
6,159.5 |
702.0 |
11.0% |
81.5 |
1.3% |
30% |
False |
False |
110,192 |
80 |
6,861.5 |
6,157.0 |
704.5 |
11.1% |
76.5 |
1.2% |
30% |
False |
False |
103,146 |
100 |
6,861.5 |
6,104.0 |
757.5 |
11.9% |
69.5 |
1.1% |
35% |
False |
False |
82,630 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.8% |
62.0 |
1.0% |
54% |
False |
False |
68,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,757.5 |
2.618 |
6,618.0 |
1.618 |
6,532.5 |
1.000 |
6,479.5 |
0.618 |
6,447.0 |
HIGH |
6,394.0 |
0.618 |
6,361.5 |
0.500 |
6,351.0 |
0.382 |
6,341.0 |
LOW |
6,308.5 |
0.618 |
6,255.5 |
1.000 |
6,223.0 |
1.618 |
6,170.0 |
2.618 |
6,084.5 |
4.250 |
5,945.0 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,362.0 |
6,356.0 |
PP |
6,356.5 |
6,344.5 |
S1 |
6,351.0 |
6,333.0 |
|