Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,321.5 |
6,378.0 |
56.5 |
0.9% |
6,381.0 |
High |
6,394.0 |
6,388.0 |
-6.0 |
-0.1% |
6,408.0 |
Low |
6,308.5 |
6,311.0 |
2.5 |
0.0% |
6,197.0 |
Close |
6,367.5 |
6,351.0 |
-16.5 |
-0.3% |
6,310.5 |
Range |
85.5 |
77.0 |
-8.5 |
-9.9% |
211.0 |
ATR |
95.6 |
94.3 |
-1.3 |
-1.4% |
0.0 |
Volume |
225,626 |
196,612 |
-29,014 |
-12.9% |
846,542 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,581.0 |
6,543.0 |
6,393.5 |
|
R3 |
6,504.0 |
6,466.0 |
6,372.0 |
|
R2 |
6,427.0 |
6,427.0 |
6,365.0 |
|
R1 |
6,389.0 |
6,389.0 |
6,358.0 |
6,369.5 |
PP |
6,350.0 |
6,350.0 |
6,350.0 |
6,340.0 |
S1 |
6,312.0 |
6,312.0 |
6,344.0 |
6,292.5 |
S2 |
6,273.0 |
6,273.0 |
6,337.0 |
|
S3 |
6,196.0 |
6,235.0 |
6,330.0 |
|
S4 |
6,119.0 |
6,158.0 |
6,308.5 |
|
|
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% |
92.5 |
1.5% |
78% |
False |
False |
241,760 |
10 |
6,422.5 |
6,197.0 |
225.5 |
3.6% |
98.5 |
1.5% |
68% |
False |
False |
184,806 |
20 |
6,861.5 |
6,197.0 |
664.5 |
10.5% |
100.0 |
1.6% |
23% |
False |
False |
151,466 |
40 |
6,861.5 |
6,197.0 |
664.5 |
10.5% |
82.5 |
1.3% |
23% |
False |
False |
118,131 |
60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
81.5 |
1.3% |
27% |
False |
False |
112,106 |
80 |
6,861.5 |
6,157.0 |
704.5 |
11.1% |
77.0 |
1.2% |
28% |
False |
False |
105,603 |
100 |
6,861.5 |
6,128.0 |
733.5 |
11.5% |
70.0 |
1.1% |
30% |
False |
False |
84,595 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
16.8% |
62.5 |
1.0% |
52% |
False |
False |
70,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,715.0 |
2.618 |
6,589.5 |
1.618 |
6,512.5 |
1.000 |
6,465.0 |
0.618 |
6,435.5 |
HIGH |
6,388.0 |
0.618 |
6,358.5 |
0.500 |
6,349.5 |
0.382 |
6,340.5 |
LOW |
6,311.0 |
0.618 |
6,263.5 |
1.000 |
6,234.0 |
1.618 |
6,186.5 |
2.618 |
6,109.5 |
4.250 |
5,984.0 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,350.5 |
6,348.5 |
PP |
6,350.0 |
6,346.0 |
S1 |
6,349.5 |
6,343.5 |
|