Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,378.0 |
6,304.5 |
-73.5 |
-1.2% |
6,381.0 |
High |
6,388.0 |
6,306.0 |
-82.0 |
-1.3% |
6,408.0 |
Low |
6,311.0 |
6,114.5 |
-196.5 |
-3.1% |
6,197.0 |
Close |
6,351.0 |
6,175.5 |
-175.5 |
-2.8% |
6,310.5 |
Range |
77.0 |
191.5 |
114.5 |
148.7% |
211.0 |
ATR |
94.3 |
104.4 |
10.2 |
10.8% |
0.0 |
Volume |
196,612 |
225,626 |
29,014 |
14.8% |
846,542 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,773.0 |
6,666.0 |
6,281.0 |
|
R3 |
6,581.5 |
6,474.5 |
6,228.0 |
|
R2 |
6,390.0 |
6,390.0 |
6,210.5 |
|
R1 |
6,283.0 |
6,283.0 |
6,193.0 |
6,241.0 |
PP |
6,198.5 |
6,198.5 |
6,198.5 |
6,177.5 |
S1 |
6,091.5 |
6,091.5 |
6,158.0 |
6,049.0 |
S2 |
6,007.0 |
6,007.0 |
6,140.5 |
|
S3 |
5,815.5 |
5,900.0 |
6,123.0 |
|
S4 |
5,624.0 |
5,708.5 |
6,070.0 |
|
|
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 |
6,114.5 |
279.5 |
4.5% |
101.5 |
1.6% |
22% |
False |
True |
253,814 |
10 |
6,408.5 |
6,114.5 |
294.0 |
4.8% |
102.5 |
1.7% |
21% |
False |
True |
195,136 |
20 |
6,779.5 |
6,114.5 |
665.0 |
10.8% |
104.0 |
1.7% |
9% |
False |
True |
155,073 |
40 |
6,861.5 |
6,114.5 |
747.0 |
12.1% |
83.5 |
1.4% |
8% |
False |
True |
121,465 |
60 |
6,861.5 |
6,114.5 |
747.0 |
12.1% |
83.5 |
1.4% |
8% |
False |
True |
114,112 |
80 |
6,861.5 |
6,114.5 |
747.0 |
12.1% |
79.0 |
1.3% |
8% |
False |
True |
108,423 |
100 |
6,861.5 |
6,114.5 |
747.0 |
12.1% |
71.5 |
1.2% |
8% |
False |
True |
86,851 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
17.3% |
64.0 |
1.0% |
36% |
False |
False |
72,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,120.0 |
2.618 |
6,807.5 |
1.618 |
6,616.0 |
1.000 |
6,497.5 |
0.618 |
6,424.5 |
HIGH |
6,306.0 |
0.618 |
6,233.0 |
0.500 |
6,210.0 |
0.382 |
6,187.5 |
LOW |
6,114.5 |
0.618 |
5,996.0 |
1.000 |
5,923.0 |
1.618 |
5,804.5 |
2.618 |
5,613.0 |
4.250 |
5,300.5 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,210.0 |
6,254.0 |
PP |
6,198.5 |
6,228.0 |
S1 |
6,187.0 |
6,202.0 |
|