Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,304.5 |
6,131.0 |
-173.5 |
-2.8% |
6,293.0 |
High |
6,306.0 |
6,229.0 |
-77.0 |
-1.2% |
6,394.0 |
Low |
6,114.5 |
6,131.0 |
16.5 |
0.3% |
6,114.5 |
Close |
6,175.5 |
6,217.5 |
42.0 |
0.7% |
6,217.5 |
Range |
191.5 |
98.0 |
-93.5 |
-48.8% |
279.5 |
ATR |
104.4 |
104.0 |
-0.5 |
-0.4% |
0.0 |
Volume |
225,626 |
13,577 |
-212,049 |
-94.0% |
1,016,340 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,486.5 |
6,450.0 |
6,271.5 |
|
R3 |
6,388.5 |
6,352.0 |
6,244.5 |
|
R2 |
6,290.5 |
6,290.5 |
6,235.5 |
|
R1 |
6,254.0 |
6,254.0 |
6,226.5 |
6,272.0 |
PP |
6,192.5 |
6,192.5 |
6,192.5 |
6,201.5 |
S1 |
6,156.0 |
6,156.0 |
6,208.5 |
6,174.0 |
S2 |
6,094.5 |
6,094.5 |
6,199.5 |
|
S3 |
5,996.5 |
6,058.0 |
6,190.5 |
|
S4 |
5,898.5 |
5,960.0 |
6,163.5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,080.5 |
6,928.5 |
6,371.0 |
|
R3 |
6,801.0 |
6,649.0 |
6,294.5 |
|
R2 |
6,521.5 |
6,521.5 |
6,268.5 |
|
R1 |
6,369.5 |
6,369.5 |
6,243.0 |
6,306.0 |
PP |
6,242.0 |
6,242.0 |
6,242.0 |
6,210.0 |
S1 |
6,090.0 |
6,090.0 |
6,192.0 |
6,026.0 |
S2 |
5,962.5 |
5,962.5 |
6,166.5 |
|
S3 |
5,683.0 |
5,810.5 |
6,140.5 |
|
S4 |
5,403.5 |
5,531.0 |
6,064.0 |
|
|
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% |
106.0 |
1.7% |
37% |
False |
False |
203,268 |
10 |
6,408.0 |
6,114.5 |
293.5 |
4.7% |
101.0 |
1.6% |
35% |
False |
False |
186,288 |
20 |
6,779.5 |
6,114.5 |
665.0 |
10.7% |
102.0 |
1.6% |
15% |
False |
False |
150,226 |
40 |
6,861.5 |
6,114.5 |
747.0 |
12.0% |
85.0 |
1.4% |
14% |
False |
False |
119,370 |
60 |
6,861.5 |
6,114.5 |
747.0 |
12.0% |
83.5 |
1.3% |
14% |
False |
False |
113,054 |
80 |
6,861.5 |
6,114.5 |
747.0 |
12.0% |
78.5 |
1.3% |
14% |
False |
False |
108,592 |
100 |
6,861.5 |
6,114.5 |
747.0 |
12.0% |
72.5 |
1.2% |
14% |
False |
False |
86,986 |
120 |
6,861.5 |
5,793.5 |
1,068.0 |
17.2% |
64.5 |
1.0% |
40% |
False |
False |
72,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,645.5 |
2.618 |
6,485.5 |
1.618 |
6,387.5 |
1.000 |
6,327.0 |
0.618 |
6,289.5 |
HIGH |
6,229.0 |
0.618 |
6,191.5 |
0.500 |
6,180.0 |
0.382 |
6,168.5 |
LOW |
6,131.0 |
0.618 |
6,070.5 |
1.000 |
6,033.0 |
1.618 |
5,972.5 |
2.618 |
5,874.5 |
4.250 |
5,714.5 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,205.0 |
6,251.0 |
PP |
6,192.5 |
6,240.0 |
S1 |
6,180.0 |
6,229.0 |
|