Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
982.2 |
970.5 |
-11.7 |
-1.2% |
981.7 |
High |
989.1 |
991.4 |
2.3 |
0.2% |
996.1 |
Low |
969.2 |
961.5 |
-7.7 |
-0.8% |
961.4 |
Close |
969.5 |
989.5 |
20.0 |
2.1% |
983.2 |
Range |
19.9 |
29.9 |
10.0 |
50.3% |
34.7 |
ATR |
15.9 |
16.9 |
1.0 |
6.3% |
0.0 |
Volume |
192,082 |
214,999 |
22,917 |
11.9% |
769,907 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.5 |
1,060.0 |
1,006.0 |
|
R3 |
1,040.5 |
1,030.0 |
997.8 |
|
R2 |
1,010.8 |
1,010.8 |
995.0 |
|
R1 |
1,000.0 |
1,000.0 |
992.3 |
1,005.5 |
PP |
980.8 |
980.8 |
980.8 |
983.5 |
S1 |
970.3 |
970.3 |
986.8 |
975.5 |
S2 |
951.0 |
951.0 |
984.0 |
|
S3 |
921.0 |
940.3 |
981.3 |
|
S4 |
891.0 |
910.5 |
973.0 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.3 |
1,068.5 |
1,002.3 |
|
R3 |
1,049.8 |
1,033.8 |
992.8 |
|
R2 |
1,015.0 |
1,015.0 |
989.5 |
|
R1 |
999.0 |
999.0 |
986.5 |
1,007.0 |
PP |
980.3 |
980.3 |
980.3 |
984.3 |
S1 |
964.3 |
964.3 |
980.0 |
972.3 |
S2 |
945.5 |
945.5 |
976.8 |
|
S3 |
910.8 |
929.8 |
973.8 |
|
S4 |
876.3 |
895.0 |
964.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.5 |
961.5 |
31.0 |
3.1% |
18.5 |
1.9% |
90% |
False |
True |
165,538 |
10 |
996.1 |
961.4 |
34.7 |
3.5% |
18.5 |
1.9% |
81% |
False |
False |
159,617 |
20 |
1,008.4 |
961.4 |
47.0 |
4.7% |
17.0 |
1.7% |
60% |
False |
False |
127,670 |
40 |
1,008.4 |
894.2 |
114.2 |
11.5% |
15.3 |
1.5% |
83% |
False |
False |
113,223 |
60 |
1,008.4 |
894.2 |
114.2 |
11.5% |
15.3 |
1.5% |
83% |
False |
False |
114,908 |
80 |
1,008.4 |
889.0 |
119.4 |
12.1% |
14.3 |
1.4% |
84% |
False |
False |
101,538 |
100 |
1,008.4 |
889.0 |
119.4 |
12.1% |
12.0 |
1.2% |
84% |
False |
False |
81,233 |
120 |
1,008.4 |
820.7 |
187.7 |
19.0% |
10.3 |
1.0% |
90% |
False |
False |
67,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.5 |
2.618 |
1,069.8 |
1.618 |
1,039.8 |
1.000 |
1,021.3 |
0.618 |
1,010.0 |
HIGH |
991.5 |
0.618 |
980.0 |
0.500 |
976.5 |
0.382 |
973.0 |
LOW |
961.5 |
0.618 |
943.0 |
1.000 |
931.5 |
1.618 |
913.0 |
2.618 |
883.3 |
4.250 |
834.5 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
985.3 |
985.3 |
PP |
980.8 |
981.0 |
S1 |
976.5 |
976.8 |
|