Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,622.00 |
1,636.50 |
14.50 |
0.9% |
1,629.50 |
High |
1,644.00 |
1,648.50 |
4.50 |
0.3% |
1,645.75 |
Low |
1,618.00 |
1,634.50 |
16.50 |
1.0% |
1,596.50 |
Close |
1,638.50 |
1,642.00 |
3.50 |
0.2% |
1,638.50 |
Range |
26.00 |
14.00 |
-12.00 |
-46.2% |
49.25 |
ATR |
21.47 |
20.94 |
-0.53 |
-2.5% |
0.00 |
Volume |
2,382,985 |
1,820,611 |
-562,374 |
-23.6% |
12,532,315 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,683.75 |
1,676.75 |
1,649.75 |
|
R3 |
1,669.75 |
1,662.75 |
1,645.75 |
|
R2 |
1,655.75 |
1,655.75 |
1,644.50 |
|
R1 |
1,648.75 |
1,648.75 |
1,643.25 |
1,652.25 |
PP |
1,641.75 |
1,641.75 |
1,641.75 |
1,643.50 |
S1 |
1,634.75 |
1,634.75 |
1,640.75 |
1,638.25 |
S2 |
1,627.75 |
1,627.75 |
1,639.50 |
|
S3 |
1,613.75 |
1,620.75 |
1,638.25 |
|
S4 |
1,599.75 |
1,606.75 |
1,634.25 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.75 |
1,755.75 |
1,665.50 |
|
R3 |
1,725.50 |
1,706.50 |
1,652.00 |
|
R2 |
1,676.25 |
1,676.25 |
1,647.50 |
|
R1 |
1,657.25 |
1,657.25 |
1,643.00 |
1,666.75 |
PP |
1,627.00 |
1,627.00 |
1,627.00 |
1,631.50 |
S1 |
1,608.00 |
1,608.00 |
1,634.00 |
1,617.50 |
S2 |
1,577.75 |
1,577.75 |
1,629.50 |
|
S3 |
1,528.50 |
1,558.75 |
1,625.00 |
|
S4 |
1,479.25 |
1,509.50 |
1,611.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.50 |
1,596.50 |
52.00 |
3.2% |
23.75 |
1.4% |
88% |
True |
False |
2,364,461 |
10 |
1,672.75 |
1,596.50 |
76.25 |
4.6% |
23.50 |
1.4% |
60% |
False |
False |
2,290,713 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.4% |
21.50 |
1.3% |
51% |
False |
False |
2,163,476 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
20.00 |
1.2% |
72% |
False |
False |
1,974,391 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.5% |
19.00 |
1.2% |
72% |
False |
False |
1,927,987 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
18.00 |
1.1% |
79% |
False |
False |
1,581,202 |
100 |
1,685.75 |
1,453.75 |
232.00 |
14.1% |
16.75 |
1.0% |
81% |
False |
False |
1,265,643 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.9% |
16.75 |
1.0% |
86% |
False |
False |
1,054,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.00 |
2.618 |
1,685.25 |
1.618 |
1,671.25 |
1.000 |
1,662.50 |
0.618 |
1,657.25 |
HIGH |
1,648.50 |
0.618 |
1,643.25 |
0.500 |
1,641.50 |
0.382 |
1,639.75 |
LOW |
1,634.50 |
0.618 |
1,625.75 |
1.000 |
1,620.50 |
1.618 |
1,611.75 |
2.618 |
1,597.75 |
4.250 |
1,575.00 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,641.75 |
1,635.50 |
PP |
1,641.75 |
1,629.00 |
S1 |
1,641.50 |
1,622.50 |
|