Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,636.50 |
1,642.00 |
5.50 |
0.3% |
1,629.50 |
High |
1,648.50 |
1,642.50 |
-6.00 |
-0.4% |
1,645.75 |
Low |
1,634.50 |
1,621.50 |
-13.00 |
-0.8% |
1,596.50 |
Close |
1,642.00 |
1,627.00 |
-15.00 |
-0.9% |
1,638.50 |
Range |
14.00 |
21.00 |
7.00 |
50.0% |
49.25 |
ATR |
20.94 |
20.94 |
0.00 |
0.0% |
0.00 |
Volume |
1,820,611 |
2,590,976 |
770,365 |
42.3% |
12,532,315 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,693.25 |
1,681.25 |
1,638.50 |
|
R3 |
1,672.25 |
1,660.25 |
1,632.75 |
|
R2 |
1,651.25 |
1,651.25 |
1,630.75 |
|
R1 |
1,639.25 |
1,639.25 |
1,629.00 |
1,634.75 |
PP |
1,630.25 |
1,630.25 |
1,630.25 |
1,628.00 |
S1 |
1,618.25 |
1,618.25 |
1,625.00 |
1,613.75 |
S2 |
1,609.25 |
1,609.25 |
1,623.25 |
|
S3 |
1,588.25 |
1,597.25 |
1,621.25 |
|
S4 |
1,567.25 |
1,576.25 |
1,615.50 |
|
|
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% |
23.00 |
1.4% |
59% |
False |
False |
2,447,857 |
10 |
1,660.75 |
1,596.50 |
64.25 |
3.9% |
22.75 |
1.4% |
47% |
False |
False |
2,340,655 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
21.75 |
1.3% |
34% |
False |
False |
2,226,579 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.50 |
1.2% |
62% |
False |
False |
1,967,806 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.6% |
19.00 |
1.2% |
62% |
False |
False |
1,942,839 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.9% |
18.25 |
1.1% |
72% |
False |
False |
1,613,557 |
100 |
1,685.75 |
1,454.75 |
231.00 |
14.2% |
17.00 |
1.0% |
75% |
False |
False |
1,291,545 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.1% |
16.75 |
1.0% |
81% |
False |
False |
1,076,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.75 |
2.618 |
1,697.50 |
1.618 |
1,676.50 |
1.000 |
1,663.50 |
0.618 |
1,655.50 |
HIGH |
1,642.50 |
0.618 |
1,634.50 |
0.500 |
1,632.00 |
0.382 |
1,629.50 |
LOW |
1,621.50 |
0.618 |
1,608.50 |
1.000 |
1,600.50 |
1.618 |
1,587.50 |
2.618 |
1,566.50 |
4.250 |
1,532.25 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,632.00 |
1,633.25 |
PP |
1,630.25 |
1,631.25 |
S1 |
1,628.75 |
1,629.00 |
|