Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,642.00 |
1,627.50 |
-14.50 |
-0.9% |
1,629.50 |
High |
1,642.50 |
1,638.25 |
-4.25 |
-0.3% |
1,645.75 |
Low |
1,621.50 |
1,609.50 |
-12.00 |
-0.7% |
1,596.50 |
Close |
1,627.00 |
1,610.00 |
-17.00 |
-1.0% |
1,638.50 |
Range |
21.00 |
28.75 |
7.75 |
36.9% |
49.25 |
ATR |
20.94 |
21.50 |
0.56 |
2.7% |
0.00 |
Volume |
2,590,976 |
2,600,131 |
9,155 |
0.4% |
12,532,315 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.50 |
1,686.50 |
1,625.75 |
|
R3 |
1,676.75 |
1,657.75 |
1,618.00 |
|
R2 |
1,648.00 |
1,648.00 |
1,615.25 |
|
R1 |
1,629.00 |
1,629.00 |
1,612.75 |
1,624.00 |
PP |
1,619.25 |
1,619.25 |
1,619.25 |
1,616.75 |
S1 |
1,600.25 |
1,600.25 |
1,607.25 |
1,595.50 |
S2 |
1,590.50 |
1,590.50 |
1,604.75 |
|
S3 |
1,561.75 |
1,571.50 |
1,602.00 |
|
S4 |
1,533.00 |
1,542.75 |
1,594.25 |
|
|
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% |
23.50 |
1.5% |
26% |
False |
False |
2,438,174 |
10 |
1,660.75 |
1,596.50 |
64.25 |
4.0% |
23.75 |
1.5% |
21% |
False |
False |
2,387,742 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
22.25 |
1.4% |
15% |
False |
False |
2,255,652 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.6% |
19.50 |
1.2% |
51% |
False |
False |
1,976,494 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.6% |
19.25 |
1.2% |
51% |
False |
False |
1,949,623 |
80 |
1,685.75 |
1,476.25 |
209.50 |
13.0% |
18.50 |
1.1% |
64% |
False |
False |
1,646,042 |
100 |
1,685.75 |
1,464.00 |
221.75 |
13.8% |
17.00 |
1.1% |
66% |
False |
False |
1,317,542 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.3% |
16.75 |
1.0% |
76% |
False |
False |
1,098,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,760.50 |
2.618 |
1,713.50 |
1.618 |
1,684.75 |
1.000 |
1,667.00 |
0.618 |
1,656.00 |
HIGH |
1,638.25 |
0.618 |
1,627.25 |
0.500 |
1,624.00 |
0.382 |
1,620.50 |
LOW |
1,609.50 |
0.618 |
1,591.75 |
1.000 |
1,580.75 |
1.618 |
1,563.00 |
2.618 |
1,534.25 |
4.250 |
1,487.25 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,624.00 |
1,629.00 |
PP |
1,619.25 |
1,622.75 |
S1 |
1,614.50 |
1,616.25 |
|