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 |
1,627.50 |
1,610.75 |
-16.75 |
-1.0% |
1,629.50 |
High |
1,638.25 |
1,639.50 |
1.25 |
0.1% |
1,645.75 |
Low |
1,609.50 |
1,597.50 |
-12.00 |
-0.7% |
1,596.50 |
Close |
1,610.00 |
1,636.75 |
26.75 |
1.7% |
1,638.50 |
Range |
28.75 |
42.00 |
13.25 |
46.1% |
49.25 |
ATR |
21.50 |
22.96 |
1.46 |
6.8% |
0.00 |
Volume |
2,600,131 |
2,359,119 |
-241,012 |
-9.3% |
12,532,315 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.50 |
1,735.75 |
1,659.75 |
|
R3 |
1,708.50 |
1,693.75 |
1,648.25 |
|
R2 |
1,666.50 |
1,666.50 |
1,644.50 |
|
R1 |
1,651.75 |
1,651.75 |
1,640.50 |
1,659.00 |
PP |
1,624.50 |
1,624.50 |
1,624.50 |
1,628.25 |
S1 |
1,609.75 |
1,609.75 |
1,633.00 |
1,617.00 |
S2 |
1,582.50 |
1,582.50 |
1,629.00 |
|
S3 |
1,540.50 |
1,567.75 |
1,625.25 |
|
S4 |
1,498.50 |
1,525.75 |
1,613.75 |
|
|
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 |
1,597.50 |
51.00 |
3.1% |
26.25 |
1.6% |
77% |
False |
True |
2,350,764 |
10 |
1,658.00 |
1,596.50 |
61.50 |
3.8% |
26.00 |
1.6% |
65% |
False |
False |
2,446,262 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
23.50 |
1.4% |
45% |
False |
False |
2,267,443 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.75 |
1.2% |
68% |
False |
False |
1,961,253 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.50 |
1.2% |
68% |
False |
False |
1,946,506 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
18.75 |
1.1% |
77% |
False |
False |
1,675,498 |
100 |
1,685.75 |
1,469.25 |
216.50 |
13.2% |
17.50 |
1.1% |
77% |
False |
False |
1,341,073 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.9% |
17.00 |
1.0% |
84% |
False |
False |
1,117,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.00 |
2.618 |
1,749.50 |
1.618 |
1,707.50 |
1.000 |
1,681.50 |
0.618 |
1,665.50 |
HIGH |
1,639.50 |
0.618 |
1,623.50 |
0.500 |
1,618.50 |
0.382 |
1,613.50 |
LOW |
1,597.50 |
0.618 |
1,571.50 |
1.000 |
1,555.50 |
1.618 |
1,529.50 |
2.618 |
1,487.50 |
4.250 |
1,419.00 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,630.75 |
1,631.25 |
PP |
1,624.50 |
1,625.50 |
S1 |
1,618.50 |
1,620.00 |
|