Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,610.75 |
1,637.75 |
27.00 |
1.7% |
1,636.50 |
High |
1,639.50 |
1,640.75 |
1.25 |
0.1% |
1,648.50 |
Low |
1,597.50 |
1,623.25 |
25.75 |
1.6% |
1,597.50 |
Close |
1,636.75 |
1,624.25 |
-12.50 |
-0.8% |
1,624.25 |
Range |
42.00 |
17.50 |
-24.50 |
-58.3% |
51.00 |
ATR |
22.96 |
22.57 |
-0.39 |
-1.7% |
0.00 |
Volume |
2,359,119 |
1,040,616 |
-1,318,503 |
-55.9% |
10,411,453 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.00 |
1,670.50 |
1,634.00 |
|
R3 |
1,664.50 |
1,653.00 |
1,629.00 |
|
R2 |
1,647.00 |
1,647.00 |
1,627.50 |
|
R1 |
1,635.50 |
1,635.50 |
1,625.75 |
1,632.50 |
PP |
1,629.50 |
1,629.50 |
1,629.50 |
1,628.00 |
S1 |
1,618.00 |
1,618.00 |
1,622.75 |
1,615.00 |
S2 |
1,612.00 |
1,612.00 |
1,621.00 |
|
S3 |
1,594.50 |
1,600.50 |
1,619.50 |
|
S4 |
1,577.00 |
1,583.00 |
1,614.50 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.50 |
1,751.25 |
1,652.25 |
|
R3 |
1,725.50 |
1,700.25 |
1,638.25 |
|
R2 |
1,674.50 |
1,674.50 |
1,633.50 |
|
R1 |
1,649.25 |
1,649.25 |
1,629.00 |
1,636.50 |
PP |
1,623.50 |
1,623.50 |
1,623.50 |
1,617.00 |
S1 |
1,598.25 |
1,598.25 |
1,619.50 |
1,585.50 |
S2 |
1,572.50 |
1,572.50 |
1,615.00 |
|
S3 |
1,521.50 |
1,547.25 |
1,610.25 |
|
S4 |
1,470.50 |
1,496.25 |
1,596.25 |
|
|
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% |
24.75 |
1.5% |
52% |
False |
False |
2,082,290 |
10 |
1,648.50 |
1,596.50 |
52.00 |
3.2% |
24.50 |
1.5% |
53% |
False |
False |
2,294,376 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
23.75 |
1.5% |
31% |
False |
False |
2,223,469 |
40 |
1,685.75 |
1,535.25 |
150.50 |
9.3% |
19.50 |
1.2% |
59% |
False |
False |
1,929,347 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.50 |
1.2% |
60% |
False |
False |
1,933,813 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.9% |
18.75 |
1.2% |
71% |
False |
False |
1,688,457 |
100 |
1,685.75 |
1,475.75 |
210.00 |
12.9% |
17.50 |
1.1% |
71% |
False |
False |
1,351,459 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.1% |
17.00 |
1.0% |
80% |
False |
False |
1,126,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.00 |
2.618 |
1,686.50 |
1.618 |
1,669.00 |
1.000 |
1,658.25 |
0.618 |
1,651.50 |
HIGH |
1,640.75 |
0.618 |
1,634.00 |
0.500 |
1,632.00 |
0.382 |
1,630.00 |
LOW |
1,623.25 |
0.618 |
1,612.50 |
1.000 |
1,605.75 |
1.618 |
1,595.00 |
2.618 |
1,577.50 |
4.250 |
1,549.00 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,632.00 |
1,622.50 |
PP |
1,629.50 |
1,620.75 |
S1 |
1,626.75 |
1,619.00 |
|