Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,624.50 |
1,640.75 |
16.25 |
1.0% |
1,636.50 |
High |
1,646.75 |
1,654.50 |
7.75 |
0.5% |
1,648.50 |
Low |
1,624.00 |
1,638.00 |
14.00 |
0.9% |
1,597.50 |
Close |
1,639.75 |
1,651.00 |
11.25 |
0.7% |
1,624.25 |
Range |
22.75 |
16.50 |
-6.25 |
-27.5% |
51.00 |
ATR |
22.59 |
22.15 |
-0.43 |
-1.9% |
0.00 |
Volume |
893,732 |
739,743 |
-153,989 |
-17.2% |
10,411,453 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.25 |
1,690.75 |
1,660.00 |
|
R3 |
1,680.75 |
1,674.25 |
1,655.50 |
|
R2 |
1,664.25 |
1,664.25 |
1,654.00 |
|
R1 |
1,657.75 |
1,657.75 |
1,652.50 |
1,661.00 |
PP |
1,647.75 |
1,647.75 |
1,647.75 |
1,649.50 |
S1 |
1,641.25 |
1,641.25 |
1,649.50 |
1,644.50 |
S2 |
1,631.25 |
1,631.25 |
1,648.00 |
|
S3 |
1,614.75 |
1,624.75 |
1,646.50 |
|
S4 |
1,598.25 |
1,608.25 |
1,642.00 |
|
|
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 |
1,654.50 |
1,597.50 |
57.00 |
3.5% |
25.50 |
1.5% |
94% |
True |
False |
1,526,668 |
10 |
1,654.50 |
1,596.50 |
58.00 |
3.5% |
24.25 |
1.5% |
94% |
True |
False |
1,987,262 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.4% |
24.25 |
1.5% |
61% |
False |
False |
2,121,454 |
40 |
1,685.75 |
1,548.75 |
137.00 |
8.3% |
19.75 |
1.2% |
75% |
False |
False |
1,883,329 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
19.75 |
1.2% |
78% |
False |
False |
1,902,972 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
18.75 |
1.1% |
83% |
False |
False |
1,708,564 |
100 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
17.50 |
1.1% |
83% |
False |
False |
1,367,764 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.8% |
17.00 |
1.0% |
89% |
False |
False |
1,140,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.50 |
2.618 |
1,697.75 |
1.618 |
1,681.25 |
1.000 |
1,671.00 |
0.618 |
1,664.75 |
HIGH |
1,654.50 |
0.618 |
1,648.25 |
0.500 |
1,646.25 |
0.382 |
1,644.25 |
LOW |
1,638.00 |
0.618 |
1,627.75 |
1.000 |
1,621.50 |
1.618 |
1,611.25 |
2.618 |
1,594.75 |
4.250 |
1,568.00 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,649.50 |
1,647.00 |
PP |
1,647.75 |
1,643.00 |
S1 |
1,646.25 |
1,639.00 |
|