Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,640.75 |
1,652.50 |
11.75 |
0.7% |
1,636.50 |
High |
1,654.50 |
1,655.00 |
0.50 |
0.0% |
1,648.50 |
Low |
1,638.00 |
1,626.25 |
-11.75 |
-0.7% |
1,597.50 |
Close |
1,651.00 |
1,629.50 |
-21.50 |
-1.3% |
1,624.25 |
Range |
16.50 |
28.75 |
12.25 |
74.2% |
51.00 |
ATR |
22.15 |
22.62 |
0.47 |
2.1% |
0.00 |
Volume |
739,743 |
589,660 |
-150,083 |
-20.3% |
10,411,453 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.25 |
1,705.00 |
1,645.25 |
|
R3 |
1,694.50 |
1,676.25 |
1,637.50 |
|
R2 |
1,665.75 |
1,665.75 |
1,634.75 |
|
R1 |
1,647.50 |
1,647.50 |
1,632.25 |
1,642.25 |
PP |
1,637.00 |
1,637.00 |
1,637.00 |
1,634.25 |
S1 |
1,618.75 |
1,618.75 |
1,626.75 |
1,613.50 |
S2 |
1,608.25 |
1,608.25 |
1,624.25 |
|
S3 |
1,579.50 |
1,590.00 |
1,621.50 |
|
S4 |
1,550.75 |
1,561.25 |
1,613.75 |
|
|
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 |
1,655.00 |
1,597.50 |
57.50 |
3.5% |
25.50 |
1.6% |
56% |
True |
False |
1,124,574 |
10 |
1,655.00 |
1,596.50 |
58.50 |
3.6% |
24.50 |
1.5% |
56% |
True |
False |
1,781,374 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
25.00 |
1.5% |
37% |
False |
False |
2,066,202 |
40 |
1,685.75 |
1,570.75 |
115.00 |
7.1% |
19.75 |
1.2% |
51% |
False |
False |
1,845,368 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.75 |
1.2% |
64% |
False |
False |
1,875,221 |
80 |
1,685.75 |
1,477.00 |
208.75 |
12.8% |
18.75 |
1.1% |
73% |
False |
False |
1,715,797 |
100 |
1,685.75 |
1,476.25 |
209.50 |
12.9% |
17.75 |
1.1% |
73% |
False |
False |
1,373,642 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.0% |
17.25 |
1.1% |
82% |
False |
False |
1,144,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.25 |
2.618 |
1,730.25 |
1.618 |
1,701.50 |
1.000 |
1,683.75 |
0.618 |
1,672.75 |
HIGH |
1,655.00 |
0.618 |
1,644.00 |
0.500 |
1,640.50 |
0.382 |
1,637.25 |
LOW |
1,626.25 |
0.618 |
1,608.50 |
1.000 |
1,597.50 |
1.618 |
1,579.75 |
2.618 |
1,551.00 |
4.250 |
1,504.00 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,640.50 |
1,639.50 |
PP |
1,637.00 |
1,636.25 |
S1 |
1,633.25 |
1,632.75 |
|