Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,652.50 |
1,627.25 |
-25.25 |
-1.5% |
1,636.50 |
High |
1,655.00 |
1,628.75 |
-26.25 |
-1.6% |
1,648.50 |
Low |
1,626.25 |
1,583.75 |
-42.50 |
-2.6% |
1,597.50 |
Close |
1,629.50 |
1,590.50 |
-39.00 |
-2.4% |
1,624.25 |
Range |
28.75 |
45.00 |
16.25 |
56.5% |
51.00 |
ATR |
22.62 |
24.28 |
1.65 |
7.3% |
0.00 |
Volume |
589,660 |
639,744 |
50,084 |
8.5% |
10,411,453 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.00 |
1,708.25 |
1,615.25 |
|
R3 |
1,691.00 |
1,663.25 |
1,603.00 |
|
R2 |
1,646.00 |
1,646.00 |
1,598.75 |
|
R1 |
1,618.25 |
1,618.25 |
1,594.50 |
1,609.50 |
PP |
1,601.00 |
1,601.00 |
1,601.00 |
1,596.75 |
S1 |
1,573.25 |
1,573.25 |
1,586.50 |
1,564.50 |
S2 |
1,556.00 |
1,556.00 |
1,582.25 |
|
S3 |
1,511.00 |
1,528.25 |
1,578.00 |
|
S4 |
1,466.00 |
1,483.25 |
1,565.75 |
|
|
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 |
1,583.75 |
71.25 |
4.5% |
26.00 |
1.6% |
9% |
False |
True |
780,699 |
10 |
1,655.00 |
1,583.75 |
71.25 |
4.5% |
26.25 |
1.6% |
9% |
False |
True |
1,565,731 |
20 |
1,672.75 |
1,583.75 |
89.00 |
5.6% |
25.25 |
1.6% |
8% |
False |
True |
1,949,657 |
40 |
1,685.75 |
1,570.75 |
115.00 |
7.2% |
20.50 |
1.3% |
17% |
False |
False |
1,825,814 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.7% |
20.25 |
1.3% |
39% |
False |
False |
1,859,316 |
80 |
1,685.75 |
1,484.25 |
201.50 |
12.7% |
19.00 |
1.2% |
53% |
False |
False |
1,723,421 |
100 |
1,685.75 |
1,476.25 |
209.50 |
13.2% |
18.00 |
1.1% |
55% |
False |
False |
1,380,012 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.5% |
17.50 |
1.1% |
69% |
False |
False |
1,150,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,820.00 |
2.618 |
1,746.50 |
1.618 |
1,701.50 |
1.000 |
1,673.75 |
0.618 |
1,656.50 |
HIGH |
1,628.75 |
0.618 |
1,611.50 |
0.500 |
1,606.25 |
0.382 |
1,601.00 |
LOW |
1,583.75 |
0.618 |
1,556.00 |
1.000 |
1,538.75 |
1.618 |
1,511.00 |
2.618 |
1,466.00 |
4.250 |
1,392.50 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,606.25 |
1,619.50 |
PP |
1,601.00 |
1,609.75 |
S1 |
1,595.75 |
1,600.00 |
|