Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,378.8 |
1,384.2 |
5.4 |
0.4% |
1,389.1 |
High |
1,386.9 |
1,384.4 |
-2.5 |
-0.2% |
1,422.7 |
Low |
1,375.6 |
1,366.0 |
-9.6 |
-0.7% |
1,377.9 |
Close |
1,386.2 |
1,377.0 |
-9.2 |
-0.7% |
1,383.0 |
Range |
11.3 |
18.4 |
7.1 |
62.8% |
44.8 |
ATR |
30.7 |
30.0 |
-0.8 |
-2.4% |
0.0 |
Volume |
367 |
482 |
115 |
31.3% |
5,982 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.0 |
1,422.4 |
1,387.1 |
|
R3 |
1,412.6 |
1,404.0 |
1,382.1 |
|
R2 |
1,394.2 |
1,394.2 |
1,380.4 |
|
R1 |
1,385.6 |
1,385.6 |
1,378.7 |
1,380.7 |
PP |
1,375.8 |
1,375.8 |
1,375.8 |
1,373.4 |
S1 |
1,367.2 |
1,367.2 |
1,375.3 |
1,362.3 |
S2 |
1,357.4 |
1,357.4 |
1,373.6 |
|
S3 |
1,339.0 |
1,348.8 |
1,371.9 |
|
S4 |
1,320.6 |
1,330.4 |
1,366.9 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.9 |
1,500.8 |
1,407.6 |
|
R3 |
1,484.1 |
1,456.0 |
1,395.3 |
|
R2 |
1,439.3 |
1,439.3 |
1,391.2 |
|
R1 |
1,411.2 |
1,411.2 |
1,387.1 |
1,402.9 |
PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.4 |
S1 |
1,366.4 |
1,366.4 |
1,378.9 |
1,358.1 |
S2 |
1,349.7 |
1,349.7 |
1,374.8 |
|
S3 |
1,304.9 |
1,321.6 |
1,370.7 |
|
S4 |
1,260.1 |
1,276.8 |
1,358.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,422.7 |
1,366.0 |
56.7 |
4.1% |
22.7 |
1.7% |
19% |
False |
True |
896 |
10 |
1,422.7 |
1,366.0 |
56.7 |
4.1% |
24.9 |
1.8% |
19% |
False |
True |
22,662 |
20 |
1,444.9 |
1,336.3 |
108.6 |
7.9% |
31.7 |
2.3% |
37% |
False |
False |
127,265 |
40 |
1,487.2 |
1,321.5 |
165.7 |
12.0% |
32.8 |
2.4% |
33% |
False |
False |
160,141 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.6% |
31.7 |
2.3% |
19% |
False |
False |
159,308 |
80 |
1,637.3 |
1,321.5 |
315.8 |
22.9% |
29.1 |
2.1% |
18% |
False |
False |
122,816 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.5% |
26.6 |
1.9% |
15% |
False |
False |
99,422 |
120 |
1,708.2 |
1,321.5 |
386.7 |
28.1% |
25.5 |
1.9% |
14% |
False |
False |
83,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.6 |
2.618 |
1,432.6 |
1.618 |
1,414.2 |
1.000 |
1,402.8 |
0.618 |
1,395.8 |
HIGH |
1,384.4 |
0.618 |
1,377.4 |
0.500 |
1,375.2 |
0.382 |
1,373.0 |
LOW |
1,366.0 |
0.618 |
1,354.6 |
1.000 |
1,347.6 |
1.618 |
1,336.2 |
2.618 |
1,317.8 |
4.250 |
1,287.8 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,376.4 |
1,391.2 |
PP |
1,375.8 |
1,386.5 |
S1 |
1,375.2 |
1,381.7 |
|