Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,384.2 |
1,375.0 |
-9.2 |
-0.7% |
1,389.1 |
High |
1,384.4 |
1,393.5 |
9.1 |
0.7% |
1,422.7 |
Low |
1,366.0 |
1,373.7 |
7.7 |
0.6% |
1,377.9 |
Close |
1,377.0 |
1,391.8 |
14.8 |
1.1% |
1,383.0 |
Range |
18.4 |
19.8 |
1.4 |
7.6% |
44.8 |
ATR |
30.0 |
29.3 |
-0.7 |
-2.4% |
0.0 |
Volume |
482 |
514 |
32 |
6.6% |
5,982 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.7 |
1,438.6 |
1,402.7 |
|
R3 |
1,425.9 |
1,418.8 |
1,397.2 |
|
R2 |
1,406.1 |
1,406.1 |
1,395.4 |
|
R1 |
1,399.0 |
1,399.0 |
1,393.6 |
1,402.6 |
PP |
1,386.3 |
1,386.3 |
1,386.3 |
1,388.1 |
S1 |
1,379.2 |
1,379.2 |
1,390.0 |
1,382.8 |
S2 |
1,366.5 |
1,366.5 |
1,388.2 |
|
S3 |
1,346.7 |
1,359.4 |
1,386.4 |
|
S4 |
1,326.9 |
1,339.6 |
1,380.9 |
|
|
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% |
23.8 |
1.7% |
46% |
False |
False |
661 |
10 |
1,422.7 |
1,366.0 |
56.7 |
4.1% |
25.3 |
1.8% |
46% |
False |
False |
5,847 |
20 |
1,429.4 |
1,336.3 |
93.1 |
6.7% |
31.4 |
2.3% |
60% |
False |
False |
118,637 |
40 |
1,487.2 |
1,335.6 |
151.6 |
10.9% |
31.2 |
2.2% |
37% |
False |
False |
149,534 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
31.7 |
2.3% |
24% |
False |
False |
158,914 |
80 |
1,620.6 |
1,321.5 |
299.1 |
21.5% |
28.9 |
2.1% |
24% |
False |
False |
122,771 |
100 |
1,699.9 |
1,321.5 |
378.4 |
27.2% |
26.5 |
1.9% |
19% |
False |
False |
99,404 |
120 |
1,700.0 |
1,321.5 |
378.5 |
27.2% |
25.3 |
1.8% |
19% |
False |
False |
83,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.7 |
2.618 |
1,445.3 |
1.618 |
1,425.5 |
1.000 |
1,413.3 |
0.618 |
1,405.7 |
HIGH |
1,393.5 |
0.618 |
1,385.9 |
0.500 |
1,383.6 |
0.382 |
1,381.3 |
LOW |
1,373.7 |
0.618 |
1,361.5 |
1.000 |
1,353.9 |
1.618 |
1,341.7 |
2.618 |
1,321.9 |
4.250 |
1,289.6 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,389.1 |
1,387.8 |
PP |
1,386.3 |
1,383.8 |
S1 |
1,383.6 |
1,379.8 |
|