Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,375.0 |
1,386.8 |
11.8 |
0.9% |
1,389.1 |
High |
1,393.5 |
1,390.9 |
-2.6 |
-0.2% |
1,422.7 |
Low |
1,373.7 |
1,373.4 |
-0.3 |
0.0% |
1,377.9 |
Close |
1,391.8 |
1,377.6 |
-14.2 |
-1.0% |
1,383.0 |
Range |
19.8 |
17.5 |
-2.3 |
-11.6% |
44.8 |
ATR |
29.3 |
28.5 |
-0.8 |
-2.7% |
0.0 |
Volume |
514 |
458 |
-56 |
-10.9% |
5,982 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.1 |
1,422.9 |
1,387.2 |
|
R3 |
1,415.6 |
1,405.4 |
1,382.4 |
|
R2 |
1,398.1 |
1,398.1 |
1,380.8 |
|
R1 |
1,387.9 |
1,387.9 |
1,379.2 |
1,384.3 |
PP |
1,380.6 |
1,380.6 |
1,380.6 |
1,378.8 |
S1 |
1,370.4 |
1,370.4 |
1,376.0 |
1,366.8 |
S2 |
1,363.1 |
1,363.1 |
1,374.4 |
|
S3 |
1,345.6 |
1,352.9 |
1,372.8 |
|
S4 |
1,328.1 |
1,335.4 |
1,368.0 |
|
|
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 |
1,416.4 |
1,366.0 |
50.4 |
3.7% |
21.1 |
1.5% |
23% |
False |
False |
596 |
10 |
1,422.7 |
1,366.0 |
56.7 |
4.1% |
24.1 |
1.7% |
20% |
False |
False |
1,380 |
20 |
1,422.7 |
1,336.3 |
86.4 |
6.3% |
30.2 |
2.2% |
48% |
False |
False |
107,170 |
40 |
1,487.2 |
1,335.6 |
151.6 |
11.0% |
30.9 |
2.2% |
28% |
False |
False |
143,163 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.5% |
31.8 |
2.3% |
19% |
False |
False |
158,465 |
80 |
1,620.6 |
1,321.5 |
299.1 |
21.7% |
28.9 |
2.1% |
19% |
False |
False |
122,637 |
100 |
1,699.9 |
1,321.5 |
378.4 |
27.5% |
26.5 |
1.9% |
15% |
False |
False |
99,357 |
120 |
1,700.0 |
1,321.5 |
378.5 |
27.5% |
25.4 |
1.8% |
15% |
False |
False |
83,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.3 |
2.618 |
1,436.7 |
1.618 |
1,419.2 |
1.000 |
1,408.4 |
0.618 |
1,401.7 |
HIGH |
1,390.9 |
0.618 |
1,384.2 |
0.500 |
1,382.2 |
0.382 |
1,380.1 |
LOW |
1,373.4 |
0.618 |
1,362.6 |
1.000 |
1,355.9 |
1.618 |
1,345.1 |
2.618 |
1,327.6 |
4.250 |
1,299.0 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,382.2 |
1,379.8 |
PP |
1,380.6 |
1,379.0 |
S1 |
1,379.1 |
1,378.3 |
|