Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,390.3 |
1,383.1 |
-7.2 |
-0.5% |
1,378.8 |
High |
1,390.5 |
1,383.5 |
-7.0 |
-0.5% |
1,393.5 |
Low |
1,380.0 |
1,363.0 |
-17.0 |
-1.2% |
1,366.0 |
Close |
1,382.8 |
1,366.6 |
-16.2 |
-1.2% |
1,387.3 |
Range |
10.5 |
20.5 |
10.0 |
95.2% |
27.5 |
ATR |
26.1 |
25.7 |
-0.4 |
-1.5% |
0.0 |
Volume |
114 |
346 |
232 |
203.5% |
1,911 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.5 |
1,420.1 |
1,377.9 |
|
R3 |
1,412.0 |
1,399.6 |
1,372.2 |
|
R2 |
1,391.5 |
1,391.5 |
1,370.4 |
|
R1 |
1,379.1 |
1,379.1 |
1,368.5 |
1,375.1 |
PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,369.0 |
S1 |
1,358.6 |
1,358.6 |
1,364.7 |
1,354.6 |
S2 |
1,350.5 |
1,350.5 |
1,362.8 |
|
S3 |
1,330.0 |
1,338.1 |
1,361.0 |
|
S4 |
1,309.5 |
1,317.6 |
1,355.3 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.8 |
1,453.5 |
1,402.4 |
|
R3 |
1,437.3 |
1,426.0 |
1,394.9 |
|
R2 |
1,409.8 |
1,409.8 |
1,392.3 |
|
R1 |
1,398.5 |
1,398.5 |
1,389.8 |
1,404.2 |
PP |
1,382.3 |
1,382.3 |
1,382.3 |
1,385.1 |
S1 |
1,371.0 |
1,371.0 |
1,384.8 |
1,376.7 |
S2 |
1,354.8 |
1,354.8 |
1,382.3 |
|
S3 |
1,327.3 |
1,343.5 |
1,379.7 |
|
S4 |
1,299.8 |
1,316.0 |
1,372.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,393.5 |
1,363.0 |
30.5 |
2.2% |
16.0 |
1.2% |
12% |
False |
True |
304 |
10 |
1,422.7 |
1,363.0 |
59.7 |
4.4% |
19.4 |
1.4% |
6% |
False |
True |
600 |
20 |
1,422.7 |
1,353.1 |
69.6 |
5.1% |
25.9 |
1.9% |
19% |
False |
False |
71,701 |
40 |
1,487.2 |
1,336.3 |
150.9 |
11.0% |
28.5 |
2.1% |
20% |
False |
False |
127,345 |
60 |
1,614.5 |
1,321.5 |
293.0 |
21.4% |
31.8 |
2.3% |
15% |
False |
False |
156,567 |
80 |
1,620.6 |
1,321.5 |
299.1 |
21.9% |
28.2 |
2.1% |
15% |
False |
False |
122,356 |
100 |
1,689.1 |
1,321.5 |
367.6 |
26.9% |
26.5 |
1.9% |
12% |
False |
False |
99,293 |
120 |
1,700.0 |
1,321.5 |
378.5 |
27.7% |
25.1 |
1.8% |
12% |
False |
False |
83,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.6 |
2.618 |
1,437.2 |
1.618 |
1,416.7 |
1.000 |
1,404.0 |
0.618 |
1,396.2 |
HIGH |
1,383.5 |
0.618 |
1,375.7 |
0.500 |
1,373.3 |
0.382 |
1,370.8 |
LOW |
1,363.0 |
0.618 |
1,350.3 |
1.000 |
1,342.5 |
1.618 |
1,329.8 |
2.618 |
1,309.3 |
4.250 |
1,275.9 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,373.3 |
1,376.8 |
PP |
1,371.0 |
1,373.4 |
S1 |
1,368.8 |
1,370.0 |
|