Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,383.1 |
1,368.1 |
-15.0 |
-1.1% |
1,378.8 |
High |
1,383.5 |
1,373.6 |
-9.9 |
-0.7% |
1,393.5 |
Low |
1,363.0 |
1,348.1 |
-14.9 |
-1.1% |
1,366.0 |
Close |
1,366.6 |
1,373.6 |
7.0 |
0.5% |
1,387.3 |
Range |
20.5 |
25.5 |
5.0 |
24.4% |
27.5 |
ATR |
25.7 |
25.7 |
0.0 |
-0.1% |
0.0 |
Volume |
346 |
198 |
-148 |
-42.8% |
1,911 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.6 |
1,433.1 |
1,387.6 |
|
R3 |
1,416.1 |
1,407.6 |
1,380.6 |
|
R2 |
1,390.6 |
1,390.6 |
1,378.3 |
|
R1 |
1,382.1 |
1,382.1 |
1,375.9 |
1,386.4 |
PP |
1,365.1 |
1,365.1 |
1,365.1 |
1,367.2 |
S1 |
1,356.6 |
1,356.6 |
1,371.3 |
1,360.9 |
S2 |
1,339.6 |
1,339.6 |
1,368.9 |
|
S3 |
1,314.1 |
1,331.1 |
1,366.6 |
|
S4 |
1,288.6 |
1,305.6 |
1,359.6 |
|
|
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 |
1,390.9 |
1,348.1 |
42.8 |
3.1% |
17.2 |
1.2% |
60% |
False |
True |
241 |
10 |
1,422.7 |
1,348.1 |
74.6 |
5.4% |
20.5 |
1.5% |
34% |
False |
True |
451 |
20 |
1,422.7 |
1,348.1 |
74.6 |
5.4% |
25.1 |
1.8% |
34% |
False |
True |
60,460 |
40 |
1,487.2 |
1,336.3 |
150.9 |
11.0% |
28.4 |
2.1% |
25% |
False |
False |
121,952 |
60 |
1,609.0 |
1,321.5 |
287.5 |
20.9% |
31.9 |
2.3% |
18% |
False |
False |
154,927 |
80 |
1,620.6 |
1,321.5 |
299.1 |
21.8% |
28.3 |
2.1% |
17% |
False |
False |
122,307 |
100 |
1,689.1 |
1,321.5 |
367.6 |
26.8% |
26.6 |
1.9% |
14% |
False |
False |
99,253 |
120 |
1,700.0 |
1,321.5 |
378.5 |
27.6% |
25.2 |
1.8% |
14% |
False |
False |
83,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.0 |
2.618 |
1,440.4 |
1.618 |
1,414.9 |
1.000 |
1,399.1 |
0.618 |
1,389.4 |
HIGH |
1,373.6 |
0.618 |
1,363.9 |
0.500 |
1,360.9 |
0.382 |
1,357.8 |
LOW |
1,348.1 |
0.618 |
1,332.3 |
1.000 |
1,322.6 |
1.618 |
1,306.8 |
2.618 |
1,281.3 |
4.250 |
1,239.7 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,369.4 |
1,372.2 |
PP |
1,365.1 |
1,370.7 |
S1 |
1,360.9 |
1,369.3 |
|