Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,368.1 |
1,348.1 |
-20.0 |
-1.5% |
1,378.8 |
High |
1,373.6 |
1,348.1 |
-25.5 |
-1.9% |
1,393.5 |
Low |
1,348.1 |
1,275.4 |
-72.7 |
-5.4% |
1,366.0 |
Close |
1,373.6 |
1,285.9 |
-87.7 |
-6.4% |
1,387.3 |
Range |
25.5 |
72.7 |
47.2 |
185.1% |
27.5 |
ATR |
25.7 |
30.9 |
5.2 |
20.2% |
0.0 |
Volume |
198 |
712 |
514 |
259.6% |
1,911 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.2 |
1,476.3 |
1,325.9 |
|
R3 |
1,448.5 |
1,403.6 |
1,305.9 |
|
R2 |
1,375.8 |
1,375.8 |
1,299.2 |
|
R1 |
1,330.9 |
1,330.9 |
1,292.6 |
1,317.0 |
PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,296.2 |
S1 |
1,258.2 |
1,258.2 |
1,279.2 |
1,244.3 |
S2 |
1,230.4 |
1,230.4 |
1,272.6 |
|
S3 |
1,157.7 |
1,185.5 |
1,265.9 |
|
S4 |
1,085.0 |
1,112.8 |
1,245.9 |
|
|
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 |
1,390.5 |
1,275.4 |
115.1 |
9.0% |
28.2 |
2.2% |
9% |
False |
True |
292 |
10 |
1,416.4 |
1,275.4 |
141.0 |
11.0% |
24.7 |
1.9% |
7% |
False |
True |
444 |
20 |
1,422.7 |
1,275.4 |
147.3 |
11.5% |
25.7 |
2.0% |
7% |
False |
True |
44,064 |
40 |
1,487.2 |
1,275.4 |
211.8 |
16.5% |
29.7 |
2.3% |
5% |
False |
True |
118,412 |
60 |
1,609.0 |
1,275.4 |
333.6 |
25.9% |
32.9 |
2.6% |
3% |
False |
True |
152,587 |
80 |
1,618.3 |
1,275.4 |
342.9 |
26.7% |
28.8 |
2.2% |
3% |
False |
True |
122,092 |
100 |
1,689.1 |
1,275.4 |
413.7 |
32.2% |
27.3 |
2.1% |
3% |
False |
True |
99,173 |
120 |
1,700.0 |
1,275.4 |
424.6 |
33.0% |
25.7 |
2.0% |
2% |
False |
True |
83,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,657.1 |
2.618 |
1,538.4 |
1.618 |
1,465.7 |
1.000 |
1,420.8 |
0.618 |
1,393.0 |
HIGH |
1,348.1 |
0.618 |
1,320.3 |
0.500 |
1,311.8 |
0.382 |
1,303.2 |
LOW |
1,275.4 |
0.618 |
1,230.5 |
1.000 |
1,202.7 |
1.618 |
1,157.8 |
2.618 |
1,085.1 |
4.250 |
966.4 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,311.8 |
1,329.5 |
PP |
1,303.1 |
1,314.9 |
S1 |
1,294.5 |
1,300.4 |
|