Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,348.1 |
1,280.4 |
-67.7 |
-5.0% |
1,390.3 |
High |
1,348.1 |
1,300.0 |
-48.1 |
-3.6% |
1,390.5 |
Low |
1,275.4 |
1,268.9 |
-6.5 |
-0.5% |
1,268.9 |
Close |
1,285.9 |
1,291.6 |
5.7 |
0.4% |
1,291.6 |
Range |
72.7 |
31.1 |
-41.6 |
-57.2% |
121.6 |
ATR |
30.9 |
30.9 |
0.0 |
0.1% |
0.0 |
Volume |
712 |
456 |
-256 |
-36.0% |
1,826 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.1 |
1,367.0 |
1,308.7 |
|
R3 |
1,349.0 |
1,335.9 |
1,300.2 |
|
R2 |
1,317.9 |
1,317.9 |
1,297.3 |
|
R1 |
1,304.8 |
1,304.8 |
1,294.5 |
1,311.4 |
PP |
1,286.8 |
1,286.8 |
1,286.8 |
1,290.1 |
S1 |
1,273.7 |
1,273.7 |
1,288.7 |
1,280.3 |
S2 |
1,255.7 |
1,255.7 |
1,285.9 |
|
S3 |
1,224.6 |
1,242.6 |
1,283.0 |
|
S4 |
1,193.5 |
1,211.5 |
1,274.5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.8 |
1,608.3 |
1,358.5 |
|
R3 |
1,560.2 |
1,486.7 |
1,325.0 |
|
R2 |
1,438.6 |
1,438.6 |
1,313.9 |
|
R1 |
1,365.1 |
1,365.1 |
1,302.7 |
1,341.1 |
PP |
1,317.0 |
1,317.0 |
1,317.0 |
1,305.0 |
S1 |
1,243.5 |
1,243.5 |
1,280.5 |
1,219.5 |
S2 |
1,195.4 |
1,195.4 |
1,269.3 |
|
S3 |
1,073.8 |
1,121.9 |
1,258.2 |
|
S4 |
952.2 |
1,000.3 |
1,224.7 |
|
|
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 |
1,268.9 |
121.6 |
9.4% |
32.1 |
2.5% |
19% |
False |
True |
365 |
10 |
1,393.5 |
1,268.9 |
124.6 |
9.6% |
23.9 |
1.9% |
18% |
False |
True |
373 |
20 |
1,422.7 |
1,268.9 |
153.8 |
11.9% |
25.2 |
1.9% |
15% |
False |
True |
33,051 |
40 |
1,487.2 |
1,268.9 |
218.3 |
16.9% |
29.4 |
2.3% |
10% |
False |
True |
113,491 |
60 |
1,608.3 |
1,268.9 |
339.4 |
26.3% |
33.1 |
2.6% |
7% |
False |
True |
149,597 |
80 |
1,618.3 |
1,268.9 |
349.4 |
27.1% |
28.9 |
2.2% |
6% |
False |
True |
121,979 |
100 |
1,689.1 |
1,268.9 |
420.2 |
32.5% |
27.5 |
2.1% |
5% |
False |
True |
99,105 |
120 |
1,700.0 |
1,268.9 |
431.1 |
33.4% |
25.9 |
2.0% |
5% |
False |
True |
83,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.2 |
2.618 |
1,381.4 |
1.618 |
1,350.3 |
1.000 |
1,331.1 |
0.618 |
1,319.2 |
HIGH |
1,300.0 |
0.618 |
1,288.1 |
0.500 |
1,284.5 |
0.382 |
1,280.8 |
LOW |
1,268.9 |
0.618 |
1,249.7 |
1.000 |
1,237.8 |
1.618 |
1,218.6 |
2.618 |
1,187.5 |
4.250 |
1,136.7 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,289.2 |
1,321.3 |
PP |
1,286.8 |
1,311.4 |
S1 |
1,284.5 |
1,301.5 |
|