Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,379.3 |
1,385.9 |
6.6 |
0.5% |
1,388.8 |
High |
1,386.0 |
1,387.2 |
1.2 |
0.1% |
1,423.3 |
Low |
1,378.5 |
1,364.5 |
-14.0 |
-1.0% |
1,377.1 |
Close |
1,386.0 |
1,377.0 |
-9.0 |
-0.6% |
1,383.0 |
Range |
7.5 |
22.7 |
15.2 |
202.7% |
46.2 |
ATR |
30.5 |
29.9 |
-0.6 |
-1.8% |
0.0 |
Volume |
109,059 |
146,056 |
36,997 |
33.9% |
775,158 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.3 |
1,433.4 |
1,389.5 |
|
R3 |
1,421.6 |
1,410.7 |
1,383.2 |
|
R2 |
1,398.9 |
1,398.9 |
1,381.2 |
|
R1 |
1,388.0 |
1,388.0 |
1,379.1 |
1,382.1 |
PP |
1,376.2 |
1,376.2 |
1,376.2 |
1,373.3 |
S1 |
1,365.3 |
1,365.3 |
1,374.9 |
1,359.4 |
S2 |
1,353.5 |
1,353.5 |
1,372.8 |
|
S3 |
1,330.8 |
1,342.6 |
1,370.8 |
|
S4 |
1,308.1 |
1,319.9 |
1,364.5 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.1 |
1,504.2 |
1,408.4 |
|
R3 |
1,486.9 |
1,458.0 |
1,395.7 |
|
R2 |
1,440.7 |
1,440.7 |
1,391.5 |
|
R1 |
1,411.8 |
1,411.8 |
1,387.2 |
1,403.2 |
PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.1 |
S1 |
1,365.6 |
1,365.6 |
1,378.8 |
1,357.0 |
S2 |
1,348.3 |
1,348.3 |
1,374.5 |
|
S3 |
1,302.1 |
1,319.4 |
1,370.3 |
|
S4 |
1,255.9 |
1,273.2 |
1,357.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,423.3 |
1,364.5 |
58.8 |
4.3% |
23.6 |
1.7% |
21% |
False |
True |
154,193 |
10 |
1,423.3 |
1,364.5 |
58.8 |
4.3% |
25.5 |
1.9% |
21% |
False |
True |
153,207 |
20 |
1,446.0 |
1,338.0 |
108.0 |
7.8% |
31.9 |
2.3% |
36% |
False |
False |
94,836 |
40 |
1,488.5 |
1,323.0 |
165.5 |
12.0% |
32.3 |
2.3% |
33% |
False |
False |
53,190 |
60 |
1,619.3 |
1,323.0 |
296.3 |
21.5% |
30.8 |
2.2% |
18% |
False |
False |
37,188 |
80 |
1,637.2 |
1,323.0 |
314.2 |
22.8% |
28.0 |
2.0% |
17% |
False |
False |
28,845 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.6% |
25.2 |
1.8% |
14% |
False |
False |
23,532 |
120 |
1,710.0 |
1,323.0 |
387.0 |
28.1% |
24.0 |
1.7% |
14% |
False |
False |
19,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.7 |
2.618 |
1,446.6 |
1.618 |
1,423.9 |
1.000 |
1,409.9 |
0.618 |
1,401.2 |
HIGH |
1,387.2 |
0.618 |
1,378.5 |
0.500 |
1,375.9 |
0.382 |
1,373.2 |
LOW |
1,364.5 |
0.618 |
1,350.5 |
1.000 |
1,341.8 |
1.618 |
1,327.8 |
2.618 |
1,305.1 |
4.250 |
1,268.0 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,376.6 |
1,391.1 |
PP |
1,376.2 |
1,386.4 |
S1 |
1,375.9 |
1,381.7 |
|