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 |
1,390.1 |
1,384.3 |
-5.8 |
-0.4% |
1,379.3 |
High |
1,391.4 |
1,385.4 |
-6.0 |
-0.4% |
1,394.4 |
Low |
1,379.8 |
1,360.2 |
-19.6 |
-1.4% |
1,364.5 |
Close |
1,383.1 |
1,366.9 |
-16.2 |
-1.2% |
1,387.6 |
Range |
11.6 |
25.2 |
13.6 |
117.2% |
29.9 |
ATR |
26.3 |
26.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
78,353 |
128,779 |
50,426 |
64.4% |
596,007 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.4 |
1,431.9 |
1,380.8 |
|
R3 |
1,421.2 |
1,406.7 |
1,373.8 |
|
R2 |
1,396.0 |
1,396.0 |
1,371.5 |
|
R1 |
1,381.5 |
1,381.5 |
1,369.2 |
1,376.2 |
PP |
1,370.8 |
1,370.8 |
1,370.8 |
1,368.2 |
S1 |
1,356.3 |
1,356.3 |
1,364.6 |
1,351.0 |
S2 |
1,345.6 |
1,345.6 |
1,362.3 |
|
S3 |
1,320.4 |
1,331.1 |
1,360.0 |
|
S4 |
1,295.2 |
1,305.9 |
1,353.0 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.9 |
1,459.6 |
1,404.0 |
|
R3 |
1,442.0 |
1,429.7 |
1,395.8 |
|
R2 |
1,412.1 |
1,412.1 |
1,393.1 |
|
R1 |
1,399.8 |
1,399.8 |
1,390.3 |
1,406.0 |
PP |
1,382.2 |
1,382.2 |
1,382.2 |
1,385.2 |
S1 |
1,369.9 |
1,369.9 |
1,384.9 |
1,376.1 |
S2 |
1,352.3 |
1,352.3 |
1,382.1 |
|
S3 |
1,322.4 |
1,340.0 |
1,379.4 |
|
S4 |
1,292.5 |
1,310.1 |
1,371.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,394.4 |
1,360.2 |
34.2 |
2.5% |
16.3 |
1.2% |
20% |
False |
True |
109,604 |
10 |
1,423.3 |
1,360.2 |
63.1 |
4.6% |
20.0 |
1.5% |
11% |
False |
True |
131,899 |
20 |
1,423.3 |
1,354.4 |
68.9 |
5.0% |
26.3 |
1.9% |
18% |
False |
False |
117,010 |
40 |
1,488.5 |
1,338.0 |
150.5 |
11.0% |
28.1 |
2.1% |
19% |
False |
False |
65,731 |
60 |
1,614.7 |
1,323.0 |
291.7 |
21.3% |
31.1 |
2.3% |
15% |
False |
False |
46,047 |
80 |
1,622.0 |
1,323.0 |
299.0 |
21.9% |
27.2 |
2.0% |
15% |
False |
False |
35,463 |
100 |
1,687.6 |
1,323.0 |
364.6 |
26.7% |
25.4 |
1.9% |
12% |
False |
False |
28,944 |
120 |
1,702.4 |
1,323.0 |
379.4 |
27.8% |
23.7 |
1.7% |
12% |
False |
False |
24,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.5 |
2.618 |
1,451.4 |
1.618 |
1,426.2 |
1.000 |
1,410.6 |
0.618 |
1,401.0 |
HIGH |
1,385.4 |
0.618 |
1,375.8 |
0.500 |
1,372.8 |
0.382 |
1,369.8 |
LOW |
1,360.2 |
0.618 |
1,344.6 |
1.000 |
1,335.0 |
1.618 |
1,319.4 |
2.618 |
1,294.2 |
4.250 |
1,253.1 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,372.8 |
1,376.0 |
PP |
1,370.8 |
1,373.0 |
S1 |
1,368.9 |
1,369.9 |
|