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 |
1,384.3 |
1,367.3 |
-17.0 |
-1.2% |
1,379.3 |
High |
1,385.4 |
1,376.0 |
-9.4 |
-0.7% |
1,394.4 |
Low |
1,360.2 |
1,348.3 |
-11.9 |
-0.9% |
1,364.5 |
Close |
1,366.9 |
1,374.0 |
7.1 |
0.5% |
1,387.6 |
Range |
25.2 |
27.7 |
2.5 |
9.9% |
29.9 |
ATR |
26.2 |
26.3 |
0.1 |
0.4% |
0.0 |
Volume |
128,779 |
136,468 |
7,689 |
6.0% |
596,007 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.2 |
1,439.3 |
1,389.2 |
|
R3 |
1,421.5 |
1,411.6 |
1,381.6 |
|
R2 |
1,393.8 |
1,393.8 |
1,379.1 |
|
R1 |
1,383.9 |
1,383.9 |
1,376.5 |
1,388.9 |
PP |
1,366.1 |
1,366.1 |
1,366.1 |
1,368.6 |
S1 |
1,356.2 |
1,356.2 |
1,371.5 |
1,361.2 |
S2 |
1,338.4 |
1,338.4 |
1,368.9 |
|
S3 |
1,310.7 |
1,328.5 |
1,366.4 |
|
S4 |
1,283.0 |
1,300.8 |
1,358.8 |
|
|
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 |
1,348.3 |
46.1 |
3.4% |
20.0 |
1.5% |
56% |
False |
True |
114,458 |
10 |
1,423.3 |
1,348.3 |
75.0 |
5.5% |
21.2 |
1.5% |
34% |
False |
True |
131,580 |
20 |
1,423.3 |
1,348.3 |
75.0 |
5.5% |
25.6 |
1.9% |
34% |
False |
True |
122,991 |
40 |
1,488.5 |
1,338.0 |
150.5 |
11.0% |
28.2 |
2.1% |
24% |
False |
False |
69,023 |
60 |
1,610.0 |
1,323.0 |
287.0 |
20.9% |
31.2 |
2.3% |
18% |
False |
False |
48,226 |
80 |
1,622.0 |
1,323.0 |
299.0 |
21.8% |
27.3 |
2.0% |
17% |
False |
False |
37,135 |
100 |
1,687.6 |
1,323.0 |
364.6 |
26.5% |
25.5 |
1.9% |
14% |
False |
False |
30,296 |
120 |
1,702.4 |
1,323.0 |
379.4 |
27.6% |
23.8 |
1.7% |
13% |
False |
False |
25,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.7 |
2.618 |
1,448.5 |
1.618 |
1,420.8 |
1.000 |
1,403.7 |
0.618 |
1,393.1 |
HIGH |
1,376.0 |
0.618 |
1,365.4 |
0.500 |
1,362.2 |
0.382 |
1,358.9 |
LOW |
1,348.3 |
0.618 |
1,331.2 |
1.000 |
1,320.6 |
1.618 |
1,303.5 |
2.618 |
1,275.8 |
4.250 |
1,230.6 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,370.1 |
1,372.6 |
PP |
1,366.1 |
1,371.2 |
S1 |
1,362.2 |
1,369.9 |
|