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 |
1,367.3 |
1,351.2 |
-16.1 |
-1.2% |
1,379.3 |
High |
1,376.0 |
1,351.2 |
-24.8 |
-1.8% |
1,394.4 |
Low |
1,348.3 |
1,275.4 |
-72.9 |
-5.4% |
1,364.5 |
Close |
1,374.0 |
1,286.2 |
-87.8 |
-6.4% |
1,387.6 |
Range |
27.7 |
75.8 |
48.1 |
173.6% |
29.9 |
ATR |
26.3 |
31.5 |
5.2 |
19.7% |
0.0 |
Volume |
136,468 |
368,874 |
232,406 |
170.3% |
596,007 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.7 |
1,484.7 |
1,327.9 |
|
R3 |
1,455.9 |
1,408.9 |
1,307.0 |
|
R2 |
1,380.1 |
1,380.1 |
1,300.1 |
|
R1 |
1,333.1 |
1,333.1 |
1,293.1 |
1,318.7 |
PP |
1,304.3 |
1,304.3 |
1,304.3 |
1,297.1 |
S1 |
1,257.3 |
1,257.3 |
1,279.3 |
1,242.9 |
S2 |
1,228.5 |
1,228.5 |
1,272.3 |
|
S3 |
1,152.7 |
1,181.5 |
1,265.4 |
|
S4 |
1,076.9 |
1,105.7 |
1,244.5 |
|
|
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 |
1,391.8 |
1,275.4 |
116.4 |
9.0% |
30.9 |
2.4% |
9% |
False |
True |
162,677 |
10 |
1,417.7 |
1,275.4 |
142.3 |
11.1% |
25.6 |
2.0% |
8% |
False |
True |
150,753 |
20 |
1,423.3 |
1,275.4 |
147.9 |
11.5% |
26.4 |
2.1% |
7% |
False |
True |
138,904 |
40 |
1,488.5 |
1,275.4 |
213.1 |
16.6% |
29.6 |
2.3% |
5% |
False |
True |
77,946 |
60 |
1,610.0 |
1,275.4 |
334.6 |
26.0% |
32.3 |
2.5% |
3% |
False |
True |
54,208 |
80 |
1,619.3 |
1,275.4 |
343.9 |
26.7% |
27.9 |
2.2% |
3% |
False |
True |
41,705 |
100 |
1,687.6 |
1,275.4 |
412.2 |
32.0% |
26.2 |
2.0% |
3% |
False |
True |
33,961 |
120 |
1,702.4 |
1,275.4 |
427.0 |
33.2% |
24.4 |
1.9% |
3% |
False |
True |
28,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,673.4 |
2.618 |
1,549.6 |
1.618 |
1,473.8 |
1.000 |
1,427.0 |
0.618 |
1,398.0 |
HIGH |
1,351.2 |
0.618 |
1,322.2 |
0.500 |
1,313.3 |
0.382 |
1,304.4 |
LOW |
1,275.4 |
0.618 |
1,228.6 |
1.000 |
1,199.6 |
1.618 |
1,152.8 |
2.618 |
1,077.0 |
4.250 |
953.3 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,313.3 |
1,330.4 |
PP |
1,304.3 |
1,315.7 |
S1 |
1,295.2 |
1,300.9 |
|