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 |
1,351.2 |
1,277.6 |
-73.6 |
-5.4% |
1,390.1 |
High |
1,351.2 |
1,301.7 |
-49.5 |
-3.7% |
1,391.4 |
Low |
1,275.4 |
1,268.7 |
-6.7 |
-0.5% |
1,268.7 |
Close |
1,286.2 |
1,292.0 |
5.8 |
0.5% |
1,292.0 |
Range |
75.8 |
33.0 |
-42.8 |
-56.5% |
122.7 |
ATR |
31.5 |
31.6 |
0.1 |
0.4% |
0.0 |
Volume |
368,874 |
190,154 |
-178,720 |
-48.5% |
902,628 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.5 |
1,372.2 |
1,310.2 |
|
R3 |
1,353.5 |
1,339.2 |
1,301.1 |
|
R2 |
1,320.5 |
1,320.5 |
1,298.1 |
|
R1 |
1,306.2 |
1,306.2 |
1,295.0 |
1,313.4 |
PP |
1,287.5 |
1,287.5 |
1,287.5 |
1,291.0 |
S1 |
1,273.2 |
1,273.2 |
1,289.0 |
1,280.4 |
S2 |
1,254.5 |
1,254.5 |
1,286.0 |
|
S3 |
1,221.5 |
1,240.2 |
1,282.9 |
|
S4 |
1,188.5 |
1,207.2 |
1,273.9 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.5 |
1,611.4 |
1,359.5 |
|
R3 |
1,562.8 |
1,488.7 |
1,325.7 |
|
R2 |
1,440.1 |
1,440.1 |
1,314.5 |
|
R1 |
1,366.0 |
1,366.0 |
1,303.2 |
1,341.7 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,305.2 |
S1 |
1,243.3 |
1,243.3 |
1,280.8 |
1,219.0 |
S2 |
1,194.7 |
1,194.7 |
1,269.5 |
|
S3 |
1,072.0 |
1,120.6 |
1,258.3 |
|
S4 |
949.3 |
997.9 |
1,224.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,391.4 |
1,268.7 |
122.7 |
9.5% |
34.7 |
2.7% |
19% |
False |
True |
180,525 |
10 |
1,394.4 |
1,268.7 |
125.7 |
9.7% |
24.8 |
1.9% |
19% |
False |
True |
149,863 |
20 |
1,423.3 |
1,268.7 |
154.6 |
12.0% |
25.9 |
2.0% |
15% |
False |
True |
147,022 |
40 |
1,488.5 |
1,268.7 |
219.8 |
17.0% |
29.4 |
2.3% |
11% |
False |
True |
82,539 |
60 |
1,608.6 |
1,268.7 |
339.9 |
26.3% |
32.6 |
2.5% |
7% |
False |
True |
57,255 |
80 |
1,619.3 |
1,268.7 |
350.6 |
27.1% |
28.0 |
2.2% |
7% |
False |
True |
44,065 |
100 |
1,687.6 |
1,268.7 |
418.9 |
32.4% |
26.4 |
2.0% |
6% |
False |
True |
35,843 |
120 |
1,702.4 |
1,268.7 |
433.7 |
33.6% |
24.6 |
1.9% |
5% |
False |
True |
30,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.0 |
2.618 |
1,388.1 |
1.618 |
1,355.1 |
1.000 |
1,334.7 |
0.618 |
1,322.1 |
HIGH |
1,301.7 |
0.618 |
1,289.1 |
0.500 |
1,285.2 |
0.382 |
1,281.3 |
LOW |
1,268.7 |
0.618 |
1,248.3 |
1.000 |
1,235.7 |
1.618 |
1,215.3 |
2.618 |
1,182.3 |
4.250 |
1,128.5 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,289.7 |
1,322.4 |
PP |
1,287.5 |
1,312.2 |
S1 |
1,285.2 |
1,302.1 |
|