Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,740.0 |
4,724.0 |
-16.0 |
-0.3% |
4,883.0 |
High |
4,745.0 |
4,735.0 |
-10.0 |
-0.2% |
4,903.0 |
Low |
4,695.0 |
4,700.0 |
5.0 |
0.1% |
4,695.0 |
Close |
4,703.0 |
4,729.0 |
26.0 |
0.6% |
4,703.0 |
Range |
50.0 |
35.0 |
-15.0 |
-30.0% |
208.0 |
ATR |
42.5 |
42.0 |
-0.5 |
-1.3% |
0.0 |
Volume |
3,922 |
895 |
-3,027 |
-77.2% |
6,366 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,826.3 |
4,812.7 |
4,748.3 |
|
R3 |
4,791.3 |
4,777.7 |
4,738.6 |
|
R2 |
4,756.3 |
4,756.3 |
4,735.4 |
|
R1 |
4,742.7 |
4,742.7 |
4,732.2 |
4,749.5 |
PP |
4,721.3 |
4,721.3 |
4,721.3 |
4,724.8 |
S1 |
4,707.7 |
4,707.7 |
4,725.8 |
4,714.5 |
S2 |
4,686.3 |
4,686.3 |
4,722.6 |
|
S3 |
4,651.3 |
4,672.7 |
4,719.4 |
|
S4 |
4,616.3 |
4,637.7 |
4,709.8 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,391.0 |
5,255.0 |
4,817.4 |
|
R3 |
5,183.0 |
5,047.0 |
4,760.2 |
|
R2 |
4,975.0 |
4,975.0 |
4,741.1 |
|
R1 |
4,839.0 |
4,839.0 |
4,722.1 |
4,803.0 |
PP |
4,767.0 |
4,767.0 |
4,767.0 |
4,749.0 |
S1 |
4,631.0 |
4,631.0 |
4,683.9 |
4,595.0 |
S2 |
4,559.0 |
4,559.0 |
4,664.9 |
|
S3 |
4,351.0 |
4,423.0 |
4,645.8 |
|
S4 |
4,143.0 |
4,215.0 |
4,588.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,868.0 |
4,695.0 |
173.0 |
3.7% |
35.8 |
0.8% |
20% |
False |
False |
1,337 |
10 |
4,937.0 |
4,695.0 |
242.0 |
5.1% |
28.4 |
0.6% |
14% |
False |
False |
854 |
20 |
5,192.0 |
4,695.0 |
497.0 |
10.5% |
34.4 |
0.7% |
7% |
False |
False |
567 |
40 |
5,192.0 |
4,695.0 |
497.0 |
10.5% |
22.3 |
0.5% |
7% |
False |
False |
296 |
60 |
5,192.0 |
4,695.0 |
497.0 |
10.5% |
17.8 |
0.4% |
7% |
False |
False |
209 |
80 |
5,192.0 |
4,695.0 |
497.0 |
10.5% |
13.6 |
0.3% |
7% |
False |
False |
170 |
100 |
5,192.0 |
4,695.0 |
497.0 |
10.5% |
11.0 |
0.2% |
7% |
False |
False |
138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,883.8 |
2.618 |
4,826.6 |
1.618 |
4,791.6 |
1.000 |
4,770.0 |
0.618 |
4,756.6 |
HIGH |
4,735.0 |
0.618 |
4,721.6 |
0.500 |
4,717.5 |
0.382 |
4,713.4 |
LOW |
4,700.0 |
0.618 |
4,678.4 |
1.000 |
4,665.0 |
1.618 |
4,643.4 |
2.618 |
4,608.4 |
4.250 |
4,551.3 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,725.2 |
4,734.0 |
PP |
4,721.3 |
4,732.3 |
S1 |
4,717.5 |
4,730.7 |
|