Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,655.0 |
4,692.0 |
37.0 |
0.8% |
4,724.0 |
High |
4,668.0 |
4,766.0 |
98.0 |
2.1% |
4,766.0 |
Low |
4,621.0 |
4,692.0 |
71.0 |
1.5% |
4,621.0 |
Close |
4,646.0 |
4,749.0 |
103.0 |
2.2% |
4,749.0 |
Range |
47.0 |
74.0 |
27.0 |
57.4% |
145.0 |
ATR |
45.0 |
50.3 |
5.4 |
11.9% |
0.0 |
Volume |
4,395 |
7,619 |
3,224 |
73.4% |
14,708 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,957.7 |
4,927.3 |
4,789.7 |
|
R3 |
4,883.7 |
4,853.3 |
4,769.4 |
|
R2 |
4,809.7 |
4,809.7 |
4,762.6 |
|
R1 |
4,779.3 |
4,779.3 |
4,755.8 |
4,794.5 |
PP |
4,735.7 |
4,735.7 |
4,735.7 |
4,743.3 |
S1 |
4,705.3 |
4,705.3 |
4,742.2 |
4,720.5 |
S2 |
4,661.7 |
4,661.7 |
4,735.4 |
|
S3 |
4,587.7 |
4,631.3 |
4,728.7 |
|
S4 |
4,513.7 |
4,557.3 |
4,708.3 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,147.0 |
5,093.0 |
4,828.8 |
|
R3 |
5,002.0 |
4,948.0 |
4,788.9 |
|
R2 |
4,857.0 |
4,857.0 |
4,775.6 |
|
R1 |
4,803.0 |
4,803.0 |
4,762.3 |
4,830.0 |
PP |
4,712.0 |
4,712.0 |
4,712.0 |
4,725.5 |
S1 |
4,658.0 |
4,658.0 |
4,735.7 |
4,685.0 |
S2 |
4,567.0 |
4,567.0 |
4,722.4 |
|
S3 |
4,422.0 |
4,513.0 |
4,709.1 |
|
S4 |
4,277.0 |
4,368.0 |
4,669.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,766.0 |
4,621.0 |
145.0 |
3.1% |
46.4 |
1.0% |
88% |
True |
False |
3,726 |
10 |
4,925.0 |
4,621.0 |
304.0 |
6.4% |
38.0 |
0.8% |
42% |
False |
False |
2,112 |
20 |
5,192.0 |
4,621.0 |
571.0 |
12.0% |
38.8 |
0.8% |
22% |
False |
False |
1,250 |
40 |
5,192.0 |
4,621.0 |
571.0 |
12.0% |
24.4 |
0.5% |
22% |
False |
False |
640 |
60 |
5,192.0 |
4,621.0 |
571.0 |
12.0% |
19.4 |
0.4% |
22% |
False |
False |
438 |
80 |
5,192.0 |
4,621.0 |
571.0 |
12.0% |
15.4 |
0.3% |
22% |
False |
False |
343 |
100 |
5,192.0 |
4,621.0 |
571.0 |
12.0% |
12.5 |
0.3% |
22% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,080.5 |
2.618 |
4,959.7 |
1.618 |
4,885.7 |
1.000 |
4,840.0 |
0.618 |
4,811.7 |
HIGH |
4,766.0 |
0.618 |
4,737.7 |
0.500 |
4,729.0 |
0.382 |
4,720.3 |
LOW |
4,692.0 |
0.618 |
4,646.3 |
1.000 |
4,618.0 |
1.618 |
4,572.3 |
2.618 |
4,498.3 |
4.250 |
4,377.5 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,742.3 |
4,730.5 |
PP |
4,735.7 |
4,712.0 |
S1 |
4,729.0 |
4,693.5 |
|