Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,727.0 |
4,801.0 |
74.0 |
1.6% |
4,724.0 |
High |
4,799.0 |
4,804.0 |
5.0 |
0.1% |
4,766.0 |
Low |
4,708.0 |
4,730.0 |
22.0 |
0.5% |
4,621.0 |
Close |
4,792.0 |
4,784.0 |
-8.0 |
-0.2% |
4,749.0 |
Range |
91.0 |
74.0 |
-17.0 |
-18.7% |
145.0 |
ATR |
53.2 |
54.7 |
1.5 |
2.8% |
0.0 |
Volume |
84,321 |
163,099 |
78,778 |
93.4% |
14,708 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.7 |
4,963.3 |
4,824.7 |
|
R3 |
4,920.7 |
4,889.3 |
4,804.4 |
|
R2 |
4,846.7 |
4,846.7 |
4,797.6 |
|
R1 |
4,815.3 |
4,815.3 |
4,790.8 |
4,794.0 |
PP |
4,772.7 |
4,772.7 |
4,772.7 |
4,762.0 |
S1 |
4,741.3 |
4,741.3 |
4,777.2 |
4,720.0 |
S2 |
4,698.7 |
4,698.7 |
4,770.4 |
|
S3 |
4,624.7 |
4,667.3 |
4,763.7 |
|
S4 |
4,550.7 |
4,593.3 |
4,743.3 |
|
|
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 |
4,804.0 |
4,621.0 |
183.0 |
3.8% |
62.4 |
1.3% |
89% |
True |
False |
52,246 |
10 |
4,868.0 |
4,621.0 |
247.0 |
5.2% |
49.1 |
1.0% |
66% |
False |
False |
26,792 |
20 |
5,188.0 |
4,621.0 |
567.0 |
11.9% |
45.4 |
0.9% |
29% |
False |
False |
13,615 |
40 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
27.5 |
0.6% |
29% |
False |
False |
6,824 |
60 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
22.2 |
0.5% |
29% |
False |
False |
4,561 |
80 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
17.5 |
0.4% |
29% |
False |
False |
3,433 |
100 |
5,192.0 |
4,621.0 |
571.0 |
11.9% |
14.1 |
0.3% |
29% |
False |
False |
2,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,118.5 |
2.618 |
4,997.7 |
1.618 |
4,923.7 |
1.000 |
4,878.0 |
0.618 |
4,849.7 |
HIGH |
4,804.0 |
0.618 |
4,775.7 |
0.500 |
4,767.0 |
0.382 |
4,758.3 |
LOW |
4,730.0 |
0.618 |
4,684.3 |
1.000 |
4,656.0 |
1.618 |
4,610.3 |
2.618 |
4,536.3 |
4.250 |
4,415.5 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,778.3 |
4,772.0 |
PP |
4,772.7 |
4,760.0 |
S1 |
4,767.0 |
4,748.0 |
|