Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,801.0 |
4,813.0 |
12.0 |
0.2% |
4,724.0 |
High |
4,804.0 |
4,842.0 |
38.0 |
0.8% |
4,766.0 |
Low |
4,730.0 |
4,787.0 |
57.0 |
1.2% |
4,621.0 |
Close |
4,784.0 |
4,836.0 |
52.0 |
1.1% |
4,749.0 |
Range |
74.0 |
55.0 |
-19.0 |
-25.7% |
145.0 |
ATR |
54.7 |
55.0 |
0.2 |
0.4% |
0.0 |
Volume |
163,099 |
63,687 |
-99,412 |
-61.0% |
14,708 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,986.7 |
4,966.3 |
4,866.3 |
|
R3 |
4,931.7 |
4,911.3 |
4,851.1 |
|
R2 |
4,876.7 |
4,876.7 |
4,846.1 |
|
R1 |
4,856.3 |
4,856.3 |
4,841.0 |
4,866.5 |
PP |
4,821.7 |
4,821.7 |
4,821.7 |
4,826.8 |
S1 |
4,801.3 |
4,801.3 |
4,831.0 |
4,811.5 |
S2 |
4,766.7 |
4,766.7 |
4,825.9 |
|
S3 |
4,711.7 |
4,746.3 |
4,820.9 |
|
S4 |
4,656.7 |
4,691.3 |
4,805.8 |
|
|
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 |
4,842.0 |
4,621.0 |
221.0 |
4.6% |
68.2 |
1.4% |
97% |
True |
False |
64,624 |
10 |
4,842.0 |
4,621.0 |
221.0 |
4.6% |
51.1 |
1.1% |
97% |
True |
False |
33,145 |
20 |
5,188.0 |
4,621.0 |
567.0 |
11.7% |
48.2 |
1.0% |
38% |
False |
False |
16,798 |
40 |
5,192.0 |
4,621.0 |
571.0 |
11.8% |
27.6 |
0.6% |
38% |
False |
False |
8,416 |
60 |
5,192.0 |
4,621.0 |
571.0 |
11.8% |
23.1 |
0.5% |
38% |
False |
False |
5,623 |
80 |
5,192.0 |
4,621.0 |
571.0 |
11.8% |
18.0 |
0.4% |
38% |
False |
False |
4,229 |
100 |
5,192.0 |
4,621.0 |
571.0 |
11.8% |
14.7 |
0.3% |
38% |
False |
False |
3,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,075.8 |
2.618 |
4,986.0 |
1.618 |
4,931.0 |
1.000 |
4,897.0 |
0.618 |
4,876.0 |
HIGH |
4,842.0 |
0.618 |
4,821.0 |
0.500 |
4,814.5 |
0.382 |
4,808.0 |
LOW |
4,787.0 |
0.618 |
4,753.0 |
1.000 |
4,732.0 |
1.618 |
4,698.0 |
2.618 |
4,643.0 |
4.250 |
4,553.3 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,828.8 |
4,815.7 |
PP |
4,821.7 |
4,795.3 |
S1 |
4,814.5 |
4,775.0 |
|