Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4,813.0 |
4,782.0 |
-31.0 |
-0.6% |
4,724.0 |
High |
4,842.0 |
4,783.0 |
-59.0 |
-1.2% |
4,766.0 |
Low |
4,787.0 |
4,684.0 |
-103.0 |
-2.2% |
4,621.0 |
Close |
4,836.0 |
4,710.0 |
-126.0 |
-2.6% |
4,749.0 |
Range |
55.0 |
99.0 |
44.0 |
80.0% |
145.0 |
ATR |
55.0 |
61.9 |
6.9 |
12.6% |
0.0 |
Volume |
63,687 |
35,451 |
-28,236 |
-44.3% |
14,708 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.7 |
4,965.3 |
4,764.5 |
|
R3 |
4,923.7 |
4,866.3 |
4,737.2 |
|
R2 |
4,824.7 |
4,824.7 |
4,728.2 |
|
R1 |
4,767.3 |
4,767.3 |
4,719.1 |
4,746.5 |
PP |
4,725.7 |
4,725.7 |
4,725.7 |
4,715.3 |
S1 |
4,668.3 |
4,668.3 |
4,700.9 |
4,647.5 |
S2 |
4,626.7 |
4,626.7 |
4,691.9 |
|
S3 |
4,527.7 |
4,569.3 |
4,682.8 |
|
S4 |
4,428.7 |
4,470.3 |
4,655.6 |
|
|
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 |
4,684.0 |
158.0 |
3.4% |
78.6 |
1.7% |
16% |
False |
True |
70,835 |
10 |
4,842.0 |
4,621.0 |
221.0 |
4.7% |
58.0 |
1.2% |
40% |
False |
False |
36,681 |
20 |
5,111.0 |
4,621.0 |
490.0 |
10.4% |
49.9 |
1.1% |
18% |
False |
False |
18,558 |
40 |
5,192.0 |
4,621.0 |
571.0 |
12.1% |
30.1 |
0.6% |
16% |
False |
False |
9,302 |
60 |
5,192.0 |
4,621.0 |
571.0 |
12.1% |
24.6 |
0.5% |
16% |
False |
False |
6,210 |
80 |
5,192.0 |
4,621.0 |
571.0 |
12.1% |
19.2 |
0.4% |
16% |
False |
False |
4,673 |
100 |
5,192.0 |
4,621.0 |
571.0 |
12.1% |
15.6 |
0.3% |
16% |
False |
False |
3,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,203.8 |
2.618 |
5,042.2 |
1.618 |
4,943.2 |
1.000 |
4,882.0 |
0.618 |
4,844.2 |
HIGH |
4,783.0 |
0.618 |
4,745.2 |
0.500 |
4,733.5 |
0.382 |
4,721.8 |
LOW |
4,684.0 |
0.618 |
4,622.8 |
1.000 |
4,585.0 |
1.618 |
4,523.8 |
2.618 |
4,424.8 |
4.250 |
4,263.3 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,733.5 |
4,763.0 |
PP |
4,725.7 |
4,745.3 |
S1 |
4,717.8 |
4,727.7 |
|