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 |
6,201.0 |
6,298.0 |
97.0 |
1.6% |
6,335.5 |
High |
6,301.5 |
6,302.5 |
1.0 |
0.0% |
6,364.0 |
Low |
6,160.0 |
6,230.5 |
70.5 |
1.1% |
6,160.0 |
Close |
6,263.5 |
6,266.5 |
3.0 |
0.0% |
6,266.5 |
Range |
141.5 |
72.0 |
-69.5 |
-49.1% |
204.0 |
ATR |
89.3 |
88.0 |
-1.2 |
-1.4% |
0.0 |
Volume |
80,503 |
191,416 |
110,913 |
137.8% |
385,785 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,482.5 |
6,446.5 |
6,306.0 |
|
R3 |
6,410.5 |
6,374.5 |
6,286.5 |
|
R2 |
6,338.5 |
6,338.5 |
6,279.5 |
|
R1 |
6,302.5 |
6,302.5 |
6,273.0 |
6,284.5 |
PP |
6,266.5 |
6,266.5 |
6,266.5 |
6,257.5 |
S1 |
6,230.5 |
6,230.5 |
6,260.0 |
6,212.5 |
S2 |
6,194.5 |
6,194.5 |
6,253.5 |
|
S3 |
6,122.5 |
6,158.5 |
6,246.5 |
|
S4 |
6,050.5 |
6,086.5 |
6,227.0 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,875.5 |
6,775.0 |
6,378.5 |
|
R3 |
6,671.5 |
6,571.0 |
6,322.5 |
|
R2 |
6,467.5 |
6,467.5 |
6,304.0 |
|
R1 |
6,367.0 |
6,367.0 |
6,285.0 |
6,315.0 |
PP |
6,263.5 |
6,263.5 |
6,263.5 |
6,237.5 |
S1 |
6,163.0 |
6,163.0 |
6,248.0 |
6,111.0 |
S2 |
6,059.5 |
6,059.5 |
6,229.0 |
|
S3 |
5,855.5 |
5,959.0 |
6,210.5 |
|
S4 |
5,651.5 |
5,755.0 |
6,154.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,364.0 |
6,160.0 |
204.0 |
3.3% |
92.5 |
1.5% |
52% |
False |
False |
77,157 |
10 |
6,515.0 |
6,160.0 |
355.0 |
5.7% |
97.0 |
1.5% |
30% |
False |
False |
42,181 |
20 |
6,815.0 |
6,160.0 |
655.0 |
10.5% |
88.0 |
1.4% |
16% |
False |
False |
21,846 |
40 |
6,815.0 |
6,160.0 |
655.0 |
10.5% |
62.0 |
1.0% |
16% |
False |
False |
11,062 |
60 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
52.0 |
0.8% |
22% |
False |
False |
7,393 |
80 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
39.5 |
0.6% |
22% |
False |
False |
5,550 |
100 |
6,815.0 |
6,032.5 |
782.5 |
12.5% |
32.5 |
0.5% |
30% |
False |
False |
4,458 |
120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
27.0 |
0.4% |
49% |
False |
False |
3,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,608.5 |
2.618 |
6,491.0 |
1.618 |
6,419.0 |
1.000 |
6,374.5 |
0.618 |
6,347.0 |
HIGH |
6,302.5 |
0.618 |
6,275.0 |
0.500 |
6,266.5 |
0.382 |
6,258.0 |
LOW |
6,230.5 |
0.618 |
6,186.0 |
1.000 |
6,158.5 |
1.618 |
6,114.0 |
2.618 |
6,042.0 |
4.250 |
5,924.5 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,266.5 |
6,258.0 |
PP |
6,266.5 |
6,249.0 |
S1 |
6,266.5 |
6,240.0 |
|