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 |
6,276.5 |
6,334.5 |
58.0 |
0.9% |
6,335.5 |
High |
6,352.5 |
6,343.0 |
-9.5 |
-0.1% |
6,364.0 |
Low |
6,265.5 |
6,268.0 |
2.5 |
0.0% |
6,160.0 |
Close |
6,324.0 |
6,307.0 |
-17.0 |
-0.3% |
6,266.5 |
Range |
87.0 |
75.0 |
-12.0 |
-13.8% |
204.0 |
ATR |
87.1 |
86.2 |
-0.9 |
-1.0% |
0.0 |
Volume |
162,277 |
134,295 |
-27,982 |
-17.2% |
385,785 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,531.0 |
6,494.0 |
6,348.0 |
|
R3 |
6,456.0 |
6,419.0 |
6,327.5 |
|
R2 |
6,381.0 |
6,381.0 |
6,321.0 |
|
R1 |
6,344.0 |
6,344.0 |
6,314.0 |
6,325.0 |
PP |
6,306.0 |
6,306.0 |
6,306.0 |
6,296.5 |
S1 |
6,269.0 |
6,269.0 |
6,300.0 |
6,250.0 |
S2 |
6,231.0 |
6,231.0 |
6,293.0 |
|
S3 |
6,156.0 |
6,194.0 |
6,286.5 |
|
S4 |
6,081.0 |
6,119.0 |
6,266.0 |
|
|
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 |
6,352.5 |
6,160.0 |
192.5 |
3.1% |
90.0 |
1.4% |
76% |
False |
False |
171,359 |
10 |
6,374.5 |
6,160.0 |
214.5 |
3.4% |
94.0 |
1.5% |
69% |
False |
False |
99,419 |
20 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
91.0 |
1.4% |
22% |
False |
False |
50,992 |
40 |
6,815.0 |
6,160.0 |
655.0 |
10.4% |
65.0 |
1.0% |
22% |
False |
False |
25,681 |
60 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
54.5 |
0.9% |
28% |
False |
False |
17,138 |
80 |
6,815.0 |
6,114.0 |
701.0 |
11.1% |
42.5 |
0.7% |
28% |
False |
False |
12,860 |
100 |
6,815.0 |
6,085.5 |
729.5 |
11.6% |
35.0 |
0.6% |
30% |
False |
False |
10,307 |
120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.1% |
29.0 |
0.5% |
53% |
False |
False |
8,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,662.0 |
2.618 |
6,539.5 |
1.618 |
6,464.5 |
1.000 |
6,418.0 |
0.618 |
6,389.5 |
HIGH |
6,343.0 |
0.618 |
6,314.5 |
0.500 |
6,305.5 |
0.382 |
6,296.5 |
LOW |
6,268.0 |
0.618 |
6,221.5 |
1.000 |
6,193.0 |
1.618 |
6,146.5 |
2.618 |
6,071.5 |
4.250 |
5,949.0 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,306.5 |
6,305.0 |
PP |
6,306.0 |
6,303.5 |
S1 |
6,305.5 |
6,302.0 |
|