Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,616.25 |
1,630.75 |
14.50 |
0.9% |
1,623.25 |
High |
1,638.00 |
1,642.50 |
4.50 |
0.3% |
1,639.75 |
Low |
1,612.25 |
1,628.50 |
16.25 |
1.0% |
1,591.00 |
Close |
1,632.75 |
1,636.25 |
3.50 |
0.2% |
1,632.75 |
Range |
25.75 |
14.00 |
-11.75 |
-45.6% |
48.75 |
ATR |
21.04 |
20.53 |
-0.50 |
-2.4% |
0.00 |
Volume |
64,782 |
140,139 |
75,357 |
116.3% |
268,908 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.75 |
1,671.00 |
1,644.00 |
|
R3 |
1,663.75 |
1,657.00 |
1,640.00 |
|
R2 |
1,649.75 |
1,649.75 |
1,638.75 |
|
R1 |
1,643.00 |
1,643.00 |
1,637.50 |
1,646.50 |
PP |
1,635.75 |
1,635.75 |
1,635.75 |
1,637.50 |
S1 |
1,629.00 |
1,629.00 |
1,635.00 |
1,632.50 |
S2 |
1,621.75 |
1,621.75 |
1,633.75 |
|
S3 |
1,607.75 |
1,615.00 |
1,632.50 |
|
S4 |
1,593.75 |
1,601.00 |
1,628.50 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.50 |
1,748.75 |
1,659.50 |
|
R3 |
1,718.75 |
1,700.00 |
1,646.25 |
|
R2 |
1,670.00 |
1,670.00 |
1,641.75 |
|
R1 |
1,651.25 |
1,651.25 |
1,637.25 |
1,660.50 |
PP |
1,621.25 |
1,621.25 |
1,621.25 |
1,625.75 |
S1 |
1,602.50 |
1,602.50 |
1,628.25 |
1,612.00 |
S2 |
1,572.50 |
1,572.50 |
1,623.75 |
|
S3 |
1,523.75 |
1,553.75 |
1,619.25 |
|
S4 |
1,475.00 |
1,505.00 |
1,606.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,642.50 |
1,591.00 |
51.50 |
3.1% |
23.50 |
1.4% |
88% |
True |
False |
72,820 |
10 |
1,666.75 |
1,591.00 |
75.75 |
4.6% |
23.25 |
1.4% |
60% |
False |
False |
49,636 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
21.00 |
1.3% |
51% |
False |
False |
34,008 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.50 |
1.2% |
72% |
False |
False |
23,456 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
18.25 |
1.1% |
72% |
False |
False |
16,499 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
17.00 |
1.0% |
79% |
False |
False |
12,505 |
100 |
1,680.25 |
1,447.50 |
232.75 |
14.2% |
15.50 |
0.9% |
81% |
False |
False |
10,048 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.9% |
14.50 |
0.9% |
86% |
False |
False |
8,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,702.00 |
2.618 |
1,679.25 |
1.618 |
1,665.25 |
1.000 |
1,656.50 |
0.618 |
1,651.25 |
HIGH |
1,642.50 |
0.618 |
1,637.25 |
0.500 |
1,635.50 |
0.382 |
1,633.75 |
LOW |
1,628.50 |
0.618 |
1,619.75 |
1.000 |
1,614.50 |
1.618 |
1,605.75 |
2.618 |
1,591.75 |
4.250 |
1,569.00 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,636.00 |
1,629.75 |
PP |
1,635.75 |
1,623.25 |
S1 |
1,635.50 |
1,616.75 |
|