Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,630.75 |
1,636.00 |
5.25 |
0.3% |
1,623.25 |
High |
1,642.50 |
1,636.50 |
-6.00 |
-0.4% |
1,639.75 |
Low |
1,628.50 |
1,615.75 |
-12.75 |
-0.8% |
1,591.00 |
Close |
1,636.25 |
1,621.25 |
-15.00 |
-0.9% |
1,632.75 |
Range |
14.00 |
20.75 |
6.75 |
48.2% |
48.75 |
ATR |
20.53 |
20.55 |
0.02 |
0.1% |
0.00 |
Volume |
140,139 |
201,152 |
61,013 |
43.5% |
268,908 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.75 |
1,674.75 |
1,632.75 |
|
R3 |
1,666.00 |
1,654.00 |
1,627.00 |
|
R2 |
1,645.25 |
1,645.25 |
1,625.00 |
|
R1 |
1,633.25 |
1,633.25 |
1,623.25 |
1,629.00 |
PP |
1,624.50 |
1,624.50 |
1,624.50 |
1,622.25 |
S1 |
1,612.50 |
1,612.50 |
1,619.25 |
1,608.00 |
S2 |
1,603.75 |
1,603.75 |
1,617.50 |
|
S3 |
1,583.00 |
1,591.75 |
1,615.50 |
|
S4 |
1,562.25 |
1,571.00 |
1,609.75 |
|
|
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 |
3.2% |
22.75 |
1.4% |
59% |
False |
False |
104,418 |
10 |
1,655.00 |
1,591.00 |
64.00 |
3.9% |
22.50 |
1.4% |
47% |
False |
False |
67,648 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
21.50 |
1.3% |
34% |
False |
False |
43,164 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
19.00 |
1.2% |
62% |
False |
False |
28,161 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.7% |
18.50 |
1.1% |
62% |
False |
False |
19,773 |
80 |
1,680.25 |
1,470.25 |
210.00 |
13.0% |
17.25 |
1.1% |
72% |
False |
False |
15,016 |
100 |
1,680.25 |
1,449.00 |
231.25 |
14.3% |
15.50 |
1.0% |
74% |
False |
False |
12,060 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.1% |
14.75 |
0.9% |
81% |
False |
False |
10,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.75 |
2.618 |
1,690.75 |
1.618 |
1,670.00 |
1.000 |
1,657.25 |
0.618 |
1,649.25 |
HIGH |
1,636.50 |
0.618 |
1,628.50 |
0.500 |
1,626.00 |
0.382 |
1,623.75 |
LOW |
1,615.75 |
0.618 |
1,603.00 |
1.000 |
1,595.00 |
1.618 |
1,582.25 |
2.618 |
1,561.50 |
4.250 |
1,527.50 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,626.00 |
1,627.50 |
PP |
1,624.50 |
1,625.25 |
S1 |
1,623.00 |
1,623.25 |
|