Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,636.00 |
1,622.25 |
-13.75 |
-0.8% |
1,623.25 |
High |
1,636.50 |
1,632.25 |
-4.25 |
-0.3% |
1,639.75 |
Low |
1,615.75 |
1,603.50 |
-12.25 |
-0.8% |
1,591.00 |
Close |
1,621.25 |
1,604.00 |
-17.25 |
-1.1% |
1,632.75 |
Range |
20.75 |
28.75 |
8.00 |
38.6% |
48.75 |
ATR |
20.55 |
21.14 |
0.59 |
2.9% |
0.00 |
Volume |
201,152 |
423,644 |
222,492 |
110.6% |
268,908 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.50 |
1,680.50 |
1,619.75 |
|
R3 |
1,670.75 |
1,651.75 |
1,612.00 |
|
R2 |
1,642.00 |
1,642.00 |
1,609.25 |
|
R1 |
1,623.00 |
1,623.00 |
1,606.75 |
1,618.00 |
PP |
1,613.25 |
1,613.25 |
1,613.25 |
1,610.75 |
S1 |
1,594.25 |
1,594.25 |
1,601.25 |
1,589.50 |
S2 |
1,584.50 |
1,584.50 |
1,598.75 |
|
S3 |
1,555.75 |
1,565.50 |
1,596.00 |
|
S4 |
1,527.00 |
1,536.75 |
1,588.25 |
|
|
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% |
23.25 |
1.4% |
25% |
False |
False |
178,724 |
10 |
1,655.00 |
1,591.00 |
64.00 |
4.0% |
23.50 |
1.5% |
20% |
False |
False |
106,848 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.6% |
21.75 |
1.4% |
15% |
False |
False |
63,772 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
19.00 |
1.2% |
51% |
False |
False |
38,445 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
18.75 |
1.2% |
51% |
False |
False |
26,811 |
80 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
17.50 |
1.1% |
64% |
False |
False |
20,311 |
100 |
1,680.25 |
1,460.25 |
220.00 |
13.7% |
15.75 |
1.0% |
65% |
False |
False |
16,296 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.3% |
14.75 |
0.9% |
75% |
False |
False |
13,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.50 |
2.618 |
1,707.50 |
1.618 |
1,678.75 |
1.000 |
1,661.00 |
0.618 |
1,650.00 |
HIGH |
1,632.25 |
0.618 |
1,621.25 |
0.500 |
1,618.00 |
0.382 |
1,614.50 |
LOW |
1,603.50 |
0.618 |
1,585.75 |
1.000 |
1,574.75 |
1.618 |
1,557.00 |
2.618 |
1,528.25 |
4.250 |
1,481.25 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.00 |
1,623.00 |
PP |
1,613.25 |
1,616.75 |
S1 |
1,608.50 |
1,610.25 |
|