Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,622.25 |
1,605.00 |
-17.25 |
-1.1% |
1,623.25 |
High |
1,632.25 |
1,633.50 |
1.25 |
0.1% |
1,639.75 |
Low |
1,603.50 |
1,591.75 |
-11.75 |
-0.7% |
1,591.00 |
Close |
1,604.00 |
1,631.00 |
27.00 |
1.7% |
1,632.75 |
Range |
28.75 |
41.75 |
13.00 |
45.2% |
48.75 |
ATR |
21.14 |
22.61 |
1.47 |
7.0% |
0.00 |
Volume |
423,644 |
851,237 |
427,593 |
100.9% |
268,908 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.00 |
1,729.25 |
1,654.00 |
|
R3 |
1,702.25 |
1,687.50 |
1,642.50 |
|
R2 |
1,660.50 |
1,660.50 |
1,638.75 |
|
R1 |
1,645.75 |
1,645.75 |
1,634.75 |
1,653.00 |
PP |
1,618.75 |
1,618.75 |
1,618.75 |
1,622.50 |
S1 |
1,604.00 |
1,604.00 |
1,627.25 |
1,611.50 |
S2 |
1,577.00 |
1,577.00 |
1,623.25 |
|
S3 |
1,535.25 |
1,562.25 |
1,619.50 |
|
S4 |
1,493.50 |
1,520.50 |
1,608.00 |
|
|
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 |
1,591.75 |
50.75 |
3.1% |
26.25 |
1.6% |
77% |
False |
True |
336,190 |
10 |
1,652.00 |
1,591.00 |
61.00 |
3.7% |
25.75 |
1.6% |
66% |
False |
False |
190,922 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
23.00 |
1.4% |
45% |
False |
False |
105,693 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.25 |
1.2% |
68% |
False |
False |
59,378 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.00 |
1.2% |
68% |
False |
False |
40,979 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
18.00 |
1.1% |
77% |
False |
False |
30,949 |
100 |
1,680.25 |
1,463.50 |
216.75 |
13.3% |
16.00 |
1.0% |
77% |
False |
False |
24,808 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.0% |
15.00 |
0.9% |
84% |
False |
False |
20,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.00 |
2.618 |
1,742.75 |
1.618 |
1,701.00 |
1.000 |
1,675.25 |
0.618 |
1,659.25 |
HIGH |
1,633.50 |
0.618 |
1,617.50 |
0.500 |
1,612.50 |
0.382 |
1,607.75 |
LOW |
1,591.75 |
0.618 |
1,566.00 |
1.000 |
1,550.00 |
1.618 |
1,524.25 |
2.618 |
1,482.50 |
4.250 |
1,414.25 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,625.00 |
1,625.50 |
PP |
1,618.75 |
1,619.75 |
S1 |
1,612.50 |
1,614.00 |
|