Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,605.00 |
1,631.50 |
26.50 |
1.7% |
1,630.75 |
High |
1,633.50 |
1,635.00 |
1.50 |
0.1% |
1,642.50 |
Low |
1,591.75 |
1,617.25 |
25.50 |
1.6% |
1,591.75 |
Close |
1,631.00 |
1,618.50 |
-12.50 |
-0.8% |
1,618.50 |
Range |
41.75 |
17.75 |
-24.00 |
-57.5% |
50.75 |
ATR |
22.61 |
22.26 |
-0.35 |
-1.5% |
0.00 |
Volume |
851,237 |
1,838,320 |
987,083 |
116.0% |
3,454,492 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.75 |
1,665.50 |
1,628.25 |
|
R3 |
1,659.00 |
1,647.75 |
1,623.50 |
|
R2 |
1,641.25 |
1,641.25 |
1,621.75 |
|
R1 |
1,630.00 |
1,630.00 |
1,620.25 |
1,626.75 |
PP |
1,623.50 |
1,623.50 |
1,623.50 |
1,622.00 |
S1 |
1,612.25 |
1,612.25 |
1,616.75 |
1,609.00 |
S2 |
1,605.75 |
1,605.75 |
1,615.25 |
|
S3 |
1,588.00 |
1,594.50 |
1,613.50 |
|
S4 |
1,570.25 |
1,576.75 |
1,608.75 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.75 |
1,745.00 |
1,646.50 |
|
R3 |
1,719.00 |
1,694.25 |
1,632.50 |
|
R2 |
1,668.25 |
1,668.25 |
1,627.75 |
|
R1 |
1,643.50 |
1,643.50 |
1,623.25 |
1,630.50 |
PP |
1,617.50 |
1,617.50 |
1,617.50 |
1,611.00 |
S1 |
1,592.75 |
1,592.75 |
1,613.75 |
1,579.75 |
S2 |
1,566.75 |
1,566.75 |
1,609.25 |
|
S3 |
1,516.00 |
1,542.00 |
1,604.50 |
|
S4 |
1,465.25 |
1,491.25 |
1,590.50 |
|
|
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% |
24.50 |
1.5% |
53% |
False |
False |
690,898 |
10 |
1,642.50 |
1,591.00 |
51.50 |
3.2% |
24.25 |
1.5% |
53% |
False |
False |
372,340 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
23.25 |
1.4% |
31% |
False |
False |
196,581 |
40 |
1,680.25 |
1,530.25 |
150.00 |
9.3% |
19.25 |
1.2% |
59% |
False |
False |
104,781 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
19.00 |
1.2% |
60% |
False |
False |
71,598 |
80 |
1,680.25 |
1,470.25 |
210.00 |
13.0% |
17.75 |
1.1% |
71% |
False |
False |
53,927 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.0% |
16.00 |
1.0% |
71% |
False |
False |
43,191 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.1% |
15.25 |
0.9% |
80% |
False |
False |
36,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.50 |
2.618 |
1,681.50 |
1.618 |
1,663.75 |
1.000 |
1,652.75 |
0.618 |
1,646.00 |
HIGH |
1,635.00 |
0.618 |
1,628.25 |
0.500 |
1,626.00 |
0.382 |
1,624.00 |
LOW |
1,617.25 |
0.618 |
1,606.25 |
1.000 |
1,599.50 |
1.618 |
1,588.50 |
2.618 |
1,570.75 |
4.250 |
1,541.75 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,626.00 |
1,616.75 |
PP |
1,623.50 |
1,615.00 |
S1 |
1,621.00 |
1,613.50 |
|