Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,631.50 |
1,618.75 |
-12.75 |
-0.8% |
1,630.75 |
High |
1,635.00 |
1,641.00 |
6.00 |
0.4% |
1,642.50 |
Low |
1,617.25 |
1,618.00 |
0.75 |
0.0% |
1,591.75 |
Close |
1,618.50 |
1,633.75 |
15.25 |
0.9% |
1,618.50 |
Range |
17.75 |
23.00 |
5.25 |
29.6% |
50.75 |
ATR |
22.26 |
22.31 |
0.05 |
0.2% |
0.00 |
Volume |
1,838,320 |
2,107,368 |
269,048 |
14.6% |
3,454,492 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.00 |
1,689.75 |
1,646.50 |
|
R3 |
1,677.00 |
1,666.75 |
1,640.00 |
|
R2 |
1,654.00 |
1,654.00 |
1,638.00 |
|
R1 |
1,643.75 |
1,643.75 |
1,635.75 |
1,649.00 |
PP |
1,631.00 |
1,631.00 |
1,631.00 |
1,633.50 |
S1 |
1,620.75 |
1,620.75 |
1,631.75 |
1,626.00 |
S2 |
1,608.00 |
1,608.00 |
1,629.50 |
|
S3 |
1,585.00 |
1,597.75 |
1,627.50 |
|
S4 |
1,562.00 |
1,574.75 |
1,621.00 |
|
|
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 |
1,641.00 |
1,591.75 |
49.25 |
3.0% |
26.50 |
1.6% |
85% |
True |
False |
1,084,344 |
10 |
1,642.50 |
1,591.00 |
51.50 |
3.2% |
25.00 |
1.5% |
83% |
False |
False |
578,582 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
23.50 |
1.4% |
48% |
False |
False |
301,376 |
40 |
1,680.25 |
1,537.50 |
142.75 |
8.7% |
19.50 |
1.2% |
67% |
False |
False |
157,274 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.25 |
1.2% |
70% |
False |
False |
106,687 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
18.00 |
1.1% |
78% |
False |
False |
80,263 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
16.25 |
1.0% |
78% |
False |
False |
64,263 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.0% |
15.00 |
0.9% |
85% |
False |
False |
53,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.75 |
2.618 |
1,701.25 |
1.618 |
1,678.25 |
1.000 |
1,664.00 |
0.618 |
1,655.25 |
HIGH |
1,641.00 |
0.618 |
1,632.25 |
0.500 |
1,629.50 |
0.382 |
1,626.75 |
LOW |
1,618.00 |
0.618 |
1,603.75 |
1.000 |
1,595.00 |
1.618 |
1,580.75 |
2.618 |
1,557.75 |
4.250 |
1,520.25 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,632.25 |
1,628.00 |
PP |
1,631.00 |
1,622.25 |
S1 |
1,629.50 |
1,616.50 |
|