Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,618.75 |
1,634.75 |
16.00 |
1.0% |
1,630.75 |
High |
1,641.00 |
1,648.75 |
7.75 |
0.5% |
1,642.50 |
Low |
1,618.00 |
1,632.25 |
14.25 |
0.9% |
1,591.75 |
Close |
1,633.75 |
1,645.25 |
11.50 |
0.7% |
1,618.50 |
Range |
23.00 |
16.50 |
-6.50 |
-28.3% |
50.75 |
ATR |
22.31 |
21.90 |
-0.42 |
-1.9% |
0.00 |
Volume |
2,107,368 |
1,770,819 |
-336,549 |
-16.0% |
3,454,492 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.50 |
1,685.00 |
1,654.25 |
|
R3 |
1,675.00 |
1,668.50 |
1,649.75 |
|
R2 |
1,658.50 |
1,658.50 |
1,648.25 |
|
R1 |
1,652.00 |
1,652.00 |
1,646.75 |
1,655.25 |
PP |
1,642.00 |
1,642.00 |
1,642.00 |
1,643.75 |
S1 |
1,635.50 |
1,635.50 |
1,643.75 |
1,638.75 |
S2 |
1,625.50 |
1,625.50 |
1,642.25 |
|
S3 |
1,609.00 |
1,619.00 |
1,640.75 |
|
S4 |
1,592.50 |
1,602.50 |
1,636.25 |
|
|
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 |
1,648.75 |
1,591.75 |
57.00 |
3.5% |
25.50 |
1.6% |
94% |
True |
False |
1,398,277 |
10 |
1,648.75 |
1,591.00 |
57.75 |
3.5% |
24.25 |
1.5% |
94% |
True |
False |
751,348 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.4% |
24.00 |
1.5% |
61% |
False |
False |
389,088 |
40 |
1,680.25 |
1,543.00 |
137.25 |
8.3% |
19.50 |
1.2% |
74% |
False |
False |
201,232 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.25 |
1.2% |
77% |
False |
False |
136,188 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
18.00 |
1.1% |
83% |
False |
False |
102,397 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
16.25 |
1.0% |
83% |
False |
False |
81,966 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
15.25 |
0.9% |
89% |
False |
False |
68,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.00 |
2.618 |
1,692.00 |
1.618 |
1,675.50 |
1.000 |
1,665.25 |
0.618 |
1,659.00 |
HIGH |
1,648.75 |
0.618 |
1,642.50 |
0.500 |
1,640.50 |
0.382 |
1,638.50 |
LOW |
1,632.25 |
0.618 |
1,622.00 |
1.000 |
1,615.75 |
1.618 |
1,605.50 |
2.618 |
1,589.00 |
4.250 |
1,562.00 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.75 |
1,641.25 |
PP |
1,642.00 |
1,637.00 |
S1 |
1,640.50 |
1,633.00 |
|