Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,634.75 |
1,646.50 |
11.75 |
0.7% |
1,630.75 |
High |
1,648.75 |
1,649.00 |
0.25 |
0.0% |
1,642.50 |
Low |
1,632.25 |
1,620.25 |
-12.00 |
-0.7% |
1,591.75 |
Close |
1,645.25 |
1,623.75 |
-21.50 |
-1.3% |
1,618.50 |
Range |
16.50 |
28.75 |
12.25 |
74.2% |
50.75 |
ATR |
21.90 |
22.39 |
0.49 |
2.2% |
0.00 |
Volume |
1,770,819 |
2,369,632 |
598,813 |
33.8% |
3,454,492 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.25 |
1,699.25 |
1,639.50 |
|
R3 |
1,688.50 |
1,670.50 |
1,631.75 |
|
R2 |
1,659.75 |
1,659.75 |
1,629.00 |
|
R1 |
1,641.75 |
1,641.75 |
1,626.50 |
1,636.50 |
PP |
1,631.00 |
1,631.00 |
1,631.00 |
1,628.25 |
S1 |
1,613.00 |
1,613.00 |
1,621.00 |
1,607.50 |
S2 |
1,602.25 |
1,602.25 |
1,618.50 |
|
S3 |
1,573.50 |
1,584.25 |
1,615.75 |
|
S4 |
1,544.75 |
1,555.50 |
1,608.00 |
|
|
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 |
1,649.00 |
1,591.75 |
57.25 |
3.5% |
25.50 |
1.6% |
56% |
True |
False |
1,787,475 |
10 |
1,649.00 |
1,591.00 |
58.00 |
3.6% |
24.50 |
1.5% |
56% |
True |
False |
983,099 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
24.75 |
1.5% |
37% |
False |
False |
506,340 |
40 |
1,680.25 |
1,564.50 |
115.75 |
7.1% |
19.50 |
1.2% |
51% |
False |
False |
260,247 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
19.25 |
1.2% |
64% |
False |
False |
175,666 |
80 |
1,680.25 |
1,473.50 |
206.75 |
12.7% |
18.00 |
1.1% |
73% |
False |
False |
132,015 |
100 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
16.50 |
1.0% |
73% |
False |
False |
105,662 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.1% |
15.50 |
1.0% |
82% |
False |
False |
88,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.25 |
2.618 |
1,724.25 |
1.618 |
1,695.50 |
1.000 |
1,677.75 |
0.618 |
1,666.75 |
HIGH |
1,649.00 |
0.618 |
1,638.00 |
0.500 |
1,634.50 |
0.382 |
1,631.25 |
LOW |
1,620.25 |
0.618 |
1,602.50 |
1.000 |
1,591.50 |
1.618 |
1,573.75 |
2.618 |
1,545.00 |
4.250 |
1,498.00 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,634.50 |
1,633.50 |
PP |
1,631.00 |
1,630.25 |
S1 |
1,627.50 |
1,627.00 |
|