Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,646.50 |
1,620.75 |
-25.75 |
-1.6% |
1,630.75 |
High |
1,649.00 |
1,623.00 |
-26.00 |
-1.6% |
1,642.50 |
Low |
1,620.25 |
1,577.00 |
-43.25 |
-2.7% |
1,591.75 |
Close |
1,623.75 |
1,584.00 |
-39.75 |
-2.4% |
1,618.50 |
Range |
28.75 |
46.00 |
17.25 |
60.0% |
50.75 |
ATR |
22.39 |
24.13 |
1.74 |
7.8% |
0.00 |
Volume |
2,369,632 |
3,637,001 |
1,267,369 |
53.5% |
3,454,492 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.75 |
1,704.25 |
1,609.25 |
|
R3 |
1,686.75 |
1,658.25 |
1,596.75 |
|
R2 |
1,640.75 |
1,640.75 |
1,592.50 |
|
R1 |
1,612.25 |
1,612.25 |
1,588.25 |
1,603.50 |
PP |
1,594.75 |
1,594.75 |
1,594.75 |
1,590.25 |
S1 |
1,566.25 |
1,566.25 |
1,579.75 |
1,557.50 |
S2 |
1,548.75 |
1,548.75 |
1,575.50 |
|
S3 |
1,502.75 |
1,520.25 |
1,571.25 |
|
S4 |
1,456.75 |
1,474.25 |
1,558.75 |
|
|
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 |
1,649.00 |
1,577.00 |
72.00 |
4.5% |
26.50 |
1.7% |
10% |
False |
True |
2,344,628 |
10 |
1,649.00 |
1,577.00 |
72.00 |
4.5% |
26.25 |
1.7% |
10% |
False |
True |
1,340,409 |
20 |
1,666.75 |
1,577.00 |
89.75 |
5.7% |
25.00 |
1.6% |
8% |
False |
True |
687,718 |
40 |
1,680.25 |
1,564.50 |
115.75 |
7.3% |
20.25 |
1.3% |
17% |
False |
False |
350,811 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.8% |
20.00 |
1.3% |
38% |
False |
False |
236,253 |
80 |
1,680.25 |
1,479.00 |
201.25 |
12.7% |
18.50 |
1.2% |
52% |
False |
False |
177,475 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.3% |
17.00 |
1.1% |
54% |
False |
False |
142,027 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.6% |
15.75 |
1.0% |
69% |
False |
False |
118,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.50 |
2.618 |
1,743.50 |
1.618 |
1,697.50 |
1.000 |
1,669.00 |
0.618 |
1,651.50 |
HIGH |
1,623.00 |
0.618 |
1,605.50 |
0.500 |
1,600.00 |
0.382 |
1,594.50 |
LOW |
1,577.00 |
0.618 |
1,548.50 |
1.000 |
1,531.00 |
1.618 |
1,502.50 |
2.618 |
1,456.50 |
4.250 |
1,381.50 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,600.00 |
1,613.00 |
PP |
1,594.75 |
1,603.25 |
S1 |
1,589.25 |
1,593.75 |
|