Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,620.75 |
1,585.50 |
-35.25 |
-2.2% |
1,618.75 |
High |
1,623.00 |
1,597.25 |
-25.75 |
-1.6% |
1,649.00 |
Low |
1,577.00 |
1,570.50 |
-6.50 |
-0.4% |
1,570.50 |
Close |
1,584.00 |
1,584.00 |
0.00 |
0.0% |
1,584.00 |
Range |
46.00 |
26.75 |
-19.25 |
-41.8% |
78.50 |
ATR |
24.13 |
24.32 |
0.19 |
0.8% |
0.00 |
Volume |
3,637,001 |
2,982,380 |
-654,621 |
-18.0% |
12,867,200 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.25 |
1,650.75 |
1,598.75 |
|
R3 |
1,637.50 |
1,624.00 |
1,591.25 |
|
R2 |
1,610.75 |
1,610.75 |
1,589.00 |
|
R1 |
1,597.25 |
1,597.25 |
1,586.50 |
1,590.50 |
PP |
1,584.00 |
1,584.00 |
1,584.00 |
1,580.50 |
S1 |
1,570.50 |
1,570.50 |
1,581.50 |
1,564.00 |
S2 |
1,557.25 |
1,557.25 |
1,579.00 |
|
S3 |
1,530.50 |
1,543.75 |
1,576.75 |
|
S4 |
1,503.75 |
1,517.00 |
1,569.25 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.75 |
1,788.75 |
1,627.25 |
|
R3 |
1,758.25 |
1,710.25 |
1,605.50 |
|
R2 |
1,679.75 |
1,679.75 |
1,598.50 |
|
R1 |
1,631.75 |
1,631.75 |
1,591.25 |
1,616.50 |
PP |
1,601.25 |
1,601.25 |
1,601.25 |
1,593.50 |
S1 |
1,553.25 |
1,553.25 |
1,576.75 |
1,538.00 |
S2 |
1,522.75 |
1,522.75 |
1,569.50 |
|
S3 |
1,444.25 |
1,474.75 |
1,562.50 |
|
S4 |
1,365.75 |
1,396.25 |
1,540.75 |
|
|
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 |
1,570.50 |
78.50 |
5.0% |
28.25 |
1.8% |
17% |
False |
True |
2,573,440 |
10 |
1,649.00 |
1,570.50 |
78.50 |
5.0% |
26.50 |
1.7% |
17% |
False |
True |
1,632,169 |
20 |
1,666.75 |
1,570.50 |
96.25 |
6.1% |
25.00 |
1.6% |
14% |
False |
True |
834,970 |
40 |
1,680.25 |
1,566.75 |
113.50 |
7.2% |
20.50 |
1.3% |
15% |
False |
False |
424,992 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.8% |
20.00 |
1.3% |
38% |
False |
False |
285,942 |
80 |
1,680.25 |
1,488.25 |
192.00 |
12.1% |
18.50 |
1.2% |
50% |
False |
False |
214,753 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.3% |
17.00 |
1.1% |
54% |
False |
False |
171,851 |
120 |
1,680.25 |
1,372.25 |
308.00 |
19.4% |
15.75 |
1.0% |
69% |
False |
False |
143,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.00 |
2.618 |
1,667.25 |
1.618 |
1,640.50 |
1.000 |
1,624.00 |
0.618 |
1,613.75 |
HIGH |
1,597.25 |
0.618 |
1,587.00 |
0.500 |
1,584.00 |
0.382 |
1,580.75 |
LOW |
1,570.50 |
0.618 |
1,554.00 |
1.000 |
1,543.75 |
1.618 |
1,527.25 |
2.618 |
1,500.50 |
4.250 |
1,456.75 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,584.00 |
1,609.75 |
PP |
1,584.00 |
1,601.25 |
S1 |
1,584.00 |
1,592.50 |
|