Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,585.50 |
1,583.75 |
-1.75 |
-0.1% |
1,618.75 |
High |
1,597.25 |
1,586.25 |
-11.00 |
-0.7% |
1,649.00 |
Low |
1,570.50 |
1,553.25 |
-17.25 |
-1.1% |
1,570.50 |
Close |
1,584.00 |
1,566.25 |
-17.75 |
-1.1% |
1,584.00 |
Range |
26.75 |
33.00 |
6.25 |
23.4% |
78.50 |
ATR |
24.32 |
24.94 |
0.62 |
2.6% |
0.00 |
Volume |
2,982,380 |
2,848,089 |
-134,291 |
-4.5% |
12,867,200 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.50 |
1,650.00 |
1,584.50 |
|
R3 |
1,634.50 |
1,617.00 |
1,575.25 |
|
R2 |
1,601.50 |
1,601.50 |
1,572.25 |
|
R1 |
1,584.00 |
1,584.00 |
1,569.25 |
1,576.25 |
PP |
1,568.50 |
1,568.50 |
1,568.50 |
1,564.75 |
S1 |
1,551.00 |
1,551.00 |
1,563.25 |
1,543.25 |
S2 |
1,535.50 |
1,535.50 |
1,560.25 |
|
S3 |
1,502.50 |
1,518.00 |
1,557.25 |
|
S4 |
1,469.50 |
1,485.00 |
1,548.00 |
|
|
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 |
1,553.25 |
95.75 |
6.1% |
30.25 |
1.9% |
14% |
False |
True |
2,721,584 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.1% |
28.25 |
1.8% |
14% |
False |
True |
1,902,964 |
20 |
1,666.75 |
1,553.25 |
113.50 |
7.2% |
25.75 |
1.6% |
11% |
False |
True |
976,300 |
40 |
1,680.25 |
1,553.25 |
127.00 |
8.1% |
21.25 |
1.4% |
10% |
False |
True |
495,839 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.9% |
20.50 |
1.3% |
27% |
False |
False |
333,394 |
80 |
1,680.25 |
1,488.25 |
192.00 |
12.3% |
18.75 |
1.2% |
41% |
False |
False |
250,346 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.4% |
17.25 |
1.1% |
46% |
False |
False |
200,331 |
120 |
1,680.25 |
1,415.00 |
265.25 |
16.9% |
15.75 |
1.0% |
57% |
False |
False |
166,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.50 |
2.618 |
1,672.75 |
1.618 |
1,639.75 |
1.000 |
1,619.25 |
0.618 |
1,606.75 |
HIGH |
1,586.25 |
0.618 |
1,573.75 |
0.500 |
1,569.75 |
0.382 |
1,565.75 |
LOW |
1,553.25 |
0.618 |
1,532.75 |
1.000 |
1,520.25 |
1.618 |
1,499.75 |
2.618 |
1,466.75 |
4.250 |
1,413.00 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,569.75 |
1,588.00 |
PP |
1,568.50 |
1,580.75 |
S1 |
1,567.50 |
1,573.50 |
|