Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,380.7 |
1,389.0 |
8.3 |
0.6% |
1,390.8 |
High |
1,390.0 |
1,389.0 |
-1.0 |
-0.1% |
1,426.0 |
Low |
1,378.0 |
1,367.4 |
-10.6 |
-0.8% |
1,379.6 |
Close |
1,388.4 |
1,379.3 |
-9.1 |
-0.7% |
1,385.4 |
Range |
12.0 |
21.6 |
9.6 |
80.0% |
46.4 |
ATR |
30.2 |
29.5 |
-0.6 |
-2.0% |
0.0 |
Volume |
5,702 |
2,482 |
-3,220 |
-56.5% |
17,005 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.4 |
1,432.9 |
1,391.2 |
|
R3 |
1,421.8 |
1,411.3 |
1,385.2 |
|
R2 |
1,400.2 |
1,400.2 |
1,383.3 |
|
R1 |
1,389.7 |
1,389.7 |
1,381.3 |
1,384.2 |
PP |
1,378.6 |
1,378.6 |
1,378.6 |
1,375.8 |
S1 |
1,368.1 |
1,368.1 |
1,377.3 |
1,362.6 |
S2 |
1,357.0 |
1,357.0 |
1,375.3 |
|
S3 |
1,335.4 |
1,346.5 |
1,373.4 |
|
S4 |
1,313.8 |
1,324.9 |
1,367.4 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.2 |
1,507.2 |
1,410.9 |
|
R3 |
1,489.8 |
1,460.8 |
1,398.2 |
|
R2 |
1,443.4 |
1,443.4 |
1,393.9 |
|
R1 |
1,414.4 |
1,414.4 |
1,389.7 |
1,405.7 |
PP |
1,397.0 |
1,397.0 |
1,397.0 |
1,392.7 |
S1 |
1,368.0 |
1,368.0 |
1,381.1 |
1,359.3 |
S2 |
1,350.6 |
1,350.6 |
1,376.9 |
|
S3 |
1,304.2 |
1,321.6 |
1,372.6 |
|
S4 |
1,257.8 |
1,275.2 |
1,359.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
24.1 |
1.7% |
20% |
False |
True |
3,687 |
10 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
25.5 |
1.9% |
20% |
False |
True |
6,190 |
20 |
1,447.1 |
1,339.7 |
107.4 |
7.8% |
31.4 |
2.3% |
37% |
False |
False |
6,071 |
40 |
1,490.5 |
1,325.0 |
165.5 |
12.0% |
31.2 |
2.3% |
33% |
False |
False |
5,602 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.5% |
30.0 |
2.2% |
18% |
False |
False |
4,677 |
80 |
1,641.6 |
1,325.0 |
316.6 |
23.0% |
27.4 |
2.0% |
17% |
False |
False |
4,026 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.6% |
24.8 |
1.8% |
14% |
False |
False |
3,627 |
120 |
1,713.4 |
1,325.0 |
388.4 |
28.2% |
23.7 |
1.7% |
14% |
False |
False |
3,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.8 |
2.618 |
1,445.5 |
1.618 |
1,423.9 |
1.000 |
1,410.6 |
0.618 |
1,402.3 |
HIGH |
1,389.0 |
0.618 |
1,380.7 |
0.500 |
1,378.2 |
0.382 |
1,375.7 |
LOW |
1,367.4 |
0.618 |
1,354.1 |
1.000 |
1,345.8 |
1.618 |
1,332.5 |
2.618 |
1,310.9 |
4.250 |
1,275.6 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,378.9 |
1,393.9 |
PP |
1,378.6 |
1,389.0 |
S1 |
1,378.2 |
1,384.2 |
|