Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,389.0 |
1,379.5 |
-9.5 |
-0.7% |
1,390.8 |
High |
1,389.0 |
1,395.6 |
6.6 |
0.5% |
1,426.0 |
Low |
1,367.4 |
1,374.8 |
7.4 |
0.5% |
1,379.6 |
Close |
1,379.3 |
1,394.3 |
15.0 |
1.1% |
1,385.4 |
Range |
21.6 |
20.8 |
-0.8 |
-3.7% |
46.4 |
ATR |
29.5 |
28.9 |
-0.6 |
-2.1% |
0.0 |
Volume |
2,482 |
4,328 |
1,846 |
74.4% |
17,005 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.6 |
1,443.3 |
1,405.7 |
|
R3 |
1,429.8 |
1,422.5 |
1,400.0 |
|
R2 |
1,409.0 |
1,409.0 |
1,398.1 |
|
R1 |
1,401.7 |
1,401.7 |
1,396.2 |
1,405.4 |
PP |
1,388.2 |
1,388.2 |
1,388.2 |
1,390.1 |
S1 |
1,380.9 |
1,380.9 |
1,392.4 |
1,384.6 |
S2 |
1,367.4 |
1,367.4 |
1,390.5 |
|
S3 |
1,346.6 |
1,360.1 |
1,388.6 |
|
S4 |
1,325.8 |
1,339.3 |
1,382.9 |
|
|
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% |
25.4 |
1.8% |
46% |
False |
False |
3,670 |
10 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
26.2 |
1.9% |
46% |
False |
False |
5,460 |
20 |
1,431.6 |
1,339.7 |
91.9 |
6.6% |
31.3 |
2.2% |
59% |
False |
False |
6,062 |
40 |
1,490.5 |
1,339.7 |
150.8 |
10.8% |
29.8 |
2.1% |
36% |
False |
False |
5,423 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
30.1 |
2.2% |
23% |
False |
False |
4,735 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.5% |
27.2 |
2.0% |
23% |
False |
False |
4,048 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
24.8 |
1.8% |
18% |
False |
False |
3,662 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
23.5 |
1.7% |
18% |
False |
False |
3,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.0 |
2.618 |
1,450.1 |
1.618 |
1,429.3 |
1.000 |
1,416.4 |
0.618 |
1,408.5 |
HIGH |
1,395.6 |
0.618 |
1,387.7 |
0.500 |
1,385.2 |
0.382 |
1,382.7 |
LOW |
1,374.8 |
0.618 |
1,361.9 |
1.000 |
1,354.0 |
1.618 |
1,341.1 |
2.618 |
1,320.3 |
4.250 |
1,286.4 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,391.3 |
1,390.0 |
PP |
1,388.2 |
1,385.8 |
S1 |
1,385.2 |
1,381.5 |
|