Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,379.5 |
1,390.9 |
11.4 |
0.8% |
1,390.8 |
High |
1,395.6 |
1,396.5 |
0.9 |
0.1% |
1,426.0 |
Low |
1,374.8 |
1,376.1 |
1.3 |
0.1% |
1,379.6 |
Close |
1,394.3 |
1,380.1 |
-14.2 |
-1.0% |
1,385.4 |
Range |
20.8 |
20.4 |
-0.4 |
-1.9% |
46.4 |
ATR |
28.9 |
28.3 |
-0.6 |
-2.1% |
0.0 |
Volume |
4,328 |
3,738 |
-590 |
-13.6% |
17,005 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.4 |
1,433.2 |
1,391.3 |
|
R3 |
1,425.0 |
1,412.8 |
1,385.7 |
|
R2 |
1,404.6 |
1,404.6 |
1,383.8 |
|
R1 |
1,392.4 |
1,392.4 |
1,382.0 |
1,388.3 |
PP |
1,384.2 |
1,384.2 |
1,384.2 |
1,382.2 |
S1 |
1,372.0 |
1,372.0 |
1,378.2 |
1,367.9 |
S2 |
1,363.8 |
1,363.8 |
1,376.4 |
|
S3 |
1,343.4 |
1,351.6 |
1,374.5 |
|
S4 |
1,323.0 |
1,331.2 |
1,368.9 |
|
|
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 |
1,420.3 |
1,367.4 |
52.9 |
3.8% |
23.1 |
1.7% |
24% |
False |
False |
3,880 |
10 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
25.3 |
1.8% |
22% |
False |
False |
3,775 |
20 |
1,426.0 |
1,339.7 |
86.3 |
6.3% |
30.2 |
2.2% |
47% |
False |
False |
5,925 |
40 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
29.5 |
2.1% |
27% |
False |
False |
5,354 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.5% |
30.2 |
2.2% |
19% |
False |
False |
4,779 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.8% |
27.2 |
2.0% |
18% |
False |
False |
4,006 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.6% |
24.9 |
1.8% |
14% |
False |
False |
3,673 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.6% |
23.6 |
1.7% |
14% |
False |
False |
3,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.2 |
2.618 |
1,449.9 |
1.618 |
1,429.5 |
1.000 |
1,416.9 |
0.618 |
1,409.1 |
HIGH |
1,396.5 |
0.618 |
1,388.7 |
0.500 |
1,386.3 |
0.382 |
1,383.9 |
LOW |
1,376.1 |
0.618 |
1,363.5 |
1.000 |
1,355.7 |
1.618 |
1,343.1 |
2.618 |
1,322.7 |
4.250 |
1,289.4 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,386.3 |
1,382.0 |
PP |
1,384.2 |
1,381.3 |
S1 |
1,382.2 |
1,380.7 |
|