Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,390.9 |
1,387.8 |
-3.1 |
-0.2% |
1,380.7 |
High |
1,396.5 |
1,393.9 |
-2.6 |
-0.2% |
1,396.5 |
Low |
1,376.1 |
1,380.2 |
4.1 |
0.3% |
1,367.4 |
Close |
1,380.1 |
1,389.9 |
9.8 |
0.7% |
1,389.9 |
Range |
20.4 |
13.7 |
-6.7 |
-32.8% |
29.1 |
ATR |
28.3 |
27.3 |
-1.0 |
-3.7% |
0.0 |
Volume |
3,738 |
4,859 |
1,121 |
30.0% |
21,109 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.1 |
1,423.2 |
1,397.4 |
|
R3 |
1,415.4 |
1,409.5 |
1,393.7 |
|
R2 |
1,401.7 |
1,401.7 |
1,392.4 |
|
R1 |
1,395.8 |
1,395.8 |
1,391.2 |
1,398.8 |
PP |
1,388.0 |
1,388.0 |
1,388.0 |
1,389.5 |
S1 |
1,382.1 |
1,382.1 |
1,388.6 |
1,385.1 |
S2 |
1,374.3 |
1,374.3 |
1,387.4 |
|
S3 |
1,360.6 |
1,368.4 |
1,386.1 |
|
S4 |
1,346.9 |
1,354.7 |
1,382.4 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.9 |
1,460.0 |
1,405.9 |
|
R3 |
1,442.8 |
1,430.9 |
1,397.9 |
|
R2 |
1,413.7 |
1,413.7 |
1,395.2 |
|
R1 |
1,401.8 |
1,401.8 |
1,392.6 |
1,407.8 |
PP |
1,384.6 |
1,384.6 |
1,384.6 |
1,387.6 |
S1 |
1,372.7 |
1,372.7 |
1,387.2 |
1,378.7 |
S2 |
1,355.5 |
1,355.5 |
1,384.6 |
|
S3 |
1,326.4 |
1,343.6 |
1,381.9 |
|
S4 |
1,297.3 |
1,314.5 |
1,373.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,396.5 |
1,367.4 |
29.1 |
2.1% |
17.7 |
1.3% |
77% |
False |
False |
4,221 |
10 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
23.0 |
1.7% |
38% |
False |
False |
3,811 |
20 |
1,426.0 |
1,339.7 |
86.3 |
6.2% |
29.6 |
2.1% |
58% |
False |
False |
5,972 |
40 |
1,490.5 |
1,339.7 |
150.8 |
10.8% |
28.4 |
2.0% |
33% |
False |
False |
5,390 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
30.3 |
2.2% |
22% |
False |
False |
4,816 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.6% |
26.8 |
1.9% |
22% |
False |
False |
3,972 |
100 |
1,704.4 |
1,325.0 |
379.4 |
27.3% |
24.9 |
1.8% |
17% |
False |
False |
3,717 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
23.5 |
1.7% |
17% |
False |
False |
3,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.1 |
2.618 |
1,429.8 |
1.618 |
1,416.1 |
1.000 |
1,407.6 |
0.618 |
1,402.4 |
HIGH |
1,393.9 |
0.618 |
1,388.7 |
0.500 |
1,387.1 |
0.382 |
1,385.4 |
LOW |
1,380.2 |
0.618 |
1,371.7 |
1.000 |
1,366.5 |
1.618 |
1,358.0 |
2.618 |
1,344.3 |
4.250 |
1,322.0 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,389.0 |
1,388.5 |
PP |
1,388.0 |
1,387.1 |
S1 |
1,387.1 |
1,385.7 |
|