Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,387.8 |
1,392.8 |
5.0 |
0.4% |
1,380.7 |
High |
1,393.9 |
1,393.5 |
-0.4 |
0.0% |
1,396.5 |
Low |
1,380.2 |
1,382.6 |
2.4 |
0.2% |
1,367.4 |
Close |
1,389.9 |
1,385.4 |
-4.5 |
-0.3% |
1,389.9 |
Range |
13.7 |
10.9 |
-2.8 |
-20.4% |
29.1 |
ATR |
27.3 |
26.1 |
-1.2 |
-4.3% |
0.0 |
Volume |
4,859 |
2,073 |
-2,786 |
-57.3% |
21,109 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.9 |
1,413.5 |
1,391.4 |
|
R3 |
1,409.0 |
1,402.6 |
1,388.4 |
|
R2 |
1,398.1 |
1,398.1 |
1,387.4 |
|
R1 |
1,391.7 |
1,391.7 |
1,386.4 |
1,389.5 |
PP |
1,387.2 |
1,387.2 |
1,387.2 |
1,386.0 |
S1 |
1,380.8 |
1,380.8 |
1,384.4 |
1,378.6 |
S2 |
1,376.3 |
1,376.3 |
1,383.4 |
|
S3 |
1,365.4 |
1,369.9 |
1,382.4 |
|
S4 |
1,354.5 |
1,359.0 |
1,379.4 |
|
|
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% |
17.5 |
1.3% |
62% |
False |
False |
3,496 |
10 |
1,426.0 |
1,367.4 |
58.6 |
4.2% |
21.3 |
1.5% |
31% |
False |
False |
3,761 |
20 |
1,426.0 |
1,339.7 |
86.3 |
6.2% |
28.3 |
2.0% |
53% |
False |
False |
5,910 |
40 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
27.7 |
2.0% |
30% |
False |
False |
5,332 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
30.3 |
2.2% |
20% |
False |
False |
4,826 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.7% |
26.6 |
1.9% |
20% |
False |
False |
3,972 |
100 |
1,694.7 |
1,325.0 |
369.7 |
26.7% |
24.9 |
1.8% |
16% |
False |
False |
3,723 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.5% |
23.3 |
1.7% |
16% |
False |
False |
3,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.8 |
2.618 |
1,422.0 |
1.618 |
1,411.1 |
1.000 |
1,404.4 |
0.618 |
1,400.2 |
HIGH |
1,393.5 |
0.618 |
1,389.3 |
0.500 |
1,388.1 |
0.382 |
1,386.8 |
LOW |
1,382.6 |
0.618 |
1,375.9 |
1.000 |
1,371.7 |
1.618 |
1,365.0 |
2.618 |
1,354.1 |
4.250 |
1,336.3 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,388.1 |
1,386.3 |
PP |
1,387.2 |
1,386.0 |
S1 |
1,386.3 |
1,385.7 |
|