Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,392.8 |
1,386.9 |
-5.9 |
-0.4% |
1,380.7 |
High |
1,393.5 |
1,386.9 |
-6.6 |
-0.5% |
1,396.5 |
Low |
1,382.6 |
1,362.6 |
-20.0 |
-1.4% |
1,367.4 |
Close |
1,385.4 |
1,369.2 |
-16.2 |
-1.2% |
1,389.9 |
Range |
10.9 |
24.3 |
13.4 |
122.9% |
29.1 |
ATR |
26.1 |
26.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,073 |
1,592 |
-481 |
-23.2% |
21,109 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.8 |
1,431.8 |
1,382.6 |
|
R3 |
1,421.5 |
1,407.5 |
1,375.9 |
|
R2 |
1,397.2 |
1,397.2 |
1,373.7 |
|
R1 |
1,383.2 |
1,383.2 |
1,371.4 |
1,378.1 |
PP |
1,372.9 |
1,372.9 |
1,372.9 |
1,370.3 |
S1 |
1,358.9 |
1,358.9 |
1,367.0 |
1,353.8 |
S2 |
1,348.6 |
1,348.6 |
1,364.7 |
|
S3 |
1,324.3 |
1,334.6 |
1,362.5 |
|
S4 |
1,300.0 |
1,310.3 |
1,355.8 |
|
|
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 |
1,362.6 |
33.9 |
2.5% |
18.0 |
1.3% |
19% |
False |
True |
3,318 |
10 |
1,426.0 |
1,362.6 |
63.4 |
4.6% |
21.1 |
1.5% |
10% |
False |
True |
3,502 |
20 |
1,426.0 |
1,356.6 |
69.4 |
5.1% |
26.4 |
1.9% |
18% |
False |
False |
5,746 |
40 |
1,490.5 |
1,339.7 |
150.8 |
11.0% |
27.5 |
2.0% |
20% |
False |
False |
5,323 |
60 |
1,618.0 |
1,325.0 |
293.0 |
21.4% |
30.5 |
2.2% |
15% |
False |
False |
4,835 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.9% |
26.7 |
1.9% |
15% |
False |
False |
3,970 |
100 |
1,694.3 |
1,325.0 |
369.3 |
27.0% |
25.0 |
1.8% |
12% |
False |
False |
3,728 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.8% |
23.5 |
1.7% |
12% |
False |
False |
3,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.2 |
2.618 |
1,450.5 |
1.618 |
1,426.2 |
1.000 |
1,411.2 |
0.618 |
1,401.9 |
HIGH |
1,386.9 |
0.618 |
1,377.6 |
0.500 |
1,374.8 |
0.382 |
1,371.9 |
LOW |
1,362.6 |
0.618 |
1,347.6 |
1.000 |
1,338.3 |
1.618 |
1,323.3 |
2.618 |
1,299.0 |
4.250 |
1,259.3 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,374.8 |
1,378.3 |
PP |
1,372.9 |
1,375.2 |
S1 |
1,371.1 |
1,372.2 |
|