Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,386.9 |
1,369.7 |
-17.2 |
-1.2% |
1,380.7 |
High |
1,386.9 |
1,378.0 |
-8.9 |
-0.6% |
1,396.5 |
Low |
1,362.6 |
1,350.6 |
-12.0 |
-0.9% |
1,367.4 |
Close |
1,369.2 |
1,376.3 |
7.1 |
0.5% |
1,389.9 |
Range |
24.3 |
27.4 |
3.1 |
12.8% |
29.1 |
ATR |
26.0 |
26.1 |
0.1 |
0.4% |
0.0 |
Volume |
1,592 |
1,917 |
325 |
20.4% |
21,109 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.5 |
1,440.8 |
1,391.4 |
|
R3 |
1,423.1 |
1,413.4 |
1,383.8 |
|
R2 |
1,395.7 |
1,395.7 |
1,381.3 |
|
R1 |
1,386.0 |
1,386.0 |
1,378.8 |
1,390.9 |
PP |
1,368.3 |
1,368.3 |
1,368.3 |
1,370.7 |
S1 |
1,358.6 |
1,358.6 |
1,373.8 |
1,363.5 |
S2 |
1,340.9 |
1,340.9 |
1,371.3 |
|
S3 |
1,313.5 |
1,331.2 |
1,368.8 |
|
S4 |
1,286.1 |
1,303.8 |
1,361.2 |
|
|
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 |
1,350.6 |
45.9 |
3.3% |
19.3 |
1.4% |
56% |
False |
True |
2,835 |
10 |
1,426.0 |
1,350.6 |
75.4 |
5.5% |
22.4 |
1.6% |
34% |
False |
True |
3,253 |
20 |
1,426.0 |
1,350.6 |
75.4 |
5.5% |
25.8 |
1.9% |
34% |
False |
True |
5,386 |
40 |
1,490.5 |
1,339.7 |
150.8 |
11.0% |
27.5 |
2.0% |
24% |
False |
False |
5,301 |
60 |
1,612.6 |
1,325.0 |
287.6 |
20.9% |
30.6 |
2.2% |
18% |
False |
False |
4,830 |
80 |
1,625.2 |
1,325.0 |
300.2 |
21.8% |
26.8 |
1.9% |
17% |
False |
False |
3,984 |
100 |
1,694.3 |
1,325.0 |
369.3 |
26.8% |
25.1 |
1.8% |
14% |
False |
False |
3,727 |
120 |
1,705.5 |
1,325.0 |
380.5 |
27.6% |
23.6 |
1.7% |
13% |
False |
False |
3,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.5 |
2.618 |
1,449.7 |
1.618 |
1,422.3 |
1.000 |
1,405.4 |
0.618 |
1,394.9 |
HIGH |
1,378.0 |
0.618 |
1,367.5 |
0.500 |
1,364.3 |
0.382 |
1,361.1 |
LOW |
1,350.6 |
0.618 |
1,333.7 |
1.000 |
1,323.2 |
1.618 |
1,306.3 |
2.618 |
1,278.9 |
4.250 |
1,234.2 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,372.3 |
1,374.9 |
PP |
1,368.3 |
1,373.5 |
S1 |
1,364.3 |
1,372.1 |
|