Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,369.7 |
1,351.0 |
-18.7 |
-1.4% |
1,380.7 |
High |
1,378.0 |
1,351.0 |
-27.0 |
-2.0% |
1,396.5 |
Low |
1,350.6 |
1,277.9 |
-72.7 |
-5.4% |
1,367.4 |
Close |
1,376.3 |
1,288.4 |
-87.9 |
-6.4% |
1,389.9 |
Range |
27.4 |
73.1 |
45.7 |
166.8% |
29.1 |
ATR |
26.1 |
31.2 |
5.2 |
19.8% |
0.0 |
Volume |
1,917 |
2,634 |
717 |
37.4% |
21,109 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.1 |
1,479.8 |
1,328.6 |
|
R3 |
1,452.0 |
1,406.7 |
1,308.5 |
|
R2 |
1,378.9 |
1,378.9 |
1,301.8 |
|
R1 |
1,333.6 |
1,333.6 |
1,295.1 |
1,319.7 |
PP |
1,305.8 |
1,305.8 |
1,305.8 |
1,298.8 |
S1 |
1,260.5 |
1,260.5 |
1,281.7 |
1,246.6 |
S2 |
1,232.7 |
1,232.7 |
1,275.0 |
|
S3 |
1,159.6 |
1,187.4 |
1,268.3 |
|
S4 |
1,086.5 |
1,114.3 |
1,248.2 |
|
|
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 |
1,393.9 |
1,277.9 |
116.0 |
9.0% |
29.9 |
2.3% |
9% |
False |
True |
2,615 |
10 |
1,420.3 |
1,277.9 |
142.4 |
11.1% |
26.5 |
2.1% |
7% |
False |
True |
3,247 |
20 |
1,426.0 |
1,277.9 |
148.1 |
11.5% |
26.5 |
2.1% |
7% |
False |
True |
5,074 |
40 |
1,490.5 |
1,277.9 |
212.6 |
16.5% |
29.0 |
2.2% |
5% |
False |
True |
5,259 |
60 |
1,612.6 |
1,277.9 |
334.7 |
26.0% |
31.6 |
2.5% |
3% |
False |
True |
4,789 |
80 |
1,621.8 |
1,277.9 |
343.9 |
26.7% |
27.3 |
2.1% |
3% |
False |
True |
3,999 |
100 |
1,694.3 |
1,277.9 |
416.4 |
32.3% |
25.7 |
2.0% |
3% |
False |
True |
3,730 |
120 |
1,705.5 |
1,277.9 |
427.6 |
33.2% |
24.2 |
1.9% |
2% |
False |
True |
3,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.7 |
2.618 |
1,542.4 |
1.618 |
1,469.3 |
1.000 |
1,424.1 |
0.618 |
1,396.2 |
HIGH |
1,351.0 |
0.618 |
1,323.1 |
0.500 |
1,314.5 |
0.382 |
1,305.8 |
LOW |
1,277.9 |
0.618 |
1,232.7 |
1.000 |
1,204.8 |
1.618 |
1,159.6 |
2.618 |
1,086.5 |
4.250 |
967.2 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,314.5 |
1,332.4 |
PP |
1,305.8 |
1,317.7 |
S1 |
1,297.1 |
1,303.1 |
|