Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,351.0 |
1,280.1 |
-70.9 |
-5.2% |
1,392.8 |
High |
1,351.0 |
1,303.5 |
-47.5 |
-3.5% |
1,393.5 |
Low |
1,277.9 |
1,270.8 |
-7.1 |
-0.6% |
1,270.8 |
Close |
1,288.4 |
1,294.2 |
5.8 |
0.5% |
1,294.2 |
Range |
73.1 |
32.7 |
-40.4 |
-55.3% |
122.7 |
ATR |
31.2 |
31.4 |
0.1 |
0.3% |
0.0 |
Volume |
2,634 |
10,668 |
8,034 |
305.0% |
18,884 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.6 |
1,373.6 |
1,312.2 |
|
R3 |
1,354.9 |
1,340.9 |
1,303.2 |
|
R2 |
1,322.2 |
1,322.2 |
1,300.2 |
|
R1 |
1,308.2 |
1,308.2 |
1,297.2 |
1,315.2 |
PP |
1,289.5 |
1,289.5 |
1,289.5 |
1,293.0 |
S1 |
1,275.5 |
1,275.5 |
1,291.2 |
1,282.5 |
S2 |
1,256.8 |
1,256.8 |
1,288.2 |
|
S3 |
1,224.1 |
1,242.8 |
1,285.2 |
|
S4 |
1,191.4 |
1,210.1 |
1,276.2 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.6 |
1,613.6 |
1,361.7 |
|
R3 |
1,564.9 |
1,490.9 |
1,327.9 |
|
R2 |
1,442.2 |
1,442.2 |
1,316.7 |
|
R1 |
1,368.2 |
1,368.2 |
1,305.4 |
1,343.9 |
PP |
1,319.5 |
1,319.5 |
1,319.5 |
1,307.3 |
S1 |
1,245.5 |
1,245.5 |
1,283.0 |
1,221.2 |
S2 |
1,196.8 |
1,196.8 |
1,271.7 |
|
S3 |
1,074.1 |
1,122.8 |
1,260.5 |
|
S4 |
951.4 |
1,000.1 |
1,226.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,393.5 |
1,270.8 |
122.7 |
9.5% |
33.7 |
2.6% |
19% |
False |
True |
3,776 |
10 |
1,396.5 |
1,270.8 |
125.7 |
9.7% |
25.7 |
2.0% |
19% |
False |
True |
3,999 |
20 |
1,426.0 |
1,270.8 |
155.2 |
12.0% |
26.1 |
2.0% |
15% |
False |
True |
5,036 |
40 |
1,490.5 |
1,270.8 |
219.7 |
17.0% |
28.8 |
2.2% |
11% |
False |
True |
5,486 |
60 |
1,612.5 |
1,270.8 |
341.7 |
26.4% |
31.9 |
2.5% |
7% |
False |
True |
4,941 |
80 |
1,621.8 |
1,270.8 |
351.0 |
27.1% |
27.5 |
2.1% |
7% |
False |
True |
4,123 |
100 |
1,694.3 |
1,270.8 |
423.5 |
32.7% |
26.0 |
2.0% |
6% |
False |
True |
3,823 |
120 |
1,705.5 |
1,270.8 |
434.7 |
33.6% |
24.4 |
1.9% |
5% |
False |
True |
3,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.5 |
2.618 |
1,389.1 |
1.618 |
1,356.4 |
1.000 |
1,336.2 |
0.618 |
1,323.7 |
HIGH |
1,303.5 |
0.618 |
1,291.0 |
0.500 |
1,287.2 |
0.382 |
1,283.3 |
LOW |
1,270.8 |
0.618 |
1,250.6 |
1.000 |
1,238.1 |
1.618 |
1,217.9 |
2.618 |
1,185.2 |
4.250 |
1,131.8 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,291.9 |
1,324.4 |
PP |
1,289.5 |
1,314.3 |
S1 |
1,287.2 |
1,304.3 |
|