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 |
1,640.00 |
1,611.00 |
-29.00 |
-1.8% |
1,628.25 |
High |
1,642.25 |
1,612.75 |
-29.50 |
-1.8% |
1,636.00 |
Low |
1,613.25 |
1,567.00 |
-46.25 |
-2.9% |
1,585.50 |
Close |
1,617.25 |
1,577.50 |
-39.75 |
-2.5% |
1,612.30 |
Range |
29.00 |
45.75 |
16.75 |
57.8% |
50.50 |
ATR |
20.78 |
22.89 |
2.10 |
10.1% |
0.00 |
Volume |
1,291 |
3,427 |
2,136 |
165.5% |
2,610 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.00 |
1,696.00 |
1,602.75 |
|
R3 |
1,677.25 |
1,650.25 |
1,590.00 |
|
R2 |
1,631.50 |
1,631.50 |
1,586.00 |
|
R1 |
1,604.50 |
1,604.50 |
1,581.75 |
1,595.00 |
PP |
1,585.75 |
1,585.75 |
1,585.75 |
1,581.00 |
S1 |
1,558.75 |
1,558.75 |
1,573.25 |
1,549.50 |
S2 |
1,540.00 |
1,540.00 |
1,569.00 |
|
S3 |
1,494.25 |
1,513.00 |
1,565.00 |
|
S4 |
1,448.50 |
1,467.25 |
1,552.25 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.75 |
1,738.00 |
1,640.00 |
|
R3 |
1,712.25 |
1,687.50 |
1,626.25 |
|
R2 |
1,661.75 |
1,661.75 |
1,621.50 |
|
R1 |
1,637.00 |
1,637.00 |
1,617.00 |
1,624.25 |
PP |
1,611.25 |
1,611.25 |
1,611.25 |
1,604.75 |
S1 |
1,586.50 |
1,586.50 |
1,607.75 |
1,573.75 |
S2 |
1,560.75 |
1,560.75 |
1,603.00 |
|
S3 |
1,510.25 |
1,536.00 |
1,598.50 |
|
S4 |
1,459.75 |
1,485.50 |
1,584.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,642.25 |
1,567.00 |
75.25 |
4.8% |
25.75 |
1.6% |
14% |
False |
True |
1,515 |
10 |
1,642.25 |
1,567.00 |
75.25 |
4.8% |
25.00 |
1.6% |
14% |
False |
True |
969 |
20 |
1,660.25 |
1,567.00 |
93.25 |
5.9% |
23.50 |
1.5% |
11% |
False |
True |
632 |
40 |
1,670.75 |
1,561.50 |
109.25 |
6.9% |
18.25 |
1.2% |
15% |
False |
False |
442 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.6% |
16.75 |
1.1% |
38% |
False |
False |
341 |
80 |
1,670.75 |
1,473.50 |
197.25 |
12.5% |
15.25 |
1.0% |
53% |
False |
False |
305 |
100 |
1,670.75 |
1,466.00 |
204.75 |
13.0% |
14.25 |
0.9% |
54% |
False |
False |
280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.25 |
2.618 |
1,732.50 |
1.618 |
1,686.75 |
1.000 |
1,658.50 |
0.618 |
1,641.00 |
HIGH |
1,612.75 |
0.618 |
1,595.25 |
0.500 |
1,590.00 |
0.382 |
1,584.50 |
LOW |
1,567.00 |
0.618 |
1,538.75 |
1.000 |
1,521.25 |
1.618 |
1,493.00 |
2.618 |
1,447.25 |
4.250 |
1,372.50 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,590.00 |
1,604.50 |
PP |
1,585.75 |
1,595.50 |
S1 |
1,581.50 |
1,586.50 |
|