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 |
1,611.00 |
1,579.50 |
-31.50 |
-2.0% |
1,612.50 |
High |
1,612.75 |
1,590.25 |
-22.50 |
-1.4% |
1,642.25 |
Low |
1,567.00 |
1,565.00 |
-2.00 |
-0.1% |
1,565.00 |
Close |
1,577.50 |
1,577.50 |
0.00 |
0.0% |
1,577.50 |
Range |
45.75 |
25.25 |
-20.50 |
-44.8% |
77.25 |
ATR |
22.89 |
23.06 |
0.17 |
0.7% |
0.00 |
Volume |
3,427 |
6,285 |
2,858 |
83.4% |
13,269 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.25 |
1,640.75 |
1,591.50 |
|
R3 |
1,628.00 |
1,615.50 |
1,584.50 |
|
R2 |
1,602.75 |
1,602.75 |
1,582.25 |
|
R1 |
1,590.25 |
1,590.25 |
1,579.75 |
1,584.00 |
PP |
1,577.50 |
1,577.50 |
1,577.50 |
1,574.50 |
S1 |
1,565.00 |
1,565.00 |
1,575.25 |
1,558.50 |
S2 |
1,552.25 |
1,552.25 |
1,572.75 |
|
S3 |
1,527.00 |
1,539.75 |
1,570.50 |
|
S4 |
1,501.75 |
1,514.50 |
1,563.50 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.75 |
1,779.25 |
1,620.00 |
|
R3 |
1,749.50 |
1,702.00 |
1,598.75 |
|
R2 |
1,672.25 |
1,672.25 |
1,591.75 |
|
R1 |
1,624.75 |
1,624.75 |
1,584.50 |
1,610.00 |
PP |
1,595.00 |
1,595.00 |
1,595.00 |
1,587.50 |
S1 |
1,547.50 |
1,547.50 |
1,570.50 |
1,532.50 |
S2 |
1,517.75 |
1,517.75 |
1,563.25 |
|
S3 |
1,440.50 |
1,470.25 |
1,556.25 |
|
S4 |
1,363.25 |
1,393.00 |
1,535.00 |
|
|
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 |
1,565.00 |
77.25 |
4.9% |
27.50 |
1.7% |
16% |
False |
True |
2,653 |
10 |
1,642.25 |
1,565.00 |
77.25 |
4.9% |
25.25 |
1.6% |
16% |
False |
True |
1,587 |
20 |
1,660.25 |
1,565.00 |
95.25 |
6.0% |
23.25 |
1.5% |
13% |
False |
True |
918 |
40 |
1,670.75 |
1,561.50 |
109.25 |
6.9% |
18.50 |
1.2% |
15% |
False |
False |
598 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.6% |
17.00 |
1.1% |
38% |
False |
False |
443 |
80 |
1,670.75 |
1,485.00 |
185.75 |
11.8% |
15.25 |
1.0% |
50% |
False |
False |
384 |
100 |
1,670.75 |
1,466.00 |
204.75 |
13.0% |
14.25 |
0.9% |
54% |
False |
False |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.50 |
2.618 |
1,656.25 |
1.618 |
1,631.00 |
1.000 |
1,615.50 |
0.618 |
1,605.75 |
HIGH |
1,590.25 |
0.618 |
1,580.50 |
0.500 |
1,577.50 |
0.382 |
1,574.75 |
LOW |
1,565.00 |
0.618 |
1,549.50 |
1.000 |
1,539.75 |
1.618 |
1,524.25 |
2.618 |
1,499.00 |
4.250 |
1,457.75 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,577.50 |
1,603.50 |
PP |
1,577.50 |
1,595.00 |
S1 |
1,577.50 |
1,586.25 |
|