Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,178.08 |
15,078.71 |
-99.37 |
-0.7% |
15,247.81 |
High |
15,205.92 |
15,261.71 |
55.79 |
0.4% |
15,300.64 |
Low |
15,044.80 |
15,078.71 |
33.91 |
0.2% |
14,953.45 |
Close |
15,070.18 |
15,179.85 |
109.67 |
0.7% |
15,070.18 |
Range |
161.12 |
183.00 |
21.88 |
13.6% |
347.19 |
ATR |
168.92 |
170.54 |
1.61 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,722.42 |
15,634.14 |
15,280.50 |
|
R3 |
15,539.42 |
15,451.14 |
15,230.18 |
|
R2 |
15,356.42 |
15,356.42 |
15,213.40 |
|
R1 |
15,268.14 |
15,268.14 |
15,196.63 |
15,312.28 |
PP |
15,173.42 |
15,173.42 |
15,173.42 |
15,195.50 |
S1 |
15,085.14 |
15,085.14 |
15,163.08 |
15,129.28 |
S2 |
14,990.42 |
14,990.42 |
15,146.30 |
|
S3 |
14,807.42 |
14,902.14 |
15,129.53 |
|
S4 |
14,624.42 |
14,719.14 |
15,079.20 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,149.66 |
15,957.11 |
15,261.13 |
|
R3 |
15,802.47 |
15,609.92 |
15,165.66 |
|
R2 |
15,455.28 |
15,455.28 |
15,133.83 |
|
R1 |
15,262.73 |
15,262.73 |
15,102.01 |
15,185.41 |
PP |
15,108.09 |
15,108.09 |
15,108.09 |
15,069.43 |
S1 |
14,915.54 |
14,915.54 |
15,038.35 |
14,838.22 |
S2 |
14,760.90 |
14,760.90 |
15,006.53 |
|
S3 |
14,413.71 |
14,568.35 |
14,974.70 |
|
S4 |
14,066.52 |
14,221.16 |
14,879.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,261.71 |
14,953.45 |
308.26 |
2.0% |
203.60 |
1.3% |
73% |
True |
False |
|
10 |
15,304.98 |
14,844.22 |
460.76 |
3.0% |
194.22 |
1.3% |
73% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
179.52 |
1.2% |
48% |
False |
False |
|
40 |
15,542.40 |
14,457.60 |
1,084.80 |
7.1% |
143.93 |
0.9% |
67% |
False |
False |
|
60 |
15,542.40 |
14,395.00 |
1,147.40 |
7.6% |
139.63 |
0.9% |
68% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
133.93 |
0.9% |
79% |
False |
False |
|
100 |
15,542.40 |
13,779.33 |
1,763.07 |
11.6% |
125.75 |
0.8% |
79% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.5% |
123.14 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,039.46 |
2.618 |
15,740.80 |
1.618 |
15,557.80 |
1.000 |
15,444.71 |
0.618 |
15,374.80 |
HIGH |
15,261.71 |
0.618 |
15,191.80 |
0.500 |
15,170.21 |
0.382 |
15,148.62 |
LOW |
15,078.71 |
0.618 |
14,965.62 |
1.000 |
14,895.71 |
1.618 |
14,782.62 |
2.618 |
14,599.62 |
4.250 |
14,300.96 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,176.64 |
15,155.76 |
PP |
15,173.42 |
15,131.67 |
S1 |
15,170.21 |
15,107.58 |
|