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 |
15,315.47 |
15,105.51 |
-209.96 |
-1.4% |
15,247.81 |
High |
15,322.07 |
15,105.51 |
-216.56 |
-1.4% |
15,300.64 |
Low |
15,112.11 |
14,732.03 |
-380.08 |
-2.5% |
14,953.45 |
Close |
15,112.19 |
14,758.32 |
-353.87 |
-2.3% |
15,070.18 |
Range |
209.96 |
373.48 |
163.52 |
77.9% |
347.19 |
ATR |
172.67 |
187.49 |
14.82 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,985.73 |
15,745.50 |
14,963.73 |
|
R3 |
15,612.25 |
15,372.02 |
14,861.03 |
|
R2 |
15,238.77 |
15,238.77 |
14,826.79 |
|
R1 |
14,998.54 |
14,998.54 |
14,792.56 |
14,931.92 |
PP |
14,865.29 |
14,865.29 |
14,865.29 |
14,831.97 |
S1 |
14,625.06 |
14,625.06 |
14,724.08 |
14,558.44 |
S2 |
14,491.81 |
14,491.81 |
14,689.85 |
|
S3 |
14,118.33 |
14,251.58 |
14,655.61 |
|
S4 |
13,744.85 |
13,878.10 |
14,552.91 |
|
|
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 |
15,340.09 |
14,732.03 |
608.06 |
4.1% |
216.27 |
1.5% |
4% |
False |
True |
|
10 |
15,340.09 |
14,732.03 |
608.06 |
4.1% |
205.57 |
1.4% |
4% |
False |
True |
|
20 |
15,521.49 |
14,732.03 |
789.46 |
5.3% |
193.23 |
1.3% |
3% |
False |
True |
|
40 |
15,542.40 |
14,665.45 |
876.95 |
5.9% |
152.88 |
1.0% |
11% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.5% |
145.57 |
1.0% |
29% |
False |
False |
|
80 |
15,542.40 |
13,880.19 |
1,662.21 |
11.3% |
136.24 |
0.9% |
53% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.9% |
130.88 |
0.9% |
55% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
18.0% |
126.48 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,692.80 |
2.618 |
16,083.28 |
1.618 |
15,709.80 |
1.000 |
15,478.99 |
0.618 |
15,336.32 |
HIGH |
15,105.51 |
0.618 |
14,962.84 |
0.500 |
14,918.77 |
0.382 |
14,874.70 |
LOW |
14,732.03 |
0.618 |
14,501.22 |
1.000 |
14,358.55 |
1.618 |
14,127.74 |
2.618 |
13,754.26 |
4.250 |
13,144.74 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,918.77 |
15,036.06 |
PP |
14,865.29 |
14,943.48 |
S1 |
14,811.80 |
14,850.90 |
|