Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,760.62 |
14,795.79 |
35.17 |
0.2% |
15,078.71 |
High |
14,858.56 |
14,795.79 |
-62.77 |
-0.4% |
15,340.09 |
Low |
14,688.43 |
14,551.27 |
-137.16 |
-0.9% |
14,688.43 |
Close |
14,799.40 |
14,659.56 |
-139.84 |
-0.9% |
14,799.40 |
Range |
170.13 |
244.52 |
74.39 |
43.7% |
651.66 |
ATR |
186.25 |
190.67 |
4.42 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,402.43 |
15,275.52 |
14,794.05 |
|
R3 |
15,157.91 |
15,031.00 |
14,726.80 |
|
R2 |
14,913.39 |
14,913.39 |
14,704.39 |
|
R1 |
14,786.48 |
14,786.48 |
14,681.97 |
14,727.68 |
PP |
14,668.87 |
14,668.87 |
14,668.87 |
14,639.47 |
S1 |
14,541.96 |
14,541.96 |
14,637.15 |
14,483.16 |
S2 |
14,424.35 |
14,424.35 |
14,614.73 |
|
S3 |
14,179.83 |
14,297.44 |
14,592.32 |
|
S4 |
13,935.31 |
14,052.92 |
14,525.07 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,897.62 |
16,500.17 |
15,157.81 |
|
R3 |
16,245.96 |
15,848.51 |
14,978.61 |
|
R2 |
15,594.30 |
15,594.30 |
14,918.87 |
|
R1 |
15,196.85 |
15,196.85 |
14,859.14 |
15,069.75 |
PP |
14,942.64 |
14,942.64 |
14,942.64 |
14,879.09 |
S1 |
14,545.19 |
14,545.19 |
14,739.66 |
14,418.09 |
S2 |
14,290.98 |
14,290.98 |
14,679.93 |
|
S3 |
13,639.32 |
13,893.53 |
14,620.19 |
|
S4 |
12,987.66 |
13,241.87 |
14,440.99 |
|
|
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 |
14,551.27 |
788.82 |
5.4% |
230.38 |
1.6% |
14% |
False |
True |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.4% |
216.99 |
1.5% |
14% |
False |
True |
|
20 |
15,521.49 |
14,551.27 |
970.22 |
6.6% |
200.20 |
1.4% |
11% |
False |
True |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.8% |
159.22 |
1.1% |
11% |
False |
True |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.6% |
149.40 |
1.0% |
20% |
False |
False |
|
80 |
15,542.40 |
13,937.60 |
1,604.80 |
10.9% |
137.37 |
0.9% |
45% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
12.0% |
133.44 |
0.9% |
50% |
False |
False |
|
120 |
15,542.40 |
13,104.30 |
2,438.10 |
16.6% |
126.65 |
0.9% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,835.00 |
2.618 |
15,435.94 |
1.618 |
15,191.42 |
1.000 |
15,040.31 |
0.618 |
14,946.90 |
HIGH |
14,795.79 |
0.618 |
14,702.38 |
0.500 |
14,673.53 |
0.382 |
14,644.68 |
LOW |
14,551.27 |
0.618 |
14,400.16 |
1.000 |
14,306.75 |
1.618 |
14,155.64 |
2.618 |
13,911.12 |
4.250 |
13,512.06 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,673.53 |
14,828.39 |
PP |
14,668.87 |
14,772.11 |
S1 |
14,664.22 |
14,715.84 |
|