Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,795.79 |
14,669.69 |
-126.10 |
-0.9% |
15,078.71 |
High |
14,795.79 |
14,812.03 |
16.24 |
0.1% |
15,340.09 |
Low |
14,551.27 |
14,669.69 |
118.42 |
0.8% |
14,688.43 |
Close |
14,659.56 |
14,760.31 |
100.75 |
0.7% |
14,799.40 |
Range |
244.52 |
142.34 |
-102.18 |
-41.8% |
651.66 |
ATR |
190.67 |
187.94 |
-2.73 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,174.36 |
15,109.68 |
14,838.60 |
|
R3 |
15,032.02 |
14,967.34 |
14,799.45 |
|
R2 |
14,889.68 |
14,889.68 |
14,786.41 |
|
R1 |
14,825.00 |
14,825.00 |
14,773.36 |
14,857.34 |
PP |
14,747.34 |
14,747.34 |
14,747.34 |
14,763.52 |
S1 |
14,682.66 |
14,682.66 |
14,747.26 |
14,715.00 |
S2 |
14,605.00 |
14,605.00 |
14,734.21 |
|
S3 |
14,462.66 |
14,540.32 |
14,721.17 |
|
S4 |
14,320.32 |
14,397.98 |
14,682.02 |
|
|
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 |
15,322.07 |
14,551.27 |
770.80 |
5.2% |
228.09 |
1.5% |
27% |
False |
False |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
214.72 |
1.5% |
27% |
False |
False |
|
20 |
15,400.25 |
14,551.27 |
848.98 |
5.8% |
196.61 |
1.3% |
25% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.7% |
159.46 |
1.1% |
21% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.5% |
150.54 |
1.0% |
29% |
False |
False |
|
80 |
15,542.40 |
14,030.37 |
1,512.03 |
10.2% |
137.03 |
0.9% |
48% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.9% |
134.06 |
0.9% |
56% |
False |
False |
|
120 |
15,542.40 |
13,293.13 |
2,249.27 |
15.2% |
125.26 |
0.8% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,416.98 |
2.618 |
15,184.68 |
1.618 |
15,042.34 |
1.000 |
14,954.37 |
0.618 |
14,900.00 |
HIGH |
14,812.03 |
0.618 |
14,757.66 |
0.500 |
14,740.86 |
0.382 |
14,724.06 |
LOW |
14,669.69 |
0.618 |
14,581.72 |
1.000 |
14,527.35 |
1.618 |
14,439.38 |
2.618 |
14,297.04 |
4.250 |
14,064.75 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,753.83 |
14,741.85 |
PP |
14,747.34 |
14,723.38 |
S1 |
14,740.86 |
14,704.92 |
|