Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,669.69 |
14,769.99 |
100.30 |
0.7% |
15,078.71 |
High |
14,812.03 |
14,938.98 |
126.95 |
0.9% |
15,340.09 |
Low |
14,669.69 |
14,769.68 |
99.99 |
0.7% |
14,688.43 |
Close |
14,760.31 |
14,910.14 |
149.83 |
1.0% |
14,799.40 |
Range |
142.34 |
169.30 |
26.96 |
18.9% |
651.66 |
ATR |
187.94 |
187.28 |
-0.66 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,380.83 |
15,314.79 |
15,003.26 |
|
R3 |
15,211.53 |
15,145.49 |
14,956.70 |
|
R2 |
15,042.23 |
15,042.23 |
14,941.18 |
|
R1 |
14,976.19 |
14,976.19 |
14,925.66 |
15,009.21 |
PP |
14,872.93 |
14,872.93 |
14,872.93 |
14,889.45 |
S1 |
14,806.89 |
14,806.89 |
14,894.62 |
14,839.91 |
S2 |
14,703.63 |
14,703.63 |
14,879.10 |
|
S3 |
14,534.33 |
14,637.59 |
14,863.58 |
|
S4 |
14,365.03 |
14,468.29 |
14,817.03 |
|
|
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 |
15,105.51 |
14,551.27 |
554.24 |
3.7% |
219.95 |
1.5% |
65% |
False |
False |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
205.65 |
1.4% |
45% |
False |
False |
|
20 |
15,398.70 |
14,551.27 |
847.43 |
5.7% |
196.54 |
1.3% |
42% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
161.06 |
1.1% |
36% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.4% |
151.50 |
1.0% |
43% |
False |
False |
|
80 |
15,542.40 |
14,127.82 |
1,414.58 |
9.5% |
137.93 |
0.9% |
55% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.8% |
134.16 |
0.9% |
64% |
False |
False |
|
120 |
15,542.40 |
13,293.13 |
2,249.27 |
15.1% |
126.07 |
0.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,658.51 |
2.618 |
15,382.21 |
1.618 |
15,212.91 |
1.000 |
15,108.28 |
0.618 |
15,043.61 |
HIGH |
14,938.98 |
0.618 |
14,874.31 |
0.500 |
14,854.33 |
0.382 |
14,834.35 |
LOW |
14,769.68 |
0.618 |
14,665.05 |
1.000 |
14,600.38 |
1.618 |
14,495.75 |
2.618 |
14,326.45 |
4.250 |
14,050.16 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,891.54 |
14,855.14 |
PP |
14,872.93 |
14,800.13 |
S1 |
14,854.33 |
14,745.13 |
|