Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,921.28 |
15,016.58 |
95.30 |
0.6% |
14,795.79 |
High |
15,075.01 |
15,034.63 |
-40.38 |
-0.3% |
15,075.01 |
Low |
14,921.28 |
14,884.80 |
-36.48 |
-0.2% |
14,551.27 |
Close |
15,024.49 |
14,909.60 |
-114.89 |
-0.8% |
14,909.60 |
Range |
153.73 |
149.83 |
-3.90 |
-2.5% |
523.74 |
ATR |
185.68 |
183.12 |
-2.56 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,392.50 |
15,300.88 |
14,992.01 |
|
R3 |
15,242.67 |
15,151.05 |
14,950.80 |
|
R2 |
15,092.84 |
15,092.84 |
14,937.07 |
|
R1 |
15,001.22 |
15,001.22 |
14,923.33 |
14,972.12 |
PP |
14,943.01 |
14,943.01 |
14,943.01 |
14,928.46 |
S1 |
14,851.39 |
14,851.39 |
14,895.87 |
14,822.29 |
S2 |
14,793.18 |
14,793.18 |
14,882.13 |
|
S3 |
14,643.35 |
14,701.56 |
14,868.40 |
|
S4 |
14,493.52 |
14,551.73 |
14,827.19 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,416.51 |
16,186.80 |
15,197.66 |
|
R3 |
15,892.77 |
15,663.06 |
15,053.63 |
|
R2 |
15,369.03 |
15,369.03 |
15,005.62 |
|
R1 |
15,139.32 |
15,139.32 |
14,957.61 |
15,254.18 |
PP |
14,845.29 |
14,845.29 |
14,845.29 |
14,902.72 |
S1 |
14,615.58 |
14,615.58 |
14,861.59 |
14,730.44 |
S2 |
14,321.55 |
14,321.55 |
14,813.58 |
|
S3 |
13,797.81 |
14,091.84 |
14,765.57 |
|
S4 |
13,274.07 |
13,568.10 |
14,621.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,075.01 |
14,551.27 |
523.74 |
3.5% |
171.94 |
1.2% |
68% |
False |
False |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
195.01 |
1.3% |
45% |
False |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
191.99 |
1.3% |
45% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
161.49 |
1.1% |
36% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.4% |
152.49 |
1.0% |
43% |
False |
False |
|
80 |
15,542.40 |
14,296.24 |
1,246.16 |
8.4% |
138.89 |
0.9% |
49% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.8% |
134.43 |
0.9% |
64% |
False |
False |
|
120 |
15,542.40 |
13,293.13 |
2,249.27 |
15.1% |
127.24 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,671.41 |
2.618 |
15,426.88 |
1.618 |
15,277.05 |
1.000 |
15,184.46 |
0.618 |
15,127.22 |
HIGH |
15,034.63 |
0.618 |
14,977.39 |
0.500 |
14,959.72 |
0.382 |
14,942.04 |
LOW |
14,884.80 |
0.618 |
14,792.21 |
1.000 |
14,734.97 |
1.618 |
14,642.38 |
2.618 |
14,492.55 |
4.250 |
14,248.02 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,959.72 |
14,922.35 |
PP |
14,943.01 |
14,918.10 |
S1 |
14,926.31 |
14,913.85 |
|