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 |
1,277.6 |
1,296.3 |
18.7 |
1.5% |
1,390.1 |
High |
1,301.7 |
1,300.7 |
-1.0 |
-0.1% |
1,391.4 |
Low |
1,268.7 |
1,275.1 |
6.4 |
0.5% |
1,268.7 |
Close |
1,292.0 |
1,277.1 |
-14.9 |
-1.2% |
1,292.0 |
Range |
33.0 |
25.6 |
-7.4 |
-22.4% |
122.7 |
ATR |
31.6 |
31.1 |
-0.4 |
-1.3% |
0.0 |
Volume |
190,154 |
160,333 |
-29,821 |
-15.7% |
902,628 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.1 |
1,344.7 |
1,291.2 |
|
R3 |
1,335.5 |
1,319.1 |
1,284.1 |
|
R2 |
1,309.9 |
1,309.9 |
1,281.8 |
|
R1 |
1,293.5 |
1,293.5 |
1,279.4 |
1,288.9 |
PP |
1,284.3 |
1,284.3 |
1,284.3 |
1,282.0 |
S1 |
1,267.9 |
1,267.9 |
1,274.8 |
1,263.3 |
S2 |
1,258.7 |
1,258.7 |
1,272.4 |
|
S3 |
1,233.1 |
1,242.3 |
1,270.1 |
|
S4 |
1,207.5 |
1,216.7 |
1,263.0 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.5 |
1,611.4 |
1,359.5 |
|
R3 |
1,562.8 |
1,488.7 |
1,325.7 |
|
R2 |
1,440.1 |
1,440.1 |
1,314.5 |
|
R1 |
1,366.0 |
1,366.0 |
1,303.2 |
1,341.7 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,305.2 |
S1 |
1,243.3 |
1,243.3 |
1,280.8 |
1,219.0 |
S2 |
1,194.7 |
1,194.7 |
1,269.5 |
|
S3 |
1,072.0 |
1,120.6 |
1,258.3 |
|
S4 |
949.3 |
997.9 |
1,224.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,385.4 |
1,268.7 |
116.7 |
9.1% |
37.5 |
2.9% |
7% |
False |
False |
196,921 |
10 |
1,394.4 |
1,268.7 |
125.7 |
9.8% |
26.7 |
2.1% |
7% |
False |
False |
154,990 |
20 |
1,423.3 |
1,268.7 |
154.6 |
12.1% |
26.4 |
2.1% |
5% |
False |
False |
153,141 |
40 |
1,488.5 |
1,268.7 |
219.8 |
17.2% |
29.1 |
2.3% |
4% |
False |
False |
86,415 |
60 |
1,604.0 |
1,268.7 |
335.3 |
26.3% |
32.8 |
2.6% |
3% |
False |
False |
59,852 |
80 |
1,619.3 |
1,268.7 |
350.6 |
27.5% |
28.0 |
2.2% |
2% |
False |
False |
46,017 |
100 |
1,686.4 |
1,268.7 |
417.7 |
32.7% |
26.5 |
2.1% |
2% |
False |
False |
37,417 |
120 |
1,702.4 |
1,268.7 |
433.7 |
34.0% |
24.7 |
1.9% |
2% |
False |
False |
31,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.5 |
2.618 |
1,367.7 |
1.618 |
1,342.1 |
1.000 |
1,326.3 |
0.618 |
1,316.5 |
HIGH |
1,300.7 |
0.618 |
1,290.9 |
0.500 |
1,287.9 |
0.382 |
1,284.9 |
LOW |
1,275.1 |
0.618 |
1,259.3 |
1.000 |
1,249.5 |
1.618 |
1,233.7 |
2.618 |
1,208.1 |
4.250 |
1,166.3 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,287.9 |
1,310.0 |
PP |
1,284.3 |
1,299.0 |
S1 |
1,280.7 |
1,288.1 |
|