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 |
1,296.3 |
1,281.7 |
-14.6 |
-1.1% |
1,390.1 |
High |
1,300.7 |
1,289.0 |
-11.7 |
-0.9% |
1,391.4 |
Low |
1,275.1 |
1,270.7 |
-4.4 |
-0.3% |
1,268.7 |
Close |
1,277.1 |
1,275.1 |
-2.0 |
-0.2% |
1,292.0 |
Range |
25.6 |
18.3 |
-7.3 |
-28.5% |
122.7 |
ATR |
31.1 |
30.2 |
-0.9 |
-2.9% |
0.0 |
Volume |
160,333 |
161,803 |
1,470 |
0.9% |
902,628 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.2 |
1,322.4 |
1,285.2 |
|
R3 |
1,314.9 |
1,304.1 |
1,280.1 |
|
R2 |
1,296.6 |
1,296.6 |
1,278.5 |
|
R1 |
1,285.8 |
1,285.8 |
1,276.8 |
1,282.1 |
PP |
1,278.3 |
1,278.3 |
1,278.3 |
1,276.4 |
S1 |
1,267.5 |
1,267.5 |
1,273.4 |
1,263.8 |
S2 |
1,260.0 |
1,260.0 |
1,271.7 |
|
S3 |
1,241.7 |
1,249.2 |
1,270.1 |
|
S4 |
1,223.4 |
1,230.9 |
1,265.0 |
|
|
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 |
1,376.0 |
1,268.7 |
107.3 |
8.4% |
36.1 |
2.8% |
6% |
False |
False |
203,526 |
10 |
1,394.4 |
1,268.7 |
125.7 |
9.9% |
26.2 |
2.1% |
5% |
False |
False |
156,565 |
20 |
1,423.3 |
1,268.7 |
154.6 |
12.1% |
25.9 |
2.0% |
4% |
False |
False |
154,886 |
40 |
1,488.5 |
1,268.7 |
219.8 |
17.2% |
29.2 |
2.3% |
3% |
False |
False |
90,080 |
60 |
1,604.0 |
1,268.7 |
335.3 |
26.3% |
33.0 |
2.6% |
2% |
False |
False |
62,508 |
80 |
1,619.3 |
1,268.7 |
350.6 |
27.5% |
28.0 |
2.2% |
2% |
False |
False |
48,005 |
100 |
1,686.4 |
1,268.7 |
417.7 |
32.8% |
26.5 |
2.1% |
2% |
False |
False |
38,999 |
120 |
1,702.4 |
1,268.7 |
433.7 |
34.0% |
24.6 |
1.9% |
1% |
False |
False |
32,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.8 |
2.618 |
1,336.9 |
1.618 |
1,318.6 |
1.000 |
1,307.3 |
0.618 |
1,300.3 |
HIGH |
1,289.0 |
0.618 |
1,282.0 |
0.500 |
1,279.9 |
0.382 |
1,277.7 |
LOW |
1,270.7 |
0.618 |
1,259.4 |
1.000 |
1,252.4 |
1.618 |
1,241.1 |
2.618 |
1,222.8 |
4.250 |
1,192.9 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,279.9 |
1,285.2 |
PP |
1,278.3 |
1,281.8 |
S1 |
1,276.7 |
1,278.5 |
|