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 |
1,281.7 |
1,277.0 |
-4.7 |
-0.4% |
1,390.1 |
High |
1,289.0 |
1,277.5 |
-11.5 |
-0.9% |
1,391.4 |
Low |
1,270.7 |
1,221.0 |
-49.7 |
-3.9% |
1,268.7 |
Close |
1,275.1 |
1,229.8 |
-45.3 |
-3.6% |
1,292.0 |
Range |
18.3 |
56.5 |
38.2 |
208.7% |
122.7 |
ATR |
30.2 |
32.1 |
1.9 |
6.2% |
0.0 |
Volume |
161,803 |
318,396 |
156,593 |
96.8% |
902,628 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.3 |
1,377.5 |
1,260.9 |
|
R3 |
1,355.8 |
1,321.0 |
1,245.3 |
|
R2 |
1,299.3 |
1,299.3 |
1,240.2 |
|
R1 |
1,264.5 |
1,264.5 |
1,235.0 |
1,253.7 |
PP |
1,242.8 |
1,242.8 |
1,242.8 |
1,237.3 |
S1 |
1,208.0 |
1,208.0 |
1,224.6 |
1,197.2 |
S2 |
1,186.3 |
1,186.3 |
1,219.4 |
|
S3 |
1,129.8 |
1,151.5 |
1,214.3 |
|
S4 |
1,073.3 |
1,095.0 |
1,198.7 |
|
|
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 |
1,351.2 |
1,221.0 |
130.2 |
10.6% |
41.8 |
3.4% |
7% |
False |
True |
239,912 |
10 |
1,394.4 |
1,221.0 |
173.4 |
14.1% |
30.9 |
2.5% |
5% |
False |
True |
177,185 |
20 |
1,423.3 |
1,221.0 |
202.3 |
16.4% |
27.9 |
2.3% |
4% |
False |
True |
164,250 |
40 |
1,488.5 |
1,221.0 |
267.5 |
21.8% |
30.2 |
2.5% |
3% |
False |
True |
97,790 |
60 |
1,591.6 |
1,221.0 |
370.6 |
30.1% |
33.5 |
2.7% |
2% |
False |
True |
67,799 |
80 |
1,619.3 |
1,221.0 |
398.3 |
32.4% |
28.5 |
2.3% |
2% |
False |
True |
51,922 |
100 |
1,686.4 |
1,221.0 |
465.4 |
37.8% |
26.8 |
2.2% |
2% |
False |
True |
42,158 |
120 |
1,702.4 |
1,221.0 |
481.4 |
39.1% |
24.9 |
2.0% |
2% |
False |
True |
35,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.6 |
2.618 |
1,425.4 |
1.618 |
1,368.9 |
1.000 |
1,334.0 |
0.618 |
1,312.4 |
HIGH |
1,277.5 |
0.618 |
1,255.9 |
0.500 |
1,249.3 |
0.382 |
1,242.6 |
LOW |
1,221.0 |
0.618 |
1,186.1 |
1.000 |
1,164.5 |
1.618 |
1,129.6 |
2.618 |
1,073.1 |
4.250 |
980.9 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,249.3 |
1,260.9 |
PP |
1,242.8 |
1,250.5 |
S1 |
1,236.3 |
1,240.2 |
|