Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,277.0 |
1,225.5 |
-51.5 |
-4.0% |
1,390.1 |
High |
1,277.5 |
1,244.2 |
-33.3 |
-2.6% |
1,391.4 |
Low |
1,221.0 |
1,196.1 |
-24.9 |
-2.0% |
1,268.7 |
Close |
1,229.8 |
1,211.6 |
-18.2 |
-1.5% |
1,292.0 |
Range |
56.5 |
48.1 |
-8.4 |
-14.9% |
122.7 |
ATR |
32.1 |
33.2 |
1.1 |
3.6% |
0.0 |
Volume |
318,396 |
261,390 |
-57,006 |
-17.9% |
902,628 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.6 |
1,334.7 |
1,238.1 |
|
R3 |
1,313.5 |
1,286.6 |
1,224.8 |
|
R2 |
1,265.4 |
1,265.4 |
1,220.4 |
|
R1 |
1,238.5 |
1,238.5 |
1,216.0 |
1,227.9 |
PP |
1,217.3 |
1,217.3 |
1,217.3 |
1,212.0 |
S1 |
1,190.4 |
1,190.4 |
1,207.2 |
1,179.8 |
S2 |
1,169.2 |
1,169.2 |
1,202.8 |
|
S3 |
1,121.1 |
1,142.3 |
1,198.4 |
|
S4 |
1,073.0 |
1,094.2 |
1,185.1 |
|
|
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 |
1,301.7 |
1,196.1 |
105.6 |
8.7% |
36.3 |
3.0% |
15% |
False |
True |
218,415 |
10 |
1,391.8 |
1,196.1 |
195.7 |
16.2% |
33.6 |
2.8% |
8% |
False |
True |
190,546 |
20 |
1,423.3 |
1,196.1 |
227.2 |
18.8% |
28.9 |
2.4% |
7% |
False |
True |
167,178 |
40 |
1,488.5 |
1,196.1 |
292.4 |
24.1% |
30.4 |
2.5% |
5% |
False |
True |
104,096 |
60 |
1,591.6 |
1,196.1 |
395.5 |
32.6% |
33.8 |
2.8% |
4% |
False |
True |
72,060 |
80 |
1,619.3 |
1,196.1 |
423.2 |
34.9% |
29.0 |
2.4% |
4% |
False |
True |
55,154 |
100 |
1,686.4 |
1,196.1 |
490.3 |
40.5% |
27.2 |
2.2% |
3% |
False |
True |
44,754 |
120 |
1,702.4 |
1,196.1 |
506.3 |
41.8% |
25.0 |
2.1% |
3% |
False |
True |
37,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.6 |
2.618 |
1,370.1 |
1.618 |
1,322.0 |
1.000 |
1,292.3 |
0.618 |
1,273.9 |
HIGH |
1,244.2 |
0.618 |
1,225.8 |
0.500 |
1,220.2 |
0.382 |
1,214.5 |
LOW |
1,196.1 |
0.618 |
1,166.4 |
1.000 |
1,148.0 |
1.618 |
1,118.3 |
2.618 |
1,070.2 |
4.250 |
991.7 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,220.2 |
1,242.6 |
PP |
1,217.3 |
1,232.2 |
S1 |
1,214.5 |
1,221.9 |
|