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 |
1,225.5 |
1,199.5 |
-26.0 |
-2.1% |
1,296.3 |
High |
1,244.2 |
1,234.8 |
-9.4 |
-0.8% |
1,300.7 |
Low |
1,196.1 |
1,179.4 |
-16.7 |
-1.4% |
1,179.4 |
Close |
1,211.6 |
1,223.7 |
12.1 |
1.0% |
1,223.7 |
Range |
48.1 |
55.4 |
7.3 |
15.2% |
121.3 |
ATR |
33.2 |
34.8 |
1.6 |
4.8% |
0.0 |
Volume |
261,390 |
309,347 |
47,957 |
18.3% |
1,211,269 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.8 |
1,356.7 |
1,254.2 |
|
R3 |
1,323.4 |
1,301.3 |
1,238.9 |
|
R2 |
1,268.0 |
1,268.0 |
1,233.9 |
|
R1 |
1,245.9 |
1,245.9 |
1,228.8 |
1,257.0 |
PP |
1,212.6 |
1,212.6 |
1,212.6 |
1,218.2 |
S1 |
1,190.5 |
1,190.5 |
1,218.6 |
1,201.6 |
S2 |
1,157.2 |
1,157.2 |
1,213.5 |
|
S3 |
1,101.8 |
1,135.1 |
1,208.5 |
|
S4 |
1,046.4 |
1,079.7 |
1,193.2 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.5 |
1,532.4 |
1,290.4 |
|
R3 |
1,477.2 |
1,411.1 |
1,257.1 |
|
R2 |
1,355.9 |
1,355.9 |
1,245.9 |
|
R1 |
1,289.8 |
1,289.8 |
1,234.8 |
1,262.2 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,220.8 |
S1 |
1,168.5 |
1,168.5 |
1,212.6 |
1,140.9 |
S2 |
1,113.3 |
1,113.3 |
1,201.5 |
|
S3 |
992.0 |
1,047.2 |
1,190.3 |
|
S4 |
870.7 |
925.9 |
1,157.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.7 |
1,179.4 |
121.3 |
9.9% |
40.8 |
3.3% |
37% |
False |
True |
242,253 |
10 |
1,391.4 |
1,179.4 |
212.0 |
17.3% |
37.7 |
3.1% |
21% |
False |
True |
211,389 |
20 |
1,423.3 |
1,179.4 |
243.9 |
19.9% |
29.8 |
2.4% |
18% |
False |
True |
174,253 |
40 |
1,488.5 |
1,179.4 |
309.1 |
25.3% |
31.2 |
2.6% |
14% |
False |
True |
111,656 |
60 |
1,591.6 |
1,179.4 |
412.2 |
33.7% |
34.5 |
2.8% |
11% |
False |
True |
77,103 |
80 |
1,619.3 |
1,179.4 |
439.9 |
35.9% |
29.4 |
2.4% |
10% |
False |
True |
58,927 |
100 |
1,686.4 |
1,179.4 |
507.0 |
41.4% |
27.6 |
2.3% |
9% |
False |
True |
47,829 |
120 |
1,702.4 |
1,179.4 |
523.0 |
42.7% |
25.4 |
2.1% |
8% |
False |
True |
40,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.3 |
2.618 |
1,379.8 |
1.618 |
1,324.4 |
1.000 |
1,290.2 |
0.618 |
1,269.0 |
HIGH |
1,234.8 |
0.618 |
1,213.6 |
0.500 |
1,207.1 |
0.382 |
1,200.6 |
LOW |
1,179.4 |
0.618 |
1,145.2 |
1.000 |
1,124.0 |
1.618 |
1,089.8 |
2.618 |
1,034.4 |
4.250 |
944.0 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,218.2 |
1,228.5 |
PP |
1,212.6 |
1,226.9 |
S1 |
1,207.1 |
1,225.3 |
|