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 |
4,604.0 |
4,655.0 |
51.0 |
1.1% |
4,727.0 |
High |
4,659.0 |
4,719.0 |
60.0 |
1.3% |
4,842.0 |
Low |
4,598.0 |
4,654.0 |
56.0 |
1.2% |
4,617.0 |
Close |
4,644.0 |
4,704.0 |
60.0 |
1.3% |
4,688.0 |
Range |
61.0 |
65.0 |
4.0 |
6.6% |
225.0 |
ATR |
64.1 |
64.8 |
0.8 |
1.2% |
0.0 |
Volume |
37,001 |
30,830 |
-6,171 |
-16.7% |
378,227 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,887.3 |
4,860.7 |
4,739.8 |
|
R3 |
4,822.3 |
4,795.7 |
4,721.9 |
|
R2 |
4,757.3 |
4,757.3 |
4,715.9 |
|
R1 |
4,730.7 |
4,730.7 |
4,710.0 |
4,744.0 |
PP |
4,692.3 |
4,692.3 |
4,692.3 |
4,699.0 |
S1 |
4,665.7 |
4,665.7 |
4,698.0 |
4,679.0 |
S2 |
4,627.3 |
4,627.3 |
4,692.1 |
|
S3 |
4,562.3 |
4,600.7 |
4,686.1 |
|
S4 |
4,497.3 |
4,535.7 |
4,668.3 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.7 |
5,264.3 |
4,811.8 |
|
R3 |
5,165.7 |
5,039.3 |
4,749.9 |
|
R2 |
4,940.7 |
4,940.7 |
4,729.3 |
|
R1 |
4,814.3 |
4,814.3 |
4,708.6 |
4,765.0 |
PP |
4,715.7 |
4,715.7 |
4,715.7 |
4,691.0 |
S1 |
4,589.3 |
4,589.3 |
4,667.4 |
4,540.0 |
S2 |
4,490.7 |
4,490.7 |
4,646.8 |
|
S3 |
4,265.7 |
4,364.3 |
4,626.1 |
|
S4 |
4,040.7 |
4,139.3 |
4,564.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,783.0 |
4,598.0 |
185.0 |
3.9% |
75.2 |
1.6% |
57% |
False |
False |
32,907 |
10 |
4,842.0 |
4,598.0 |
244.0 |
5.2% |
71.7 |
1.5% |
43% |
False |
False |
48,766 |
20 |
4,935.0 |
4,598.0 |
337.0 |
7.2% |
50.8 |
1.1% |
31% |
False |
False |
24,876 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
36.6 |
0.8% |
18% |
False |
False |
12,527 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
28.3 |
0.6% |
18% |
False |
False |
8,360 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
22.7 |
0.5% |
18% |
False |
False |
6,280 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
18.4 |
0.4% |
18% |
False |
False |
5,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,995.3 |
2.618 |
4,889.2 |
1.618 |
4,824.2 |
1.000 |
4,784.0 |
0.618 |
4,759.2 |
HIGH |
4,719.0 |
0.618 |
4,694.2 |
0.500 |
4,686.5 |
0.382 |
4,678.8 |
LOW |
4,654.0 |
0.618 |
4,613.8 |
1.000 |
4,589.0 |
1.618 |
4,548.8 |
2.618 |
4,483.8 |
4.250 |
4,377.8 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,698.2 |
4,688.8 |
PP |
4,692.3 |
4,673.7 |
S1 |
4,686.5 |
4,658.5 |
|