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 |
4,655.0 |
4,727.0 |
72.0 |
1.5% |
4,727.0 |
High |
4,719.0 |
4,801.0 |
82.0 |
1.7% |
4,842.0 |
Low |
4,654.0 |
4,717.0 |
63.0 |
1.4% |
4,617.0 |
Close |
4,704.0 |
4,774.0 |
70.0 |
1.5% |
4,688.0 |
Range |
65.0 |
84.0 |
19.0 |
29.2% |
225.0 |
ATR |
64.8 |
67.1 |
2.3 |
3.5% |
0.0 |
Volume |
30,830 |
31,986 |
1,156 |
3.7% |
378,227 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.0 |
4,979.0 |
4,820.2 |
|
R3 |
4,932.0 |
4,895.0 |
4,797.1 |
|
R2 |
4,848.0 |
4,848.0 |
4,789.4 |
|
R1 |
4,811.0 |
4,811.0 |
4,781.7 |
4,829.5 |
PP |
4,764.0 |
4,764.0 |
4,764.0 |
4,773.3 |
S1 |
4,727.0 |
4,727.0 |
4,766.3 |
4,745.5 |
S2 |
4,680.0 |
4,680.0 |
4,758.6 |
|
S3 |
4,596.0 |
4,643.0 |
4,750.9 |
|
S4 |
4,512.0 |
4,559.0 |
4,727.8 |
|
|
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 |
4,801.0 |
4,598.0 |
203.0 |
4.3% |
72.2 |
1.5% |
87% |
True |
False |
32,214 |
10 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
75.4 |
1.6% |
72% |
False |
False |
51,525 |
20 |
4,925.0 |
4,598.0 |
327.0 |
6.8% |
54.7 |
1.1% |
54% |
False |
False |
26,468 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
38.7 |
0.8% |
30% |
False |
False |
13,327 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
29.5 |
0.6% |
30% |
False |
False |
8,893 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
23.7 |
0.5% |
30% |
False |
False |
6,677 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
19.3 |
0.4% |
30% |
False |
False |
5,352 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
16.2 |
0.3% |
30% |
False |
False |
4,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,158.0 |
2.618 |
5,020.9 |
1.618 |
4,936.9 |
1.000 |
4,885.0 |
0.618 |
4,852.9 |
HIGH |
4,801.0 |
0.618 |
4,768.9 |
0.500 |
4,759.0 |
0.382 |
4,749.1 |
LOW |
4,717.0 |
0.618 |
4,665.1 |
1.000 |
4,633.0 |
1.618 |
4,581.1 |
2.618 |
4,497.1 |
4.250 |
4,360.0 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,769.0 |
4,749.2 |
PP |
4,764.0 |
4,724.3 |
S1 |
4,759.0 |
4,699.5 |
|