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 |
4,727.0 |
4,795.0 |
68.0 |
1.4% |
4,651.0 |
High |
4,801.0 |
4,803.0 |
2.0 |
0.0% |
4,803.0 |
Low |
4,717.0 |
4,756.0 |
39.0 |
0.8% |
4,598.0 |
Close |
4,774.0 |
4,769.0 |
-5.0 |
-0.1% |
4,769.0 |
Range |
84.0 |
47.0 |
-37.0 |
-44.0% |
205.0 |
ATR |
67.1 |
65.7 |
-1.4 |
-2.1% |
0.0 |
Volume |
31,986 |
27,150 |
-4,836 |
-15.1% |
156,555 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,917.0 |
4,890.0 |
4,794.9 |
|
R3 |
4,870.0 |
4,843.0 |
4,781.9 |
|
R2 |
4,823.0 |
4,823.0 |
4,777.6 |
|
R1 |
4,796.0 |
4,796.0 |
4,773.3 |
4,786.0 |
PP |
4,776.0 |
4,776.0 |
4,776.0 |
4,771.0 |
S1 |
4,749.0 |
4,749.0 |
4,764.7 |
4,739.0 |
S2 |
4,729.0 |
4,729.0 |
4,760.4 |
|
S3 |
4,682.0 |
4,702.0 |
4,756.1 |
|
S4 |
4,635.0 |
4,655.0 |
4,743.2 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,338.3 |
5,258.7 |
4,881.8 |
|
R3 |
5,133.3 |
5,053.7 |
4,825.4 |
|
R2 |
4,928.3 |
4,928.3 |
4,806.6 |
|
R1 |
4,848.7 |
4,848.7 |
4,787.8 |
4,888.5 |
PP |
4,723.3 |
4,723.3 |
4,723.3 |
4,743.3 |
S1 |
4,643.7 |
4,643.7 |
4,750.2 |
4,683.5 |
S2 |
4,518.3 |
4,518.3 |
4,731.4 |
|
S3 |
4,313.3 |
4,438.7 |
4,712.6 |
|
S4 |
4,108.3 |
4,233.7 |
4,656.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,803.0 |
4,598.0 |
205.0 |
4.3% |
62.2 |
1.3% |
83% |
True |
False |
31,311 |
10 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
72.7 |
1.5% |
70% |
False |
False |
53,478 |
20 |
4,925.0 |
4,598.0 |
327.0 |
6.9% |
55.4 |
1.2% |
52% |
False |
False |
27,795 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
39.8 |
0.8% |
29% |
False |
False |
14,006 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
30.2 |
0.6% |
29% |
False |
False |
9,344 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
24.3 |
0.5% |
29% |
False |
False |
7,017 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
19.6 |
0.4% |
29% |
False |
False |
5,623 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
16.6 |
0.3% |
29% |
False |
False |
4,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,002.8 |
2.618 |
4,926.0 |
1.618 |
4,879.0 |
1.000 |
4,850.0 |
0.618 |
4,832.0 |
HIGH |
4,803.0 |
0.618 |
4,785.0 |
0.500 |
4,779.5 |
0.382 |
4,774.0 |
LOW |
4,756.0 |
0.618 |
4,727.0 |
1.000 |
4,709.0 |
1.618 |
4,680.0 |
2.618 |
4,633.0 |
4.250 |
4,556.3 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,779.5 |
4,755.5 |
PP |
4,776.0 |
4,742.0 |
S1 |
4,772.5 |
4,728.5 |
|