Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
7,937.5 |
7,755.0 |
-182.5 |
-2.3% |
8,145.5 |
High |
7,990.0 |
7,831.0 |
-159.0 |
-2.0% |
8,291.0 |
Low |
7,777.5 |
7,660.0 |
-117.5 |
-1.5% |
7,777.5 |
Close |
7,827.5 |
7,704.5 |
-123.0 |
-1.6% |
7,827.5 |
Range |
212.5 |
171.0 |
-41.5 |
-19.5% |
513.5 |
ATR |
152.8 |
154.1 |
1.3 |
0.9% |
0.0 |
Volume |
167,554 |
138,264 |
-29,290 |
-17.5% |
541,143 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,244.8 |
8,145.7 |
7,798.6 |
|
R3 |
8,073.8 |
7,974.7 |
7,751.5 |
|
R2 |
7,902.8 |
7,902.8 |
7,735.9 |
|
R1 |
7,803.7 |
7,803.7 |
7,720.2 |
7,767.8 |
PP |
7,731.8 |
7,731.8 |
7,731.8 |
7,713.9 |
S1 |
7,632.7 |
7,632.7 |
7,688.8 |
7,596.8 |
S2 |
7,560.8 |
7,560.8 |
7,673.2 |
|
S3 |
7,389.8 |
7,461.7 |
7,657.5 |
|
S4 |
7,218.8 |
7,290.7 |
7,610.5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,505.8 |
9,180.2 |
8,109.9 |
|
R3 |
8,992.3 |
8,666.7 |
7,968.7 |
|
R2 |
8,478.8 |
8,478.8 |
7,921.6 |
|
R1 |
8,153.2 |
8,153.2 |
7,874.6 |
8,059.3 |
PP |
7,965.3 |
7,965.3 |
7,965.3 |
7,918.4 |
S1 |
7,639.7 |
7,639.7 |
7,780.4 |
7,545.8 |
S2 |
7,451.8 |
7,451.8 |
7,733.4 |
|
S3 |
6,938.3 |
7,126.2 |
7,686.3 |
|
S4 |
6,424.8 |
6,612.7 |
7,545.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,291.0 |
7,660.0 |
631.0 |
8.2% |
161.7 |
2.1% |
7% |
False |
True |
125,751 |
10 |
8,291.0 |
7,660.0 |
631.0 |
8.2% |
151.9 |
2.0% |
7% |
False |
True |
77,120 |
20 |
8,537.0 |
7,660.0 |
877.0 |
11.4% |
148.5 |
1.9% |
5% |
False |
True |
39,700 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.8% |
119.9 |
1.6% |
5% |
False |
True |
20,012 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.7% |
120.1 |
1.6% |
24% |
False |
False |
13,472 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.7% |
113.0 |
1.5% |
24% |
False |
False |
10,539 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.7% |
108.7 |
1.4% |
24% |
False |
False |
8,454 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.7% |
98.2 |
1.3% |
24% |
False |
False |
7,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,557.8 |
2.618 |
8,278.7 |
1.618 |
8,107.7 |
1.000 |
8,002.0 |
0.618 |
7,936.7 |
HIGH |
7,831.0 |
0.618 |
7,765.7 |
0.500 |
7,745.5 |
0.382 |
7,725.3 |
LOW |
7,660.0 |
0.618 |
7,554.3 |
1.000 |
7,489.0 |
1.618 |
7,383.3 |
2.618 |
7,212.3 |
4.250 |
6,933.3 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,745.5 |
7,871.0 |
PP |
7,731.8 |
7,815.5 |
S1 |
7,718.2 |
7,760.0 |
|