Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
7,755.0 |
7,716.0 |
-39.0 |
-0.5% |
8,145.5 |
High |
7,831.0 |
7,850.5 |
19.5 |
0.2% |
8,291.0 |
Low |
7,660.0 |
7,716.0 |
56.0 |
0.7% |
7,777.5 |
Close |
7,704.5 |
7,812.0 |
107.5 |
1.4% |
7,827.5 |
Range |
171.0 |
134.5 |
-36.5 |
-21.3% |
513.5 |
ATR |
154.1 |
153.5 |
-0.6 |
-0.4% |
0.0 |
Volume |
138,264 |
116,988 |
-21,276 |
-15.4% |
541,143 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,196.3 |
8,138.7 |
7,886.0 |
|
R3 |
8,061.8 |
8,004.2 |
7,849.0 |
|
R2 |
7,927.3 |
7,927.3 |
7,836.7 |
|
R1 |
7,869.7 |
7,869.7 |
7,824.3 |
7,898.5 |
PP |
7,792.8 |
7,792.8 |
7,792.8 |
7,807.3 |
S1 |
7,735.2 |
7,735.2 |
7,799.7 |
7,764.0 |
S2 |
7,658.3 |
7,658.3 |
7,787.3 |
|
S3 |
7,523.8 |
7,600.7 |
7,775.0 |
|
S4 |
7,389.3 |
7,466.2 |
7,738.0 |
|
|
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 |
8.1% |
174.8 |
2.2% |
24% |
False |
False |
134,914 |
10 |
8,291.0 |
7,660.0 |
631.0 |
8.1% |
151.3 |
1.9% |
24% |
False |
False |
87,762 |
20 |
8,455.0 |
7,660.0 |
795.0 |
10.2% |
149.0 |
1.9% |
19% |
False |
False |
45,529 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.6% |
120.7 |
1.5% |
17% |
False |
False |
22,904 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
121.3 |
1.6% |
33% |
False |
False |
15,421 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
113.7 |
1.5% |
33% |
False |
False |
11,999 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
109.8 |
1.4% |
33% |
False |
False |
9,624 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.5% |
99.2 |
1.3% |
33% |
False |
False |
8,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,422.1 |
2.618 |
8,202.6 |
1.618 |
8,068.1 |
1.000 |
7,985.0 |
0.618 |
7,933.6 |
HIGH |
7,850.5 |
0.618 |
7,799.1 |
0.500 |
7,783.3 |
0.382 |
7,767.4 |
LOW |
7,716.0 |
0.618 |
7,632.9 |
1.000 |
7,581.5 |
1.618 |
7,498.4 |
2.618 |
7,363.9 |
4.250 |
7,144.4 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,802.4 |
7,825.0 |
PP |
7,792.8 |
7,820.7 |
S1 |
7,783.3 |
7,816.3 |
|