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 |
7,716.0 |
7,821.0 |
105.0 |
1.4% |
8,145.5 |
High |
7,850.5 |
7,973.0 |
122.5 |
1.6% |
8,291.0 |
Low |
7,716.0 |
7,805.5 |
89.5 |
1.2% |
7,777.5 |
Close |
7,812.0 |
7,940.0 |
128.0 |
1.6% |
7,827.5 |
Range |
134.5 |
167.5 |
33.0 |
24.5% |
513.5 |
ATR |
153.5 |
154.5 |
1.0 |
0.7% |
0.0 |
Volume |
116,988 |
94,084 |
-22,904 |
-19.6% |
541,143 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,408.7 |
8,341.8 |
8,032.1 |
|
R3 |
8,241.2 |
8,174.3 |
7,986.1 |
|
R2 |
8,073.7 |
8,073.7 |
7,970.7 |
|
R1 |
8,006.8 |
8,006.8 |
7,955.4 |
8,040.3 |
PP |
7,906.2 |
7,906.2 |
7,906.2 |
7,922.9 |
S1 |
7,839.3 |
7,839.3 |
7,924.6 |
7,872.8 |
S2 |
7,738.7 |
7,738.7 |
7,909.3 |
|
S3 |
7,571.2 |
7,671.8 |
7,893.9 |
|
S4 |
7,403.7 |
7,504.3 |
7,847.9 |
|
|
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 |
8,082.0 |
7,660.0 |
422.0 |
5.3% |
177.9 |
2.2% |
66% |
False |
False |
136,875 |
10 |
8,291.0 |
7,660.0 |
631.0 |
7.9% |
153.7 |
1.9% |
44% |
False |
False |
95,283 |
20 |
8,427.0 |
7,660.0 |
767.0 |
9.7% |
151.0 |
1.9% |
37% |
False |
False |
50,211 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.4% |
123.5 |
1.6% |
31% |
False |
False |
25,236 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
121.4 |
1.5% |
44% |
False |
False |
16,984 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
114.1 |
1.4% |
44% |
False |
False |
13,170 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
110.8 |
1.4% |
44% |
False |
False |
10,563 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
100.2 |
1.3% |
44% |
False |
False |
8,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,684.9 |
2.618 |
8,411.5 |
1.618 |
8,244.0 |
1.000 |
8,140.5 |
0.618 |
8,076.5 |
HIGH |
7,973.0 |
0.618 |
7,909.0 |
0.500 |
7,889.3 |
0.382 |
7,869.5 |
LOW |
7,805.5 |
0.618 |
7,702.0 |
1.000 |
7,638.0 |
1.618 |
7,534.5 |
2.618 |
7,367.0 |
4.250 |
7,093.6 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,923.1 |
7,898.8 |
PP |
7,906.2 |
7,857.7 |
S1 |
7,889.3 |
7,816.5 |
|