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 |
7,957.5 |
8,003.5 |
46.0 |
0.6% |
7,755.0 |
High |
8,030.0 |
8,044.5 |
14.5 |
0.2% |
8,044.5 |
Low |
7,922.5 |
7,910.5 |
-12.0 |
-0.2% |
7,660.0 |
Close |
8,003.0 |
7,966.5 |
-36.5 |
-0.5% |
7,966.5 |
Range |
107.5 |
134.0 |
26.5 |
24.7% |
384.5 |
ATR |
151.1 |
149.9 |
-1.2 |
-0.8% |
0.0 |
Volume |
115,276 |
117,571 |
2,295 |
2.0% |
582,183 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,375.8 |
8,305.2 |
8,040.2 |
|
R3 |
8,241.8 |
8,171.2 |
8,003.4 |
|
R2 |
8,107.8 |
8,107.8 |
7,991.1 |
|
R1 |
8,037.2 |
8,037.2 |
7,978.8 |
8,005.5 |
PP |
7,973.8 |
7,973.8 |
7,973.8 |
7,958.0 |
S1 |
7,903.2 |
7,903.2 |
7,954.2 |
7,871.5 |
S2 |
7,839.8 |
7,839.8 |
7,941.9 |
|
S3 |
7,705.8 |
7,769.2 |
7,929.7 |
|
S4 |
7,571.8 |
7,635.2 |
7,892.8 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,043.8 |
8,889.7 |
8,178.0 |
|
R3 |
8,659.3 |
8,505.2 |
8,072.2 |
|
R2 |
8,274.8 |
8,274.8 |
8,037.0 |
|
R1 |
8,120.7 |
8,120.7 |
8,001.7 |
8,197.8 |
PP |
7,890.3 |
7,890.3 |
7,890.3 |
7,928.9 |
S1 |
7,736.2 |
7,736.2 |
7,931.3 |
7,813.3 |
S2 |
7,505.8 |
7,505.8 |
7,896.0 |
|
S3 |
7,121.3 |
7,351.7 |
7,860.8 |
|
S4 |
6,736.8 |
6,967.2 |
7,755.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,044.5 |
7,660.0 |
384.5 |
4.8% |
142.9 |
1.8% |
80% |
True |
False |
116,436 |
10 |
8,291.0 |
7,660.0 |
631.0 |
7.9% |
147.7 |
1.9% |
49% |
False |
False |
112,332 |
20 |
8,403.0 |
7,660.0 |
743.0 |
9.3% |
151.9 |
1.9% |
41% |
False |
False |
61,782 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.4% |
122.4 |
1.5% |
34% |
False |
False |
31,039 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
121.9 |
1.5% |
47% |
False |
False |
20,860 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
114.2 |
1.4% |
47% |
False |
False |
16,064 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
111.0 |
1.4% |
47% |
False |
False |
12,892 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
101.8 |
1.3% |
47% |
False |
False |
10,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,614.0 |
2.618 |
8,395.3 |
1.618 |
8,261.3 |
1.000 |
8,178.5 |
0.618 |
8,127.3 |
HIGH |
8,044.5 |
0.618 |
7,993.3 |
0.500 |
7,977.5 |
0.382 |
7,961.7 |
LOW |
7,910.5 |
0.618 |
7,827.7 |
1.000 |
7,776.5 |
1.618 |
7,693.7 |
2.618 |
7,559.7 |
4.250 |
7,341.0 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
7,977.5 |
7,952.7 |
PP |
7,973.8 |
7,938.8 |
S1 |
7,970.2 |
7,925.0 |
|