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 |
13,485 |
13,145 |
-340 |
-2.5% |
12,660 |
High |
13,600 |
13,355 |
-245 |
-1.8% |
13,605 |
Low |
12,915 |
12,865 |
-50 |
-0.4% |
12,660 |
Close |
13,145 |
13,300 |
155 |
1.2% |
13,460 |
Range |
685 |
490 |
-195 |
-28.5% |
945 |
ATR |
569 |
564 |
-6 |
-1.0% |
0 |
Volume |
26,848 |
21,130 |
-5,718 |
-21.3% |
131,830 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,643 |
14,462 |
13,570 |
|
R3 |
14,153 |
13,972 |
13,435 |
|
R2 |
13,663 |
13,663 |
13,390 |
|
R1 |
13,482 |
13,482 |
13,345 |
13,573 |
PP |
13,173 |
13,173 |
13,173 |
13,219 |
S1 |
12,992 |
12,992 |
13,255 |
13,083 |
S2 |
12,683 |
12,683 |
13,210 |
|
S3 |
12,193 |
12,502 |
13,165 |
|
S4 |
11,703 |
12,012 |
13,031 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,077 |
15,713 |
13,980 |
|
R3 |
15,132 |
14,768 |
13,720 |
|
R2 |
14,187 |
14,187 |
13,633 |
|
R1 |
13,823 |
13,823 |
13,547 |
14,005 |
PP |
13,242 |
13,242 |
13,242 |
13,333 |
S1 |
12,878 |
12,878 |
13,374 |
13,060 |
S2 |
12,297 |
12,297 |
13,287 |
|
S3 |
11,352 |
11,933 |
13,200 |
|
S4 |
10,407 |
10,988 |
12,940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,605 |
12,815 |
790 |
5.9% |
578 |
4.3% |
61% |
False |
False |
25,902 |
10 |
13,605 |
12,525 |
1,080 |
8.1% |
579 |
4.3% |
72% |
False |
False |
28,467 |
20 |
14,615 |
12,420 |
2,195 |
16.5% |
623 |
4.7% |
40% |
False |
False |
19,129 |
40 |
16,120 |
12,420 |
3,700 |
27.8% |
477 |
3.6% |
24% |
False |
False |
9,651 |
60 |
16,120 |
12,015 |
4,105 |
30.9% |
398 |
3.0% |
31% |
False |
False |
6,472 |
80 |
16,120 |
11,770 |
4,350 |
32.7% |
314 |
2.4% |
35% |
False |
False |
4,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,438 |
2.618 |
14,638 |
1.618 |
14,148 |
1.000 |
13,845 |
0.618 |
13,658 |
HIGH |
13,355 |
0.618 |
13,168 |
0.500 |
13,110 |
0.382 |
13,052 |
LOW |
12,865 |
0.618 |
12,562 |
1.000 |
12,375 |
1.618 |
12,072 |
2.618 |
11,582 |
4.250 |
10,783 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,237 |
13,269 |
PP |
13,173 |
13,238 |
S1 |
13,110 |
13,208 |
|