Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,335 |
13,135 |
-200 |
-1.5% |
12,660 |
High |
13,360 |
13,585 |
225 |
1.7% |
13,605 |
Low |
12,890 |
13,000 |
110 |
0.9% |
12,660 |
Close |
13,135 |
13,525 |
390 |
3.0% |
13,460 |
Range |
470 |
585 |
115 |
24.5% |
945 |
ATR |
557 |
559 |
2 |
0.4% |
0 |
Volume |
21,526 |
18,800 |
-2,726 |
-12.7% |
131,830 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,125 |
14,910 |
13,847 |
|
R3 |
14,540 |
14,325 |
13,686 |
|
R2 |
13,955 |
13,955 |
13,632 |
|
R1 |
13,740 |
13,740 |
13,579 |
13,848 |
PP |
13,370 |
13,370 |
13,370 |
13,424 |
S1 |
13,155 |
13,155 |
13,472 |
13,263 |
S2 |
12,785 |
12,785 |
13,418 |
|
S3 |
12,200 |
12,570 |
13,364 |
|
S4 |
11,615 |
11,985 |
13,203 |
|
|
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 |
13,600 |
12,815 |
785 |
5.8% |
600 |
4.4% |
90% |
False |
False |
22,897 |
10 |
13,605 |
12,620 |
985 |
7.3% |
561 |
4.1% |
92% |
False |
False |
25,403 |
20 |
14,115 |
12,420 |
1,695 |
12.5% |
619 |
4.6% |
65% |
False |
False |
20,951 |
40 |
16,120 |
12,420 |
3,700 |
27.4% |
501 |
3.7% |
30% |
False |
False |
10,658 |
60 |
16,120 |
12,270 |
3,850 |
28.5% |
408 |
3.0% |
33% |
False |
False |
7,144 |
80 |
16,120 |
12,015 |
4,105 |
30.4% |
327 |
2.4% |
37% |
False |
False |
5,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,071 |
2.618 |
15,117 |
1.618 |
14,532 |
1.000 |
14,170 |
0.618 |
13,947 |
HIGH |
13,585 |
0.618 |
13,362 |
0.500 |
13,293 |
0.382 |
13,224 |
LOW |
13,000 |
0.618 |
12,639 |
1.000 |
12,415 |
1.618 |
12,054 |
2.618 |
11,469 |
4.250 |
10,514 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,448 |
13,425 |
PP |
13,370 |
13,325 |
S1 |
13,293 |
13,225 |
|