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 |
13,135 |
13,550 |
415 |
3.2% |
13,485 |
High |
13,585 |
13,915 |
330 |
2.4% |
13,915 |
Low |
13,000 |
13,460 |
460 |
3.5% |
12,865 |
Close |
13,525 |
13,840 |
315 |
2.3% |
13,840 |
Range |
585 |
455 |
-130 |
-22.2% |
1,050 |
ATR |
559 |
552 |
-7 |
-1.3% |
0 |
Volume |
18,800 |
17,849 |
-951 |
-5.1% |
106,153 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,103 |
14,927 |
14,090 |
|
R3 |
14,648 |
14,472 |
13,965 |
|
R2 |
14,193 |
14,193 |
13,924 |
|
R1 |
14,017 |
14,017 |
13,882 |
14,105 |
PP |
13,738 |
13,738 |
13,738 |
13,783 |
S1 |
13,562 |
13,562 |
13,798 |
13,650 |
S2 |
13,283 |
13,283 |
13,757 |
|
S3 |
12,828 |
13,107 |
13,715 |
|
S4 |
12,373 |
12,652 |
13,590 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,690 |
16,315 |
14,418 |
|
R3 |
15,640 |
15,265 |
14,129 |
|
R2 |
14,590 |
14,590 |
14,033 |
|
R1 |
14,215 |
14,215 |
13,936 |
14,403 |
PP |
13,540 |
13,540 |
13,540 |
13,634 |
S1 |
13,165 |
13,165 |
13,744 |
13,353 |
S2 |
12,490 |
12,490 |
13,648 |
|
S3 |
11,440 |
12,115 |
13,551 |
|
S4 |
10,390 |
11,065 |
13,263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,915 |
12,865 |
1,050 |
7.6% |
537 |
3.9% |
93% |
True |
False |
21,230 |
10 |
13,915 |
12,660 |
1,255 |
9.1% |
545 |
3.9% |
94% |
True |
False |
23,798 |
20 |
13,915 |
12,420 |
1,495 |
10.8% |
617 |
4.5% |
95% |
True |
False |
21,765 |
40 |
16,120 |
12,420 |
3,700 |
26.7% |
506 |
3.7% |
38% |
False |
False |
11,104 |
60 |
16,120 |
12,420 |
3,700 |
26.7% |
401 |
2.9% |
38% |
False |
False |
7,441 |
80 |
16,120 |
12,015 |
4,105 |
29.7% |
333 |
2.4% |
44% |
False |
False |
5,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,849 |
2.618 |
15,106 |
1.618 |
14,651 |
1.000 |
14,370 |
0.618 |
14,196 |
HIGH |
13,915 |
0.618 |
13,741 |
0.500 |
13,688 |
0.382 |
13,634 |
LOW |
13,460 |
0.618 |
13,179 |
1.000 |
13,005 |
1.618 |
12,724 |
2.618 |
12,269 |
4.250 |
11,526 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,789 |
13,694 |
PP |
13,738 |
13,548 |
S1 |
13,688 |
13,403 |
|