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 |
6,088.5 |
6,006.0 |
-82.5 |
-1.4% |
6,256.5 |
High |
6,088.5 |
6,085.0 |
-3.5 |
-0.1% |
6,352.5 |
Low |
5,973.5 |
5,955.5 |
-18.0 |
-0.3% |
6,050.0 |
Close |
5,979.0 |
6,042.5 |
63.5 |
1.1% |
6,076.0 |
Range |
115.0 |
129.5 |
14.5 |
12.6% |
302.5 |
ATR |
101.7 |
103.7 |
2.0 |
2.0% |
0.0 |
Volume |
102,376 |
93,718 |
-8,658 |
-8.5% |
880,369 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,416.0 |
6,359.0 |
6,113.5 |
|
R3 |
6,286.5 |
6,229.5 |
6,078.0 |
|
R2 |
6,157.0 |
6,157.0 |
6,066.0 |
|
R1 |
6,100.0 |
6,100.0 |
6,054.5 |
6,128.5 |
PP |
6,027.5 |
6,027.5 |
6,027.5 |
6,042.0 |
S1 |
5,970.5 |
5,970.5 |
6,030.5 |
5,999.0 |
S2 |
5,898.0 |
5,898.0 |
6,019.0 |
|
S3 |
5,768.5 |
5,841.0 |
6,007.0 |
|
S4 |
5,639.0 |
5,711.5 |
5,971.5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,067.0 |
6,874.0 |
6,242.5 |
|
R3 |
6,764.5 |
6,571.5 |
6,159.0 |
|
R2 |
6,462.0 |
6,462.0 |
6,131.5 |
|
R1 |
6,269.0 |
6,269.0 |
6,103.5 |
6,214.0 |
PP |
6,159.5 |
6,159.5 |
6,159.5 |
6,132.0 |
S1 |
5,966.5 |
5,966.5 |
6,048.5 |
5,912.0 |
S2 |
5,857.0 |
5,857.0 |
6,020.5 |
|
S3 |
5,554.5 |
5,664.0 |
5,993.0 |
|
S4 |
5,252.0 |
5,361.5 |
5,909.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,343.0 |
5,955.5 |
387.5 |
6.4% |
132.0 |
2.2% |
22% |
False |
True |
125,176 |
10 |
6,352.5 |
5,955.5 |
397.0 |
6.6% |
113.5 |
1.9% |
22% |
False |
True |
141,292 |
20 |
6,668.5 |
5,955.5 |
713.0 |
11.8% |
103.0 |
1.7% |
12% |
False |
True |
75,397 |
40 |
6,815.0 |
5,955.5 |
859.5 |
14.2% |
76.5 |
1.3% |
10% |
False |
True |
37,964 |
60 |
6,815.0 |
5,955.5 |
859.5 |
14.2% |
62.5 |
1.0% |
10% |
False |
True |
25,325 |
80 |
6,815.0 |
5,955.5 |
859.5 |
14.2% |
50.0 |
0.8% |
10% |
False |
True |
19,004 |
100 |
6,815.0 |
5,955.5 |
859.5 |
14.2% |
40.5 |
0.7% |
10% |
False |
True |
15,220 |
120 |
6,815.0 |
5,902.5 |
912.5 |
15.1% |
34.0 |
0.6% |
15% |
False |
False |
12,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,635.5 |
2.618 |
6,424.0 |
1.618 |
6,294.5 |
1.000 |
6,214.5 |
0.618 |
6,165.0 |
HIGH |
6,085.0 |
0.618 |
6,035.5 |
0.500 |
6,020.0 |
0.382 |
6,005.0 |
LOW |
5,955.5 |
0.618 |
5,875.5 |
1.000 |
5,826.0 |
1.618 |
5,746.0 |
2.618 |
5,616.5 |
4.250 |
5,405.0 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,035.0 |
6,075.5 |
PP |
6,027.5 |
6,064.5 |
S1 |
6,020.0 |
6,053.5 |
|