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 |
6,129.5 |
6,174.0 |
44.5 |
0.7% |
6,088.5 |
High |
6,224.5 |
6,220.5 |
-4.0 |
-0.1% |
6,224.5 |
Low |
6,121.0 |
6,154.5 |
33.5 |
0.5% |
5,955.5 |
Close |
6,199.5 |
6,161.5 |
-38.0 |
-0.6% |
6,161.5 |
Range |
103.5 |
66.0 |
-37.5 |
-36.2% |
269.0 |
ATR |
104.0 |
101.2 |
-2.7 |
-2.6% |
0.0 |
Volume |
112,989 |
97,873 |
-15,116 |
-13.4% |
488,779 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,377.0 |
6,335.0 |
6,198.0 |
|
R3 |
6,311.0 |
6,269.0 |
6,179.5 |
|
R2 |
6,245.0 |
6,245.0 |
6,173.5 |
|
R1 |
6,203.0 |
6,203.0 |
6,167.5 |
6,191.0 |
PP |
6,179.0 |
6,179.0 |
6,179.0 |
6,173.0 |
S1 |
6,137.0 |
6,137.0 |
6,155.5 |
6,125.0 |
S2 |
6,113.0 |
6,113.0 |
6,149.5 |
|
S3 |
6,047.0 |
6,071.0 |
6,143.5 |
|
S4 |
5,981.0 |
6,005.0 |
6,125.0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.0 |
6,810.0 |
6,309.5 |
|
R3 |
6,652.0 |
6,541.0 |
6,235.5 |
|
R2 |
6,383.0 |
6,383.0 |
6,211.0 |
|
R1 |
6,272.0 |
6,272.0 |
6,186.0 |
6,327.5 |
PP |
6,114.0 |
6,114.0 |
6,114.0 |
6,141.5 |
S1 |
6,003.0 |
6,003.0 |
6,137.0 |
6,058.5 |
S2 |
5,845.0 |
5,845.0 |
6,112.0 |
|
S3 |
5,576.0 |
5,734.0 |
6,087.5 |
|
S4 |
5,307.0 |
5,465.0 |
6,013.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,224.5 |
5,955.5 |
269.0 |
4.4% |
103.5 |
1.7% |
77% |
False |
False |
97,755 |
10 |
6,352.5 |
5,955.5 |
397.0 |
6.4% |
109.5 |
1.8% |
52% |
False |
False |
136,914 |
20 |
6,515.0 |
5,955.5 |
559.5 |
9.1% |
103.0 |
1.7% |
37% |
False |
False |
89,548 |
40 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
80.5 |
1.3% |
24% |
False |
False |
45,251 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
64.5 |
1.1% |
24% |
False |
False |
30,202 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
53.5 |
0.9% |
24% |
False |
False |
22,660 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
43.0 |
0.7% |
24% |
False |
False |
18,139 |
120 |
6,815.0 |
5,943.0 |
872.0 |
14.2% |
36.0 |
0.6% |
25% |
False |
False |
15,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,501.0 |
2.618 |
6,393.5 |
1.618 |
6,327.5 |
1.000 |
6,286.5 |
0.618 |
6,261.5 |
HIGH |
6,220.5 |
0.618 |
6,195.5 |
0.500 |
6,187.5 |
0.382 |
6,179.5 |
LOW |
6,154.5 |
0.618 |
6,113.5 |
1.000 |
6,088.5 |
1.618 |
6,047.5 |
2.618 |
5,981.5 |
4.250 |
5,874.0 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,187.5 |
6,152.0 |
PP |
6,179.0 |
6,142.0 |
S1 |
6,170.0 |
6,132.0 |
|