Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,595 |
14,684 |
89 |
0.6% |
14,992 |
High |
14,738 |
14,865 |
127 |
0.9% |
15,278 |
Low |
14,527 |
14,621 |
94 |
0.6% |
14,609 |
Close |
14,690 |
14,824 |
134 |
0.9% |
14,711 |
Range |
211 |
244 |
33 |
15.6% |
669 |
ATR |
207 |
210 |
3 |
1.3% |
0 |
Volume |
187,959 |
149,393 |
-38,566 |
-20.5% |
1,067,464 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,502 |
15,407 |
14,958 |
|
R3 |
15,258 |
15,163 |
14,891 |
|
R2 |
15,014 |
15,014 |
14,869 |
|
R1 |
14,919 |
14,919 |
14,846 |
14,967 |
PP |
14,770 |
14,770 |
14,770 |
14,794 |
S1 |
14,675 |
14,675 |
14,802 |
14,723 |
S2 |
14,526 |
14,526 |
14,779 |
|
S3 |
14,282 |
14,431 |
14,757 |
|
S4 |
14,038 |
14,187 |
14,690 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,873 |
16,461 |
15,079 |
|
R3 |
16,204 |
15,792 |
14,895 |
|
R2 |
15,535 |
15,535 |
14,834 |
|
R1 |
15,123 |
15,123 |
14,772 |
14,995 |
PP |
14,866 |
14,866 |
14,866 |
14,802 |
S1 |
14,454 |
14,454 |
14,650 |
14,326 |
S2 |
14,197 |
14,197 |
14,588 |
|
S3 |
13,528 |
13,785 |
14,527 |
|
S4 |
12,859 |
13,116 |
14,343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,046 |
14,474 |
572 |
3.9% |
259 |
1.7% |
61% |
False |
False |
238,027 |
10 |
15,278 |
14,474 |
804 |
5.4% |
242 |
1.6% |
44% |
False |
False |
187,195 |
20 |
15,307 |
14,474 |
833 |
5.6% |
222 |
1.5% |
42% |
False |
False |
94,908 |
40 |
15,447 |
14,474 |
973 |
6.6% |
177 |
1.2% |
36% |
False |
False |
47,513 |
60 |
15,447 |
14,300 |
1,147 |
7.7% |
157 |
1.1% |
46% |
False |
False |
31,698 |
80 |
15,447 |
14,050 |
1,397 |
9.4% |
131 |
0.9% |
55% |
False |
False |
23,774 |
100 |
15,447 |
13,642 |
1,805 |
12.2% |
107 |
0.7% |
65% |
False |
False |
19,020 |
120 |
15,447 |
13,108 |
2,339 |
15.8% |
89 |
0.6% |
73% |
False |
False |
15,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,902 |
2.618 |
15,504 |
1.618 |
15,260 |
1.000 |
15,109 |
0.618 |
15,016 |
HIGH |
14,865 |
0.618 |
14,772 |
0.500 |
14,743 |
0.382 |
14,714 |
LOW |
14,621 |
0.618 |
14,470 |
1.000 |
14,377 |
1.618 |
14,226 |
2.618 |
13,982 |
4.250 |
13,584 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,797 |
14,773 |
PP |
14,770 |
14,721 |
S1 |
14,743 |
14,670 |
|