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 |
14,684 |
14,831 |
147 |
1.0% |
14,992 |
High |
14,865 |
15,003 |
138 |
0.9% |
15,278 |
Low |
14,621 |
14,820 |
199 |
1.4% |
14,609 |
Close |
14,824 |
14,936 |
112 |
0.8% |
14,711 |
Range |
244 |
183 |
-61 |
-25.0% |
669 |
ATR |
210 |
208 |
-2 |
-0.9% |
0 |
Volume |
149,393 |
143,042 |
-6,351 |
-4.3% |
1,067,464 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,469 |
15,385 |
15,037 |
|
R3 |
15,286 |
15,202 |
14,986 |
|
R2 |
15,103 |
15,103 |
14,970 |
|
R1 |
15,019 |
15,019 |
14,953 |
15,061 |
PP |
14,920 |
14,920 |
14,920 |
14,941 |
S1 |
14,836 |
14,836 |
14,919 |
14,878 |
S2 |
14,737 |
14,737 |
14,903 |
|
S3 |
14,554 |
14,653 |
14,886 |
|
S4 |
14,371 |
14,470 |
14,835 |
|
|
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 |
15,003 |
14,474 |
529 |
3.5% |
218 |
1.5% |
87% |
True |
False |
207,604 |
10 |
15,278 |
14,474 |
804 |
5.4% |
228 |
1.5% |
57% |
False |
False |
198,401 |
20 |
15,295 |
14,474 |
821 |
5.5% |
225 |
1.5% |
56% |
False |
False |
102,054 |
40 |
15,447 |
14,474 |
973 |
6.5% |
178 |
1.2% |
47% |
False |
False |
51,088 |
60 |
15,447 |
14,300 |
1,147 |
7.7% |
160 |
1.1% |
55% |
False |
False |
34,081 |
80 |
15,447 |
14,118 |
1,329 |
8.9% |
133 |
0.9% |
62% |
False |
False |
25,562 |
100 |
15,447 |
13,642 |
1,805 |
12.1% |
109 |
0.7% |
72% |
False |
False |
20,450 |
120 |
15,447 |
13,108 |
2,339 |
15.7% |
91 |
0.6% |
78% |
False |
False |
17,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,781 |
2.618 |
15,482 |
1.618 |
15,299 |
1.000 |
15,186 |
0.618 |
15,116 |
HIGH |
15,003 |
0.618 |
14,933 |
0.500 |
14,912 |
0.382 |
14,890 |
LOW |
14,820 |
0.618 |
14,707 |
1.000 |
14,637 |
1.618 |
14,524 |
2.618 |
14,341 |
4.250 |
14,042 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,928 |
14,879 |
PP |
14,920 |
14,822 |
S1 |
14,912 |
14,765 |
|