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 |
14,831 |
14,937 |
106 |
0.7% |
14,715 |
High |
15,003 |
15,002 |
-1 |
0.0% |
15,003 |
Low |
14,820 |
14,801 |
-19 |
-0.1% |
14,474 |
Close |
14,936 |
14,824 |
-112 |
-0.7% |
14,824 |
Range |
183 |
201 |
18 |
9.8% |
529 |
ATR |
208 |
207 |
0 |
-0.2% |
0 |
Volume |
143,042 |
179,853 |
36,811 |
25.7% |
955,298 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,479 |
15,352 |
14,935 |
|
R3 |
15,278 |
15,151 |
14,879 |
|
R2 |
15,077 |
15,077 |
14,861 |
|
R1 |
14,950 |
14,950 |
14,843 |
14,913 |
PP |
14,876 |
14,876 |
14,876 |
14,857 |
S1 |
14,749 |
14,749 |
14,806 |
14,712 |
S2 |
14,675 |
14,675 |
14,787 |
|
S3 |
14,474 |
14,548 |
14,769 |
|
S4 |
14,273 |
14,347 |
14,714 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,354 |
16,118 |
15,115 |
|
R3 |
15,825 |
15,589 |
14,970 |
|
R2 |
15,296 |
15,296 |
14,921 |
|
R1 |
15,060 |
15,060 |
14,873 |
15,178 |
PP |
14,767 |
14,767 |
14,767 |
14,826 |
S1 |
14,531 |
14,531 |
14,776 |
14,649 |
S2 |
14,238 |
14,238 |
14,727 |
|
S3 |
13,709 |
14,002 |
14,679 |
|
S4 |
13,180 |
13,473 |
14,533 |
|
|
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 |
3.6% |
219 |
1.5% |
66% |
False |
False |
191,059 |
10 |
15,278 |
14,474 |
804 |
5.4% |
231 |
1.6% |
44% |
False |
False |
202,276 |
20 |
15,278 |
14,474 |
804 |
5.4% |
222 |
1.5% |
44% |
False |
False |
111,022 |
40 |
15,447 |
14,474 |
973 |
6.6% |
181 |
1.2% |
36% |
False |
False |
55,584 |
60 |
15,447 |
14,300 |
1,147 |
7.7% |
163 |
1.1% |
46% |
False |
False |
37,079 |
80 |
15,447 |
14,180 |
1,267 |
8.5% |
135 |
0.9% |
51% |
False |
False |
27,810 |
100 |
15,447 |
13,642 |
1,805 |
12.2% |
111 |
0.7% |
65% |
False |
False |
22,249 |
120 |
15,447 |
13,108 |
2,339 |
15.8% |
92 |
0.6% |
73% |
False |
False |
18,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,856 |
2.618 |
15,528 |
1.618 |
15,327 |
1.000 |
15,203 |
0.618 |
15,126 |
HIGH |
15,002 |
0.618 |
14,925 |
0.500 |
14,902 |
0.382 |
14,878 |
LOW |
14,801 |
0.618 |
14,677 |
1.000 |
14,600 |
1.618 |
14,476 |
2.618 |
14,275 |
4.250 |
13,947 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,902 |
14,820 |
PP |
14,876 |
14,816 |
S1 |
14,850 |
14,812 |
|