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 |
1,583.75 |
1,566.50 |
-17.25 |
-1.1% |
1,618.75 |
High |
1,586.25 |
1,587.75 |
1.50 |
0.1% |
1,649.00 |
Low |
1,553.25 |
1,558.25 |
5.00 |
0.3% |
1,570.50 |
Close |
1,566.25 |
1,581.50 |
15.25 |
1.0% |
1,584.00 |
Range |
33.00 |
29.50 |
-3.50 |
-10.6% |
78.50 |
ATR |
24.94 |
25.26 |
0.33 |
1.3% |
0.00 |
Volume |
2,848,089 |
2,020,973 |
-827,116 |
-29.0% |
12,867,200 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.25 |
1,652.50 |
1,597.75 |
|
R3 |
1,634.75 |
1,623.00 |
1,589.50 |
|
R2 |
1,605.25 |
1,605.25 |
1,587.00 |
|
R1 |
1,593.50 |
1,593.50 |
1,584.25 |
1,599.50 |
PP |
1,575.75 |
1,575.75 |
1,575.75 |
1,578.75 |
S1 |
1,564.00 |
1,564.00 |
1,578.75 |
1,570.00 |
S2 |
1,546.25 |
1,546.25 |
1,576.00 |
|
S3 |
1,516.75 |
1,534.50 |
1,573.50 |
|
S4 |
1,487.25 |
1,505.00 |
1,565.25 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.75 |
1,788.75 |
1,627.25 |
|
R3 |
1,758.25 |
1,710.25 |
1,605.50 |
|
R2 |
1,679.75 |
1,679.75 |
1,598.50 |
|
R1 |
1,631.75 |
1,631.75 |
1,591.25 |
1,616.50 |
PP |
1,601.25 |
1,601.25 |
1,601.25 |
1,593.50 |
S1 |
1,553.25 |
1,553.25 |
1,576.75 |
1,538.00 |
S2 |
1,522.75 |
1,522.75 |
1,569.50 |
|
S3 |
1,444.25 |
1,474.75 |
1,562.50 |
|
S4 |
1,365.75 |
1,396.25 |
1,540.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,649.00 |
1,553.25 |
95.75 |
6.1% |
32.75 |
2.1% |
30% |
False |
False |
2,771,615 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.1% |
29.25 |
1.8% |
30% |
False |
False |
2,084,946 |
20 |
1,655.00 |
1,553.25 |
101.75 |
6.4% |
25.75 |
1.6% |
28% |
False |
False |
1,076,297 |
40 |
1,680.25 |
1,553.25 |
127.00 |
8.0% |
21.50 |
1.4% |
22% |
False |
False |
546,185 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.8% |
20.75 |
1.3% |
36% |
False |
False |
367,034 |
80 |
1,680.25 |
1,496.00 |
184.25 |
11.7% |
18.75 |
1.2% |
46% |
False |
False |
275,607 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.3% |
17.50 |
1.1% |
53% |
False |
False |
220,520 |
120 |
1,680.25 |
1,433.25 |
247.00 |
15.6% |
15.75 |
1.0% |
60% |
False |
False |
183,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.00 |
2.618 |
1,665.00 |
1.618 |
1,635.50 |
1.000 |
1,617.25 |
0.618 |
1,606.00 |
HIGH |
1,587.75 |
0.618 |
1,576.50 |
0.500 |
1,573.00 |
0.382 |
1,569.50 |
LOW |
1,558.25 |
0.618 |
1,540.00 |
1.000 |
1,528.75 |
1.618 |
1,510.50 |
2.618 |
1,481.00 |
4.250 |
1,433.00 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.75 |
1,579.50 |
PP |
1,575.75 |
1,577.25 |
S1 |
1,573.00 |
1,575.25 |
|