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 |
1,566.50 |
1,580.25 |
13.75 |
0.9% |
1,618.75 |
High |
1,587.75 |
1,601.25 |
13.50 |
0.9% |
1,649.00 |
Low |
1,558.25 |
1,573.00 |
14.75 |
0.9% |
1,570.50 |
Close |
1,581.50 |
1,595.50 |
14.00 |
0.9% |
1,584.00 |
Range |
29.50 |
28.25 |
-1.25 |
-4.2% |
78.50 |
ATR |
25.26 |
25.48 |
0.21 |
0.8% |
0.00 |
Volume |
2,020,973 |
1,731,510 |
-289,463 |
-14.3% |
12,867,200 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.75 |
1,663.25 |
1,611.00 |
|
R3 |
1,646.50 |
1,635.00 |
1,603.25 |
|
R2 |
1,618.25 |
1,618.25 |
1,600.75 |
|
R1 |
1,606.75 |
1,606.75 |
1,598.00 |
1,612.50 |
PP |
1,590.00 |
1,590.00 |
1,590.00 |
1,592.75 |
S1 |
1,578.50 |
1,578.50 |
1,593.00 |
1,584.25 |
S2 |
1,561.75 |
1,561.75 |
1,590.25 |
|
S3 |
1,533.50 |
1,550.25 |
1,587.75 |
|
S4 |
1,505.25 |
1,522.00 |
1,580.00 |
|
|
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 |
1,623.00 |
1,553.25 |
69.75 |
4.4% |
32.75 |
2.0% |
61% |
False |
False |
2,643,990 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
29.00 |
1.8% |
44% |
False |
False |
2,215,732 |
20 |
1,655.00 |
1,553.25 |
101.75 |
6.4% |
26.25 |
1.6% |
42% |
False |
False |
1,161,290 |
40 |
1,680.25 |
1,553.25 |
127.00 |
8.0% |
21.75 |
1.4% |
33% |
False |
False |
589,226 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.00 |
1.3% |
45% |
False |
False |
395,878 |
80 |
1,680.25 |
1,513.25 |
167.00 |
10.5% |
19.00 |
1.2% |
49% |
False |
False |
297,243 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.2% |
17.75 |
1.1% |
60% |
False |
False |
237,830 |
120 |
1,680.25 |
1,433.25 |
247.00 |
15.5% |
16.00 |
1.0% |
66% |
False |
False |
198,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.25 |
2.618 |
1,675.25 |
1.618 |
1,647.00 |
1.000 |
1,629.50 |
0.618 |
1,618.75 |
HIGH |
1,601.25 |
0.618 |
1,590.50 |
0.500 |
1,587.00 |
0.382 |
1,583.75 |
LOW |
1,573.00 |
0.618 |
1,555.50 |
1.000 |
1,544.75 |
1.618 |
1,527.25 |
2.618 |
1,499.00 |
4.250 |
1,453.00 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,592.75 |
1,589.50 |
PP |
1,590.00 |
1,583.25 |
S1 |
1,587.00 |
1,577.25 |
|