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 |
1,580.25 |
1,596.75 |
16.50 |
1.0% |
1,618.75 |
High |
1,601.25 |
1,614.25 |
13.00 |
0.8% |
1,649.00 |
Low |
1,573.00 |
1,594.75 |
21.75 |
1.4% |
1,570.50 |
Close |
1,595.50 |
1,606.50 |
11.00 |
0.7% |
1,584.00 |
Range |
28.25 |
19.50 |
-8.75 |
-31.0% |
78.50 |
ATR |
25.48 |
25.05 |
-0.43 |
-1.7% |
0.00 |
Volume |
1,731,510 |
1,601,032 |
-130,478 |
-7.5% |
12,867,200 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.75 |
1,654.50 |
1,617.25 |
|
R3 |
1,644.25 |
1,635.00 |
1,611.75 |
|
R2 |
1,624.75 |
1,624.75 |
1,610.00 |
|
R1 |
1,615.50 |
1,615.50 |
1,608.25 |
1,620.00 |
PP |
1,605.25 |
1,605.25 |
1,605.25 |
1,607.50 |
S1 |
1,596.00 |
1,596.00 |
1,604.75 |
1,600.50 |
S2 |
1,585.75 |
1,585.75 |
1,603.00 |
|
S3 |
1,566.25 |
1,576.50 |
1,601.25 |
|
S4 |
1,546.75 |
1,557.00 |
1,595.75 |
|
|
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 |
1,614.25 |
1,553.25 |
61.00 |
3.8% |
27.50 |
1.7% |
87% |
True |
False |
2,236,796 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
27.00 |
1.7% |
56% |
False |
False |
2,290,712 |
20 |
1,652.00 |
1,553.25 |
98.75 |
6.1% |
26.25 |
1.6% |
54% |
False |
False |
1,240,817 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.9% |
21.75 |
1.4% |
42% |
False |
False |
629,136 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.00 |
1.3% |
53% |
False |
False |
422,521 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.8% |
19.00 |
1.2% |
53% |
False |
False |
317,248 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
17.75 |
1.1% |
65% |
False |
False |
253,839 |
120 |
1,680.25 |
1,433.25 |
247.00 |
15.4% |
16.00 |
1.0% |
70% |
False |
False |
211,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.00 |
2.618 |
1,665.25 |
1.618 |
1,645.75 |
1.000 |
1,633.75 |
0.618 |
1,626.25 |
HIGH |
1,614.25 |
0.618 |
1,606.75 |
0.500 |
1,604.50 |
0.382 |
1,602.25 |
LOW |
1,594.75 |
0.618 |
1,582.75 |
1.000 |
1,575.25 |
1.618 |
1,563.25 |
2.618 |
1,543.75 |
4.250 |
1,512.00 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,605.75 |
1,599.75 |
PP |
1,605.25 |
1,593.00 |
S1 |
1,604.50 |
1,586.25 |
|