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 |
1,596.75 |
1,606.25 |
9.50 |
0.6% |
1,583.75 |
High |
1,614.25 |
1,614.50 |
0.25 |
0.0% |
1,614.50 |
Low |
1,594.75 |
1,594.25 |
-0.50 |
0.0% |
1,553.25 |
Close |
1,606.50 |
1,599.25 |
-7.25 |
-0.5% |
1,599.25 |
Range |
19.50 |
20.25 |
0.75 |
3.8% |
61.25 |
ATR |
25.05 |
24.71 |
-0.34 |
-1.4% |
0.00 |
Volume |
1,601,032 |
2,143,749 |
542,717 |
33.9% |
10,345,353 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.50 |
1,651.50 |
1,610.50 |
|
R3 |
1,643.25 |
1,631.25 |
1,604.75 |
|
R2 |
1,623.00 |
1,623.00 |
1,603.00 |
|
R1 |
1,611.00 |
1,611.00 |
1,601.00 |
1,607.00 |
PP |
1,602.75 |
1,602.75 |
1,602.75 |
1,600.50 |
S1 |
1,590.75 |
1,590.75 |
1,597.50 |
1,586.50 |
S2 |
1,582.50 |
1,582.50 |
1,595.50 |
|
S3 |
1,562.25 |
1,570.50 |
1,593.75 |
|
S4 |
1,542.00 |
1,550.25 |
1,588.00 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.75 |
1,747.25 |
1,633.00 |
|
R3 |
1,711.50 |
1,686.00 |
1,616.00 |
|
R2 |
1,650.25 |
1,650.25 |
1,610.50 |
|
R1 |
1,624.75 |
1,624.75 |
1,604.75 |
1,637.50 |
PP |
1,589.00 |
1,589.00 |
1,589.00 |
1,595.50 |
S1 |
1,563.50 |
1,563.50 |
1,593.75 |
1,576.25 |
S2 |
1,527.75 |
1,527.75 |
1,588.00 |
|
S3 |
1,466.50 |
1,502.25 |
1,582.50 |
|
S4 |
1,405.25 |
1,441.00 |
1,565.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,614.50 |
1,553.25 |
61.25 |
3.8% |
26.00 |
1.6% |
75% |
True |
False |
2,069,070 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
27.25 |
1.7% |
48% |
False |
False |
2,321,255 |
20 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
25.75 |
1.6% |
48% |
False |
False |
1,346,797 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.9% |
22.00 |
1.4% |
36% |
False |
False |
682,685 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.00 |
1.3% |
48% |
False |
False |
458,232 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.8% |
19.25 |
1.2% |
48% |
False |
False |
344,041 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
18.00 |
1.1% |
61% |
False |
False |
275,277 |
120 |
1,680.25 |
1,433.25 |
247.00 |
15.4% |
16.25 |
1.0% |
67% |
False |
False |
229,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,700.50 |
2.618 |
1,667.50 |
1.618 |
1,647.25 |
1.000 |
1,634.75 |
0.618 |
1,627.00 |
HIGH |
1,614.50 |
0.618 |
1,606.75 |
0.500 |
1,604.50 |
0.382 |
1,602.00 |
LOW |
1,594.25 |
0.618 |
1,581.75 |
1.000 |
1,574.00 |
1.618 |
1,561.50 |
2.618 |
1,541.25 |
4.250 |
1,508.25 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,604.50 |
1,597.50 |
PP |
1,602.75 |
1,595.50 |
S1 |
1,601.00 |
1,593.75 |
|