Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,280.1 |
1,300.1 |
20.0 |
1.6% |
1,392.8 |
High |
1,303.5 |
1,302.8 |
-0.7 |
-0.1% |
1,393.5 |
Low |
1,270.8 |
1,277.7 |
6.9 |
0.5% |
1,270.8 |
Close |
1,294.2 |
1,279.3 |
-14.9 |
-1.2% |
1,294.2 |
Range |
32.7 |
25.1 |
-7.6 |
-23.2% |
122.7 |
ATR |
31.4 |
30.9 |
-0.4 |
-1.4% |
0.0 |
Volume |
10,668 |
8,968 |
-1,700 |
-15.9% |
18,884 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.9 |
1,345.7 |
1,293.1 |
|
R3 |
1,336.8 |
1,320.6 |
1,286.2 |
|
R2 |
1,311.7 |
1,311.7 |
1,283.9 |
|
R1 |
1,295.5 |
1,295.5 |
1,281.6 |
1,291.1 |
PP |
1,286.6 |
1,286.6 |
1,286.6 |
1,284.4 |
S1 |
1,270.4 |
1,270.4 |
1,277.0 |
1,266.0 |
S2 |
1,261.5 |
1,261.5 |
1,274.7 |
|
S3 |
1,236.4 |
1,245.3 |
1,272.4 |
|
S4 |
1,211.3 |
1,220.2 |
1,265.5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.6 |
1,613.6 |
1,361.7 |
|
R3 |
1,564.9 |
1,490.9 |
1,327.9 |
|
R2 |
1,442.2 |
1,442.2 |
1,316.7 |
|
R1 |
1,368.2 |
1,368.2 |
1,305.4 |
1,343.9 |
PP |
1,319.5 |
1,319.5 |
1,319.5 |
1,307.3 |
S1 |
1,245.5 |
1,245.5 |
1,283.0 |
1,221.2 |
S2 |
1,196.8 |
1,196.8 |
1,271.7 |
|
S3 |
1,074.1 |
1,122.8 |
1,260.5 |
|
S4 |
951.4 |
1,000.1 |
1,226.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,386.9 |
1,270.8 |
116.1 |
9.1% |
36.5 |
2.9% |
7% |
False |
False |
5,155 |
10 |
1,396.5 |
1,270.8 |
125.7 |
9.8% |
27.0 |
2.1% |
7% |
False |
False |
4,325 |
20 |
1,426.0 |
1,270.8 |
155.2 |
12.1% |
26.6 |
2.1% |
5% |
False |
False |
5,272 |
40 |
1,490.5 |
1,270.8 |
219.7 |
17.2% |
28.5 |
2.2% |
4% |
False |
False |
5,591 |
60 |
1,608.5 |
1,270.8 |
337.7 |
26.4% |
32.1 |
2.5% |
3% |
False |
False |
5,060 |
80 |
1,621.8 |
1,270.8 |
351.0 |
27.4% |
27.5 |
2.1% |
2% |
False |
False |
4,212 |
100 |
1,694.3 |
1,270.8 |
423.5 |
33.1% |
26.1 |
2.0% |
2% |
False |
False |
3,896 |
120 |
1,705.5 |
1,270.8 |
434.7 |
34.0% |
24.4 |
1.9% |
2% |
False |
False |
3,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.5 |
2.618 |
1,368.5 |
1.618 |
1,343.4 |
1.000 |
1,327.9 |
0.618 |
1,318.3 |
HIGH |
1,302.8 |
0.618 |
1,293.2 |
0.500 |
1,290.3 |
0.382 |
1,287.3 |
LOW |
1,277.7 |
0.618 |
1,262.2 |
1.000 |
1,252.6 |
1.618 |
1,237.1 |
2.618 |
1,212.0 |
4.250 |
1,171.0 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,290.3 |
1,310.9 |
PP |
1,286.6 |
1,300.4 |
S1 |
1,283.0 |
1,289.8 |
|