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 |
1,300.1 |
1,283.5 |
-16.6 |
-1.3% |
1,392.8 |
High |
1,302.8 |
1,290.1 |
-12.7 |
-1.0% |
1,393.5 |
Low |
1,277.7 |
1,273.3 |
-4.4 |
-0.3% |
1,270.8 |
Close |
1,279.3 |
1,277.2 |
-2.1 |
-0.2% |
1,294.2 |
Range |
25.1 |
16.8 |
-8.3 |
-33.1% |
122.7 |
ATR |
30.9 |
29.9 |
-1.0 |
-3.3% |
0.0 |
Volume |
8,968 |
4,358 |
-4,610 |
-51.4% |
18,884 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.6 |
1,320.7 |
1,286.4 |
|
R3 |
1,313.8 |
1,303.9 |
1,281.8 |
|
R2 |
1,297.0 |
1,297.0 |
1,280.3 |
|
R1 |
1,287.1 |
1,287.1 |
1,278.7 |
1,283.7 |
PP |
1,280.2 |
1,280.2 |
1,280.2 |
1,278.5 |
S1 |
1,270.3 |
1,270.3 |
1,275.7 |
1,266.9 |
S2 |
1,263.4 |
1,263.4 |
1,274.1 |
|
S3 |
1,246.6 |
1,253.5 |
1,272.6 |
|
S4 |
1,229.8 |
1,236.7 |
1,268.0 |
|
|
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 |
1,378.0 |
1,270.8 |
107.2 |
8.4% |
35.0 |
2.7% |
6% |
False |
False |
5,709 |
10 |
1,396.5 |
1,270.8 |
125.7 |
9.8% |
26.5 |
2.1% |
5% |
False |
False |
4,513 |
20 |
1,426.0 |
1,270.8 |
155.2 |
12.2% |
26.0 |
2.0% |
4% |
False |
False |
5,352 |
40 |
1,490.5 |
1,270.8 |
219.7 |
17.2% |
28.5 |
2.2% |
3% |
False |
False |
5,567 |
60 |
1,608.5 |
1,270.8 |
337.7 |
26.4% |
32.3 |
2.5% |
2% |
False |
False |
5,112 |
80 |
1,621.8 |
1,270.8 |
351.0 |
27.5% |
27.4 |
2.1% |
2% |
False |
False |
4,247 |
100 |
1,694.3 |
1,270.8 |
423.5 |
33.2% |
26.1 |
2.0% |
2% |
False |
False |
3,929 |
120 |
1,705.5 |
1,270.8 |
434.7 |
34.0% |
24.4 |
1.9% |
1% |
False |
False |
3,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.5 |
2.618 |
1,334.1 |
1.618 |
1,317.3 |
1.000 |
1,306.9 |
0.618 |
1,300.5 |
HIGH |
1,290.1 |
0.618 |
1,283.7 |
0.500 |
1,281.7 |
0.382 |
1,279.7 |
LOW |
1,273.3 |
0.618 |
1,262.9 |
1.000 |
1,256.5 |
1.618 |
1,246.1 |
2.618 |
1,229.3 |
4.250 |
1,201.9 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,281.7 |
1,287.2 |
PP |
1,280.2 |
1,283.8 |
S1 |
1,278.7 |
1,280.5 |
|