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 |
1,283.5 |
1,279.5 |
-4.0 |
-0.3% |
1,392.8 |
High |
1,290.1 |
1,279.5 |
-10.6 |
-0.8% |
1,393.5 |
Low |
1,273.3 |
1,222.9 |
-50.4 |
-4.0% |
1,270.8 |
Close |
1,277.2 |
1,231.7 |
-45.5 |
-3.6% |
1,294.2 |
Range |
16.8 |
56.6 |
39.8 |
236.9% |
122.7 |
ATR |
29.9 |
31.8 |
1.9 |
6.4% |
0.0 |
Volume |
4,358 |
7,481 |
3,123 |
71.7% |
18,884 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.5 |
1,379.7 |
1,262.8 |
|
R3 |
1,357.9 |
1,323.1 |
1,247.3 |
|
R2 |
1,301.3 |
1,301.3 |
1,242.1 |
|
R1 |
1,266.5 |
1,266.5 |
1,236.9 |
1,255.6 |
PP |
1,244.7 |
1,244.7 |
1,244.7 |
1,239.3 |
S1 |
1,209.9 |
1,209.9 |
1,226.5 |
1,199.0 |
S2 |
1,188.1 |
1,188.1 |
1,221.3 |
|
S3 |
1,131.5 |
1,153.3 |
1,216.1 |
|
S4 |
1,074.9 |
1,096.7 |
1,200.6 |
|
|
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 |
1,351.0 |
1,222.9 |
128.1 |
10.4% |
40.9 |
3.3% |
7% |
False |
True |
6,821 |
10 |
1,396.5 |
1,222.9 |
173.6 |
14.1% |
30.1 |
2.4% |
5% |
False |
True |
4,828 |
20 |
1,426.0 |
1,222.9 |
203.1 |
16.5% |
28.2 |
2.3% |
4% |
False |
True |
5,144 |
40 |
1,490.5 |
1,222.9 |
267.6 |
21.7% |
29.6 |
2.4% |
3% |
False |
True |
5,599 |
60 |
1,594.6 |
1,222.9 |
371.7 |
30.2% |
32.7 |
2.7% |
2% |
False |
True |
5,227 |
80 |
1,621.8 |
1,222.9 |
398.9 |
32.4% |
28.0 |
2.3% |
2% |
False |
True |
4,318 |
100 |
1,694.3 |
1,222.9 |
471.4 |
38.3% |
26.4 |
2.1% |
2% |
False |
True |
3,987 |
120 |
1,705.5 |
1,222.9 |
482.6 |
39.2% |
24.6 |
2.0% |
2% |
False |
True |
3,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.1 |
2.618 |
1,427.7 |
1.618 |
1,371.1 |
1.000 |
1,336.1 |
0.618 |
1,314.5 |
HIGH |
1,279.5 |
0.618 |
1,257.9 |
0.500 |
1,251.2 |
0.382 |
1,244.5 |
LOW |
1,222.9 |
0.618 |
1,187.9 |
1.000 |
1,166.3 |
1.618 |
1,131.3 |
2.618 |
1,074.7 |
4.250 |
982.4 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,251.2 |
1,262.9 |
PP |
1,244.7 |
1,252.5 |
S1 |
1,238.2 |
1,242.1 |
|