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 |
1,279.5 |
1,227.2 |
-52.3 |
-4.1% |
1,392.8 |
High |
1,279.5 |
1,245.9 |
-33.6 |
-2.6% |
1,393.5 |
Low |
1,222.9 |
1,198.5 |
-24.4 |
-2.0% |
1,270.8 |
Close |
1,231.7 |
1,213.5 |
-18.2 |
-1.5% |
1,294.2 |
Range |
56.6 |
47.4 |
-9.2 |
-16.3% |
122.7 |
ATR |
31.8 |
32.9 |
1.1 |
3.5% |
0.0 |
Volume |
7,481 |
18,603 |
11,122 |
148.7% |
18,884 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.5 |
1,334.9 |
1,239.6 |
|
R3 |
1,314.1 |
1,287.5 |
1,226.5 |
|
R2 |
1,266.7 |
1,266.7 |
1,222.2 |
|
R1 |
1,240.1 |
1,240.1 |
1,217.8 |
1,229.7 |
PP |
1,219.3 |
1,219.3 |
1,219.3 |
1,214.1 |
S1 |
1,192.7 |
1,192.7 |
1,209.2 |
1,182.3 |
S2 |
1,171.9 |
1,171.9 |
1,204.8 |
|
S3 |
1,124.5 |
1,145.3 |
1,200.5 |
|
S4 |
1,077.1 |
1,097.9 |
1,187.4 |
|
|
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 |
1,303.5 |
1,198.5 |
105.0 |
8.7% |
35.7 |
2.9% |
14% |
False |
True |
10,015 |
10 |
1,393.9 |
1,198.5 |
195.4 |
16.1% |
32.8 |
2.7% |
8% |
False |
True |
6,315 |
20 |
1,426.0 |
1,198.5 |
227.5 |
18.7% |
29.1 |
2.4% |
7% |
False |
True |
5,045 |
40 |
1,490.5 |
1,198.5 |
292.0 |
24.1% |
29.8 |
2.5% |
5% |
False |
True |
6,012 |
60 |
1,594.6 |
1,198.5 |
396.1 |
32.6% |
33.1 |
2.7% |
4% |
False |
True |
5,513 |
80 |
1,621.8 |
1,198.5 |
423.3 |
34.9% |
28.5 |
2.3% |
4% |
False |
True |
4,530 |
100 |
1,694.3 |
1,198.5 |
495.8 |
40.9% |
26.7 |
2.2% |
3% |
False |
True |
4,142 |
120 |
1,705.5 |
1,198.5 |
507.0 |
41.8% |
24.7 |
2.0% |
3% |
False |
True |
3,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.4 |
2.618 |
1,370.0 |
1.618 |
1,322.6 |
1.000 |
1,293.3 |
0.618 |
1,275.2 |
HIGH |
1,245.9 |
0.618 |
1,227.8 |
0.500 |
1,222.2 |
0.382 |
1,216.6 |
LOW |
1,198.5 |
0.618 |
1,169.2 |
1.000 |
1,151.1 |
1.618 |
1,121.8 |
2.618 |
1,074.4 |
4.250 |
997.1 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,222.2 |
1,244.3 |
PP |
1,219.3 |
1,234.0 |
S1 |
1,216.4 |
1,223.8 |
|