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 |
1,227.2 |
1,203.0 |
-24.2 |
-2.0% |
1,300.1 |
High |
1,245.9 |
1,236.9 |
-9.0 |
-0.7% |
1,302.8 |
Low |
1,198.5 |
1,182.6 |
-15.9 |
-1.3% |
1,182.6 |
Close |
1,213.5 |
1,225.9 |
12.4 |
1.0% |
1,225.9 |
Range |
47.4 |
54.3 |
6.9 |
14.6% |
120.2 |
ATR |
32.9 |
34.4 |
1.5 |
4.6% |
0.0 |
Volume |
18,603 |
19,932 |
1,329 |
7.1% |
59,342 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.0 |
1,356.3 |
1,255.8 |
|
R3 |
1,323.7 |
1,302.0 |
1,240.8 |
|
R2 |
1,269.4 |
1,269.4 |
1,235.9 |
|
R1 |
1,247.7 |
1,247.7 |
1,230.9 |
1,258.6 |
PP |
1,215.1 |
1,215.1 |
1,215.1 |
1,220.6 |
S1 |
1,193.4 |
1,193.4 |
1,220.9 |
1,204.3 |
S2 |
1,160.8 |
1,160.8 |
1,215.9 |
|
S3 |
1,106.5 |
1,139.1 |
1,211.0 |
|
S4 |
1,052.2 |
1,084.8 |
1,196.0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.7 |
1,532.0 |
1,292.0 |
|
R3 |
1,477.5 |
1,411.8 |
1,259.0 |
|
R2 |
1,357.3 |
1,357.3 |
1,247.9 |
|
R1 |
1,291.6 |
1,291.6 |
1,236.9 |
1,264.4 |
PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,223.5 |
S1 |
1,171.4 |
1,171.4 |
1,214.9 |
1,144.2 |
S2 |
1,116.9 |
1,116.9 |
1,203.9 |
|
S3 |
996.7 |
1,051.2 |
1,192.8 |
|
S4 |
876.5 |
931.0 |
1,159.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,302.8 |
1,182.6 |
120.2 |
9.8% |
40.0 |
3.3% |
36% |
False |
True |
11,868 |
10 |
1,393.5 |
1,182.6 |
210.9 |
17.2% |
36.9 |
3.0% |
21% |
False |
True |
7,822 |
20 |
1,426.0 |
1,182.6 |
243.4 |
19.9% |
29.9 |
2.4% |
18% |
False |
True |
5,817 |
40 |
1,490.5 |
1,182.6 |
307.9 |
25.1% |
30.7 |
2.5% |
14% |
False |
True |
6,417 |
60 |
1,594.6 |
1,182.6 |
412.0 |
33.6% |
33.7 |
2.7% |
11% |
False |
True |
5,813 |
80 |
1,621.8 |
1,182.6 |
439.2 |
35.8% |
29.0 |
2.4% |
10% |
False |
True |
4,751 |
100 |
1,691.0 |
1,182.6 |
508.4 |
41.5% |
27.1 |
2.2% |
9% |
False |
True |
4,320 |
120 |
1,705.5 |
1,182.6 |
522.9 |
42.7% |
25.1 |
2.0% |
8% |
False |
True |
3,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.7 |
2.618 |
1,379.1 |
1.618 |
1,324.8 |
1.000 |
1,291.2 |
0.618 |
1,270.5 |
HIGH |
1,236.9 |
0.618 |
1,216.2 |
0.500 |
1,209.8 |
0.382 |
1,203.3 |
LOW |
1,182.6 |
0.618 |
1,149.0 |
1.000 |
1,128.3 |
1.618 |
1,094.7 |
2.618 |
1,040.4 |
4.250 |
951.8 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,220.5 |
1,231.1 |
PP |
1,215.1 |
1,229.3 |
S1 |
1,209.8 |
1,227.6 |
|