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 |
1,579.50 |
1,572.75 |
-6.75 |
-0.4% |
1,612.50 |
High |
1,590.25 |
1,579.25 |
-11.00 |
-0.7% |
1,642.25 |
Low |
1,565.00 |
1,547.25 |
-17.75 |
-1.1% |
1,565.00 |
Close |
1,577.50 |
1,559.75 |
-17.75 |
-1.1% |
1,577.50 |
Range |
25.25 |
32.00 |
6.75 |
26.7% |
77.25 |
ATR |
23.06 |
23.70 |
0.64 |
2.8% |
0.00 |
Volume |
6,285 |
6,086 |
-199 |
-3.2% |
13,269 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.00 |
1,641.00 |
1,577.25 |
|
R3 |
1,626.00 |
1,609.00 |
1,568.50 |
|
R2 |
1,594.00 |
1,594.00 |
1,565.50 |
|
R1 |
1,577.00 |
1,577.00 |
1,562.75 |
1,569.50 |
PP |
1,562.00 |
1,562.00 |
1,562.00 |
1,558.50 |
S1 |
1,545.00 |
1,545.00 |
1,556.75 |
1,537.50 |
S2 |
1,530.00 |
1,530.00 |
1,554.00 |
|
S3 |
1,498.00 |
1,513.00 |
1,551.00 |
|
S4 |
1,466.00 |
1,481.00 |
1,542.25 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.75 |
1,779.25 |
1,620.00 |
|
R3 |
1,749.50 |
1,702.00 |
1,598.75 |
|
R2 |
1,672.25 |
1,672.25 |
1,591.75 |
|
R1 |
1,624.75 |
1,624.75 |
1,584.50 |
1,610.00 |
PP |
1,595.00 |
1,595.00 |
1,595.00 |
1,587.50 |
S1 |
1,547.50 |
1,547.50 |
1,570.50 |
1,532.50 |
S2 |
1,517.75 |
1,517.75 |
1,563.25 |
|
S3 |
1,440.50 |
1,470.25 |
1,556.25 |
|
S4 |
1,363.25 |
1,393.00 |
1,535.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,642.25 |
1,547.25 |
95.00 |
6.1% |
29.75 |
1.9% |
13% |
False |
True |
3,575 |
10 |
1,642.25 |
1,547.25 |
95.00 |
6.1% |
27.50 |
1.8% |
13% |
False |
True |
2,183 |
20 |
1,660.25 |
1,547.25 |
113.00 |
7.2% |
24.25 |
1.5% |
11% |
False |
True |
1,188 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.9% |
19.00 |
1.2% |
10% |
False |
True |
749 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.7% |
17.50 |
1.1% |
27% |
False |
False |
543 |
80 |
1,670.75 |
1,485.00 |
185.75 |
11.9% |
15.50 |
1.0% |
40% |
False |
False |
460 |
100 |
1,670.75 |
1,466.00 |
204.75 |
13.1% |
14.50 |
0.9% |
46% |
False |
False |
403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.25 |
2.618 |
1,663.00 |
1.618 |
1,631.00 |
1.000 |
1,611.25 |
0.618 |
1,599.00 |
HIGH |
1,579.25 |
0.618 |
1,567.00 |
0.500 |
1,563.25 |
0.382 |
1,559.50 |
LOW |
1,547.25 |
0.618 |
1,527.50 |
1.000 |
1,515.25 |
1.618 |
1,495.50 |
2.618 |
1,463.50 |
4.250 |
1,411.25 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.25 |
1,580.00 |
PP |
1,562.00 |
1,573.25 |
S1 |
1,561.00 |
1,566.50 |
|