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 |
1,572.75 |
1,560.75 |
-12.00 |
-0.8% |
1,612.50 |
High |
1,579.25 |
1,581.00 |
1.75 |
0.1% |
1,642.25 |
Low |
1,547.25 |
1,549.75 |
2.50 |
0.2% |
1,565.00 |
Close |
1,559.75 |
1,575.00 |
15.25 |
1.0% |
1,577.50 |
Range |
32.00 |
31.25 |
-0.75 |
-2.3% |
77.25 |
ATR |
23.70 |
24.24 |
0.54 |
2.3% |
0.00 |
Volume |
6,086 |
6,527 |
441 |
7.2% |
13,269 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.25 |
1,650.00 |
1,592.25 |
|
R3 |
1,631.00 |
1,618.75 |
1,583.50 |
|
R2 |
1,599.75 |
1,599.75 |
1,580.75 |
|
R1 |
1,587.50 |
1,587.50 |
1,577.75 |
1,593.50 |
PP |
1,568.50 |
1,568.50 |
1,568.50 |
1,571.75 |
S1 |
1,556.25 |
1,556.25 |
1,572.25 |
1,562.50 |
S2 |
1,537.25 |
1,537.25 |
1,569.25 |
|
S3 |
1,506.00 |
1,525.00 |
1,566.50 |
|
S4 |
1,474.75 |
1,493.75 |
1,557.75 |
|
|
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 |
6.0% |
32.75 |
2.1% |
29% |
False |
False |
4,723 |
10 |
1,642.25 |
1,547.25 |
95.00 |
6.0% |
28.75 |
1.8% |
29% |
False |
False |
2,788 |
20 |
1,648.00 |
1,547.25 |
100.75 |
6.4% |
24.25 |
1.5% |
28% |
False |
False |
1,512 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.8% |
19.50 |
1.2% |
22% |
False |
False |
910 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.6% |
17.75 |
1.1% |
37% |
False |
False |
650 |
80 |
1,670.75 |
1,494.75 |
176.00 |
11.2% |
15.75 |
1.0% |
46% |
False |
False |
541 |
100 |
1,670.75 |
1,466.00 |
204.75 |
13.0% |
14.75 |
0.9% |
53% |
False |
False |
452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.75 |
2.618 |
1,662.75 |
1.618 |
1,631.50 |
1.000 |
1,612.25 |
0.618 |
1,600.25 |
HIGH |
1,581.00 |
0.618 |
1,569.00 |
0.500 |
1,565.50 |
0.382 |
1,561.75 |
LOW |
1,549.75 |
0.618 |
1,530.50 |
1.000 |
1,518.50 |
1.618 |
1,499.25 |
2.618 |
1,468.00 |
4.250 |
1,417.00 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,571.75 |
1,573.00 |
PP |
1,568.50 |
1,570.75 |
S1 |
1,565.50 |
1,568.75 |
|