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 |
1,560.75 |
1,573.50 |
12.75 |
0.8% |
1,612.50 |
High |
1,581.00 |
1,594.75 |
13.75 |
0.9% |
1,642.25 |
Low |
1,549.75 |
1,567.25 |
17.50 |
1.1% |
1,565.00 |
Close |
1,575.00 |
1,589.25 |
14.25 |
0.9% |
1,577.50 |
Range |
31.25 |
27.50 |
-3.75 |
-12.0% |
77.25 |
ATR |
24.24 |
24.47 |
0.23 |
1.0% |
0.00 |
Volume |
6,527 |
7,482 |
955 |
14.6% |
13,269 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.25 |
1,655.25 |
1,604.50 |
|
R3 |
1,638.75 |
1,627.75 |
1,596.75 |
|
R2 |
1,611.25 |
1,611.25 |
1,594.25 |
|
R1 |
1,600.25 |
1,600.25 |
1,591.75 |
1,605.75 |
PP |
1,583.75 |
1,583.75 |
1,583.75 |
1,586.50 |
S1 |
1,572.75 |
1,572.75 |
1,586.75 |
1,578.25 |
S2 |
1,556.25 |
1,556.25 |
1,584.25 |
|
S3 |
1,528.75 |
1,545.25 |
1,581.75 |
|
S4 |
1,501.25 |
1,517.75 |
1,574.00 |
|
|
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 |
1,612.75 |
1,547.25 |
65.50 |
4.1% |
32.25 |
2.0% |
64% |
False |
False |
5,961 |
10 |
1,642.25 |
1,547.25 |
95.00 |
6.0% |
28.75 |
1.8% |
44% |
False |
False |
3,442 |
20 |
1,648.00 |
1,547.25 |
100.75 |
6.3% |
24.75 |
1.6% |
42% |
False |
False |
1,880 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.8% |
20.00 |
1.3% |
34% |
False |
False |
1,094 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
18.00 |
1.1% |
46% |
False |
False |
774 |
80 |
1,670.75 |
1,507.50 |
163.25 |
10.3% |
16.00 |
1.0% |
50% |
False |
False |
635 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.9% |
15.00 |
0.9% |
60% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.50 |
2.618 |
1,666.75 |
1.618 |
1,639.25 |
1.000 |
1,622.25 |
0.618 |
1,611.75 |
HIGH |
1,594.75 |
0.618 |
1,584.25 |
0.500 |
1,581.00 |
0.382 |
1,577.75 |
LOW |
1,567.25 |
0.618 |
1,550.25 |
1.000 |
1,539.75 |
1.618 |
1,522.75 |
2.618 |
1,495.25 |
4.250 |
1,450.50 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,586.50 |
1,583.25 |
PP |
1,583.75 |
1,577.00 |
S1 |
1,581.00 |
1,571.00 |
|