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 |
1,589.00 |
1,600.50 |
11.50 |
0.7% |
1,572.75 |
High |
1,608.00 |
1,608.25 |
0.25 |
0.0% |
1,608.25 |
Low |
1,589.00 |
1,588.00 |
-1.00 |
-0.1% |
1,547.25 |
Close |
1,600.25 |
1,593.00 |
-7.25 |
-0.5% |
1,593.00 |
Range |
19.00 |
20.25 |
1.25 |
6.6% |
61.00 |
ATR |
24.08 |
23.81 |
-0.27 |
-1.1% |
0.00 |
Volume |
3,239 |
6,848 |
3,609 |
111.4% |
30,182 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.25 |
1,645.25 |
1,604.25 |
|
R3 |
1,637.00 |
1,625.00 |
1,598.50 |
|
R2 |
1,616.75 |
1,616.75 |
1,596.75 |
|
R1 |
1,604.75 |
1,604.75 |
1,594.75 |
1,600.50 |
PP |
1,596.50 |
1,596.50 |
1,596.50 |
1,594.25 |
S1 |
1,584.50 |
1,584.50 |
1,591.25 |
1,580.50 |
S2 |
1,576.25 |
1,576.25 |
1,589.25 |
|
S3 |
1,556.00 |
1,564.25 |
1,587.50 |
|
S4 |
1,535.75 |
1,544.00 |
1,581.75 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.75 |
1,740.50 |
1,626.50 |
|
R3 |
1,704.75 |
1,679.50 |
1,609.75 |
|
R2 |
1,643.75 |
1,643.75 |
1,604.25 |
|
R1 |
1,618.50 |
1,618.50 |
1,598.50 |
1,631.00 |
PP |
1,582.75 |
1,582.75 |
1,582.75 |
1,589.25 |
S1 |
1,557.50 |
1,557.50 |
1,587.50 |
1,570.00 |
S2 |
1,521.75 |
1,521.75 |
1,581.75 |
|
S3 |
1,460.75 |
1,496.50 |
1,576.25 |
|
S4 |
1,399.75 |
1,435.50 |
1,559.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,608.25 |
1,547.25 |
61.00 |
3.8% |
26.00 |
1.6% |
75% |
True |
False |
6,036 |
10 |
1,642.25 |
1,547.25 |
95.00 |
6.0% |
26.75 |
1.7% |
48% |
False |
False |
4,345 |
20 |
1,642.25 |
1,547.25 |
95.00 |
6.0% |
24.50 |
1.5% |
48% |
False |
False |
2,356 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.8% |
20.25 |
1.3% |
37% |
False |
False |
1,344 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
18.50 |
1.2% |
49% |
False |
False |
941 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
16.25 |
1.0% |
49% |
False |
False |
760 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.9% |
15.25 |
0.9% |
62% |
False |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.25 |
2.618 |
1,661.25 |
1.618 |
1,641.00 |
1.000 |
1,628.50 |
0.618 |
1,620.75 |
HIGH |
1,608.25 |
0.618 |
1,600.50 |
0.500 |
1,598.00 |
0.382 |
1,595.75 |
LOW |
1,588.00 |
0.618 |
1,575.50 |
1.000 |
1,567.75 |
1.618 |
1,555.25 |
2.618 |
1,535.00 |
4.250 |
1,502.00 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,598.00 |
1,591.25 |
PP |
1,596.50 |
1,589.50 |
S1 |
1,594.75 |
1,587.75 |
|