Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,769.99 |
14,921.28 |
151.29 |
1.0% |
15,078.71 |
High |
14,938.98 |
15,075.01 |
136.03 |
0.9% |
15,340.09 |
Low |
14,769.68 |
14,921.28 |
151.60 |
1.0% |
14,688.43 |
Close |
14,910.14 |
15,024.49 |
114.35 |
0.8% |
14,799.40 |
Range |
169.30 |
153.73 |
-15.57 |
-9.2% |
651.66 |
ATR |
187.28 |
185.68 |
-1.60 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,468.12 |
15,400.03 |
15,109.04 |
|
R3 |
15,314.39 |
15,246.30 |
15,066.77 |
|
R2 |
15,160.66 |
15,160.66 |
15,052.67 |
|
R1 |
15,092.57 |
15,092.57 |
15,038.58 |
15,126.62 |
PP |
15,006.93 |
15,006.93 |
15,006.93 |
15,023.95 |
S1 |
14,938.84 |
14,938.84 |
15,010.40 |
14,972.89 |
S2 |
14,853.20 |
14,853.20 |
14,996.31 |
|
S3 |
14,699.47 |
14,785.11 |
14,982.21 |
|
S4 |
14,545.74 |
14,631.38 |
14,939.94 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,897.62 |
16,500.17 |
15,157.81 |
|
R3 |
16,245.96 |
15,848.51 |
14,978.61 |
|
R2 |
15,594.30 |
15,594.30 |
14,918.87 |
|
R1 |
15,196.85 |
15,196.85 |
14,859.14 |
15,069.75 |
PP |
14,942.64 |
14,942.64 |
14,942.64 |
14,879.09 |
S1 |
14,545.19 |
14,545.19 |
14,739.66 |
14,418.09 |
S2 |
14,290.98 |
14,290.98 |
14,679.93 |
|
S3 |
13,639.32 |
13,893.53 |
14,620.19 |
|
S4 |
12,987.66 |
13,241.87 |
14,440.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,075.01 |
14,551.27 |
523.74 |
3.5% |
176.00 |
1.2% |
90% |
True |
False |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
196.14 |
1.3% |
60% |
False |
False |
|
20 |
15,392.38 |
14,551.27 |
841.11 |
5.6% |
198.34 |
1.3% |
56% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
161.09 |
1.1% |
48% |
False |
False |
|
60 |
15,542.40 |
14,434.43 |
1,107.97 |
7.4% |
151.43 |
1.0% |
53% |
False |
False |
|
80 |
15,542.40 |
14,253.00 |
1,289.40 |
8.6% |
137.87 |
0.9% |
60% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
134.27 |
0.9% |
71% |
False |
False |
|
120 |
15,542.40 |
13,293.13 |
2,249.27 |
15.0% |
126.76 |
0.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,728.36 |
2.618 |
15,477.48 |
1.618 |
15,323.75 |
1.000 |
15,228.74 |
0.618 |
15,170.02 |
HIGH |
15,075.01 |
0.618 |
15,016.29 |
0.500 |
14,998.15 |
0.382 |
14,980.00 |
LOW |
14,921.28 |
0.618 |
14,826.27 |
1.000 |
14,767.55 |
1.618 |
14,672.54 |
2.618 |
14,518.81 |
4.250 |
14,267.93 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,015.71 |
14,973.78 |
PP |
15,006.93 |
14,923.06 |
S1 |
14,998.15 |
14,872.35 |
|