| 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 |
13,145 |
13,335 |
190 |
1.4% |
12,660 |
| High |
13,355 |
13,360 |
5 |
0.0% |
13,605 |
| Low |
12,865 |
12,890 |
25 |
0.2% |
12,660 |
| Close |
13,300 |
13,135 |
-165 |
-1.2% |
13,460 |
| Range |
490 |
470 |
-20 |
-4.1% |
945 |
| ATR |
564 |
557 |
-7 |
-1.2% |
0 |
| Volume |
21,130 |
21,526 |
396 |
1.9% |
131,830 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,538 |
14,307 |
13,394 |
|
| R3 |
14,068 |
13,837 |
13,264 |
|
| R2 |
13,598 |
13,598 |
13,221 |
|
| R1 |
13,367 |
13,367 |
13,178 |
13,248 |
| PP |
13,128 |
13,128 |
13,128 |
13,069 |
| S1 |
12,897 |
12,897 |
13,092 |
12,778 |
| S2 |
12,658 |
12,658 |
13,049 |
|
| S3 |
12,188 |
12,427 |
13,006 |
|
| S4 |
11,718 |
11,957 |
12,877 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,077 |
15,713 |
13,980 |
|
| R3 |
15,132 |
14,768 |
13,720 |
|
| R2 |
14,187 |
14,187 |
13,633 |
|
| R1 |
13,823 |
13,823 |
13,547 |
14,005 |
| PP |
13,242 |
13,242 |
13,242 |
13,333 |
| S1 |
12,878 |
12,878 |
13,374 |
13,060 |
| S2 |
12,297 |
12,297 |
13,287 |
|
| S3 |
11,352 |
11,933 |
13,200 |
|
| S4 |
10,407 |
10,988 |
12,940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,600 |
12,815 |
785 |
6.0% |
591 |
4.5% |
41% |
False |
False |
25,438 |
| 10 |
13,605 |
12,525 |
1,080 |
8.2% |
568 |
4.3% |
56% |
False |
False |
27,534 |
| 20 |
14,225 |
12,420 |
1,805 |
13.7% |
615 |
4.7% |
40% |
False |
False |
20,097 |
| 40 |
16,120 |
12,420 |
3,700 |
28.2% |
488 |
3.7% |
19% |
False |
False |
10,189 |
| 60 |
16,120 |
12,270 |
3,850 |
29.3% |
401 |
3.1% |
22% |
False |
False |
6,830 |
| 80 |
16,120 |
11,860 |
4,260 |
32.4% |
320 |
2.4% |
30% |
False |
False |
5,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,358 |
|
2.618 |
14,591 |
|
1.618 |
14,121 |
|
1.000 |
13,830 |
|
0.618 |
13,651 |
|
HIGH |
13,360 |
|
0.618 |
13,181 |
|
0.500 |
13,125 |
|
0.382 |
13,070 |
|
LOW |
12,890 |
|
0.618 |
12,600 |
|
1.000 |
12,420 |
|
1.618 |
12,130 |
|
2.618 |
11,660 |
|
4.250 |
10,893 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,132 |
13,233 |
| PP |
13,128 |
13,200 |
| S1 |
13,125 |
13,168 |
|