| 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 |
14,715 |
14,595 |
-120 |
-0.8% |
14,992 |
| High |
14,731 |
14,738 |
7 |
0.0% |
15,278 |
| Low |
14,474 |
14,527 |
53 |
0.4% |
14,609 |
| Close |
14,588 |
14,690 |
102 |
0.7% |
14,711 |
| Range |
257 |
211 |
-46 |
-17.9% |
669 |
| ATR |
207 |
207 |
0 |
0.1% |
0 |
| Volume |
295,051 |
187,959 |
-107,092 |
-36.3% |
1,067,464 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,285 |
15,198 |
14,806 |
|
| R3 |
15,074 |
14,987 |
14,748 |
|
| R2 |
14,863 |
14,863 |
14,729 |
|
| R1 |
14,776 |
14,776 |
14,709 |
14,820 |
| PP |
14,652 |
14,652 |
14,652 |
14,673 |
| S1 |
14,565 |
14,565 |
14,671 |
14,609 |
| S2 |
14,441 |
14,441 |
14,651 |
|
| S3 |
14,230 |
14,354 |
14,632 |
|
| S4 |
14,019 |
14,143 |
14,574 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,873 |
16,461 |
15,079 |
|
| R3 |
16,204 |
15,792 |
14,895 |
|
| R2 |
15,535 |
15,535 |
14,834 |
|
| R1 |
15,123 |
15,123 |
14,772 |
14,995 |
| PP |
14,866 |
14,866 |
14,866 |
14,802 |
| S1 |
14,454 |
14,454 |
14,650 |
14,326 |
| S2 |
14,197 |
14,197 |
14,588 |
|
| S3 |
13,528 |
13,785 |
14,527 |
|
| S4 |
12,859 |
13,116 |
14,343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,278 |
14,474 |
804 |
5.5% |
261 |
1.8% |
27% |
False |
False |
246,375 |
| 10 |
15,278 |
14,474 |
804 |
5.5% |
245 |
1.7% |
27% |
False |
False |
173,562 |
| 20 |
15,355 |
14,474 |
881 |
6.0% |
221 |
1.5% |
25% |
False |
False |
87,472 |
| 40 |
15,447 |
14,474 |
973 |
6.6% |
174 |
1.2% |
22% |
False |
False |
43,781 |
| 60 |
15,447 |
14,300 |
1,147 |
7.8% |
155 |
1.1% |
34% |
False |
False |
29,208 |
| 80 |
15,447 |
13,880 |
1,567 |
10.7% |
129 |
0.9% |
52% |
False |
False |
21,907 |
| 100 |
15,447 |
13,642 |
1,805 |
12.3% |
104 |
0.7% |
58% |
False |
False |
17,526 |
| 120 |
15,447 |
13,108 |
2,339 |
15.9% |
87 |
0.6% |
68% |
False |
False |
14,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,635 |
|
2.618 |
15,291 |
|
1.618 |
15,080 |
|
1.000 |
14,949 |
|
0.618 |
14,869 |
|
HIGH |
14,738 |
|
0.618 |
14,658 |
|
0.500 |
14,633 |
|
0.382 |
14,608 |
|
LOW |
14,527 |
|
0.618 |
14,397 |
|
1.000 |
14,316 |
|
1.618 |
14,186 |
|
2.618 |
13,975 |
|
4.250 |
13,630 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,671 |
14,673 |
| PP |
14,652 |
14,655 |
| S1 |
14,633 |
14,638 |
|