Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,130.39 |
14,992.54 |
-137.85 |
-0.9% |
15,123.55 |
High |
15,241.28 |
15,202.27 |
-39.01 |
-0.3% |
15,304.98 |
Low |
14,981.21 |
14,953.45 |
-27.76 |
-0.2% |
14,844.22 |
Close |
14,995.23 |
15,176.08 |
180.85 |
1.2% |
15,248.12 |
Range |
260.07 |
248.82 |
-11.25 |
-4.3% |
460.76 |
ATR |
163.43 |
169.52 |
6.10 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,857.06 |
15,765.39 |
15,312.93 |
|
R3 |
15,608.24 |
15,516.57 |
15,244.51 |
|
R2 |
15,359.42 |
15,359.42 |
15,221.70 |
|
R1 |
15,267.75 |
15,267.75 |
15,198.89 |
15,313.59 |
PP |
15,110.60 |
15,110.60 |
15,110.60 |
15,133.52 |
S1 |
15,018.93 |
15,018.93 |
15,153.27 |
15,064.77 |
S2 |
14,861.78 |
14,861.78 |
15,130.46 |
|
S3 |
14,612.96 |
14,770.11 |
15,107.65 |
|
S4 |
14,364.14 |
14,521.29 |
15,039.23 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,514.72 |
16,342.18 |
15,501.54 |
|
R3 |
16,053.96 |
15,881.42 |
15,374.83 |
|
R2 |
15,593.20 |
15,593.20 |
15,332.59 |
|
R1 |
15,420.66 |
15,420.66 |
15,290.36 |
15,506.93 |
PP |
15,132.44 |
15,132.44 |
15,132.44 |
15,175.58 |
S1 |
14,959.90 |
14,959.90 |
15,205.88 |
15,046.17 |
S2 |
14,671.68 |
14,671.68 |
15,163.65 |
|
S3 |
14,210.92 |
14,499.14 |
15,121.41 |
|
S4 |
13,750.16 |
14,038.38 |
14,994.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,300.64 |
14,953.45 |
347.19 |
2.3% |
194.88 |
1.3% |
64% |
False |
True |
|
10 |
15,392.38 |
14,844.22 |
548.16 |
3.6% |
200.54 |
1.3% |
61% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
172.78 |
1.1% |
48% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
141.95 |
0.9% |
67% |
False |
False |
|
60 |
15,542.40 |
14,383.02 |
1,159.38 |
7.6% |
137.56 |
0.9% |
68% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
132.53 |
0.9% |
79% |
False |
False |
|
100 |
15,542.40 |
13,622.96 |
1,919.44 |
12.6% |
124.04 |
0.8% |
81% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.5% |
122.66 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,259.76 |
2.618 |
15,853.68 |
1.618 |
15,604.86 |
1.000 |
15,451.09 |
0.618 |
15,356.04 |
HIGH |
15,202.27 |
0.618 |
15,107.22 |
0.500 |
15,077.86 |
0.382 |
15,048.50 |
LOW |
14,953.45 |
0.618 |
14,799.68 |
1.000 |
14,704.63 |
1.618 |
14,550.86 |
2.618 |
14,302.04 |
4.250 |
13,895.97 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,143.34 |
15,151.47 |
PP |
15,110.60 |
15,126.87 |
S1 |
15,077.86 |
15,102.26 |
|