Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
12,890 |
12,730 |
-160 |
-1.2% |
13,495 |
High |
13,260 |
13,320 |
60 |
0.5% |
13,750 |
Low |
12,310 |
12,530 |
220 |
1.8% |
12,310 |
Close |
12,720 |
13,240 |
520 |
4.1% |
13,240 |
Range |
950 |
790 |
-160 |
-16.8% |
1,440 |
ATR |
560 |
577 |
16 |
2.9% |
0 |
Volume |
68,659 |
67,290 |
-1,369 |
-2.0% |
252,306 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,400 |
15,110 |
13,675 |
|
R3 |
14,610 |
14,320 |
13,457 |
|
R2 |
13,820 |
13,820 |
13,385 |
|
R1 |
13,530 |
13,530 |
13,313 |
13,675 |
PP |
13,030 |
13,030 |
13,030 |
13,103 |
S1 |
12,740 |
12,740 |
13,168 |
12,885 |
S2 |
12,240 |
12,240 |
13,095 |
|
S3 |
11,450 |
11,950 |
13,023 |
|
S4 |
10,660 |
11,160 |
12,806 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,420 |
16,770 |
14,032 |
|
R3 |
15,980 |
15,330 |
13,636 |
|
R2 |
14,540 |
14,540 |
13,504 |
|
R1 |
13,890 |
13,890 |
13,372 |
13,495 |
PP |
13,100 |
13,100 |
13,100 |
12,903 |
S1 |
12,450 |
12,450 |
13,108 |
12,055 |
S2 |
11,660 |
11,660 |
12,976 |
|
S3 |
10,220 |
11,010 |
12,844 |
|
S4 |
8,780 |
9,570 |
12,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,750 |
12,310 |
1,440 |
10.9% |
787 |
5.9% |
65% |
False |
False |
50,461 |
10 |
15,050 |
12,310 |
2,740 |
20.7% |
774 |
5.8% |
34% |
False |
False |
45,621 |
20 |
16,050 |
12,310 |
3,740 |
28.2% |
592 |
4.5% |
25% |
False |
False |
31,148 |
40 |
16,050 |
12,310 |
3,740 |
28.2% |
426 |
3.2% |
25% |
False |
False |
22,055 |
60 |
16,050 |
11,870 |
4,180 |
31.6% |
383 |
2.9% |
33% |
False |
False |
20,234 |
80 |
16,050 |
11,085 |
4,965 |
37.5% |
343 |
2.6% |
43% |
False |
False |
17,314 |
100 |
16,050 |
10,450 |
5,600 |
42.3% |
307 |
2.3% |
50% |
False |
False |
13,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,678 |
2.618 |
15,388 |
1.618 |
14,598 |
1.000 |
14,110 |
0.618 |
13,808 |
HIGH |
13,320 |
0.618 |
13,018 |
0.500 |
12,925 |
0.382 |
12,832 |
LOW |
12,530 |
0.618 |
12,042 |
1.000 |
11,740 |
1.618 |
11,252 |
2.618 |
10,462 |
4.250 |
9,173 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,135 |
13,170 |
PP |
13,030 |
13,100 |
S1 |
12,925 |
13,030 |
|