Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
12,730 |
13,280 |
550 |
4.3% |
13,495 |
High |
13,320 |
13,740 |
420 |
3.2% |
13,750 |
Low |
12,530 |
13,210 |
680 |
5.4% |
12,310 |
Close |
13,240 |
13,570 |
330 |
2.5% |
13,240 |
Range |
790 |
530 |
-260 |
-32.9% |
1,440 |
ATR |
577 |
573 |
-3 |
-0.6% |
0 |
Volume |
67,290 |
42,519 |
-24,771 |
-36.8% |
252,306 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,097 |
14,863 |
13,862 |
|
R3 |
14,567 |
14,333 |
13,716 |
|
R2 |
14,037 |
14,037 |
13,667 |
|
R1 |
13,803 |
13,803 |
13,619 |
13,920 |
PP |
13,507 |
13,507 |
13,507 |
13,565 |
S1 |
13,273 |
13,273 |
13,522 |
13,390 |
S2 |
12,977 |
12,977 |
13,473 |
|
S3 |
12,447 |
12,743 |
13,424 |
|
S4 |
11,917 |
12,213 |
13,279 |
|
|
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 |
10.6% |
758 |
5.6% |
88% |
False |
False |
50,710 |
10 |
14,690 |
12,310 |
2,380 |
17.5% |
722 |
5.3% |
53% |
False |
False |
44,706 |
20 |
16,050 |
12,310 |
3,740 |
27.6% |
603 |
4.4% |
34% |
False |
False |
32,588 |
40 |
16,050 |
12,310 |
3,740 |
27.6% |
434 |
3.2% |
34% |
False |
False |
22,715 |
60 |
16,050 |
11,870 |
4,180 |
30.8% |
388 |
2.9% |
41% |
False |
False |
20,767 |
80 |
16,050 |
11,085 |
4,965 |
36.6% |
349 |
2.6% |
50% |
False |
False |
17,746 |
100 |
16,050 |
10,450 |
5,600 |
41.3% |
311 |
2.3% |
56% |
False |
False |
14,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,993 |
2.618 |
15,128 |
1.618 |
14,598 |
1.000 |
14,270 |
0.618 |
14,068 |
HIGH |
13,740 |
0.618 |
13,538 |
0.500 |
13,475 |
0.382 |
13,413 |
LOW |
13,210 |
0.618 |
12,883 |
1.000 |
12,680 |
1.618 |
12,353 |
2.618 |
11,823 |
4.250 |
10,958 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,538 |
13,388 |
PP |
13,507 |
13,207 |
S1 |
13,475 |
13,025 |
|