Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,280 |
13,625 |
345 |
2.6% |
13,495 |
High |
13,740 |
13,635 |
-105 |
-0.8% |
13,750 |
Low |
13,210 |
12,900 |
-310 |
-2.3% |
12,310 |
Close |
13,570 |
12,985 |
-585 |
-4.3% |
13,240 |
Range |
530 |
735 |
205 |
38.7% |
1,440 |
ATR |
573 |
585 |
12 |
2.0% |
0 |
Volume |
42,519 |
79,274 |
36,755 |
86.4% |
252,306 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,378 |
14,917 |
13,389 |
|
R3 |
14,643 |
14,182 |
13,187 |
|
R2 |
13,908 |
13,908 |
13,120 |
|
R1 |
13,447 |
13,447 |
13,053 |
13,310 |
PP |
13,173 |
13,173 |
13,173 |
13,105 |
S1 |
12,712 |
12,712 |
12,918 |
12,575 |
S2 |
12,438 |
12,438 |
12,850 |
|
S3 |
11,703 |
11,977 |
12,783 |
|
S4 |
10,968 |
11,242 |
12,581 |
|
|
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 |
11.1% |
778 |
6.0% |
47% |
False |
False |
59,810 |
10 |
14,580 |
12,310 |
2,270 |
17.5% |
698 |
5.4% |
30% |
False |
False |
47,954 |
20 |
16,050 |
12,310 |
3,740 |
28.8% |
631 |
4.9% |
18% |
False |
False |
36,011 |
40 |
16,050 |
12,310 |
3,740 |
28.8% |
441 |
3.4% |
18% |
False |
False |
24,150 |
60 |
16,050 |
11,870 |
4,180 |
32.2% |
398 |
3.1% |
27% |
False |
False |
21,902 |
80 |
16,050 |
11,085 |
4,965 |
38.2% |
357 |
2.7% |
38% |
False |
False |
18,717 |
100 |
16,050 |
10,450 |
5,600 |
43.1% |
315 |
2.4% |
45% |
False |
False |
15,074 |
120 |
16,050 |
9,930 |
6,120 |
47.1% |
277 |
2.1% |
50% |
False |
False |
12,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,759 |
2.618 |
15,559 |
1.618 |
14,824 |
1.000 |
14,370 |
0.618 |
14,089 |
HIGH |
13,635 |
0.618 |
13,354 |
0.500 |
13,268 |
0.382 |
13,181 |
LOW |
12,900 |
0.618 |
12,446 |
1.000 |
12,165 |
1.618 |
11,711 |
2.618 |
10,976 |
4.250 |
9,776 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,268 |
13,135 |
PP |
13,173 |
13,085 |
S1 |
13,079 |
13,035 |
|