Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,625 |
13,010 |
-615 |
-4.5% |
13,495 |
High |
13,635 |
13,400 |
-235 |
-1.7% |
13,750 |
Low |
12,900 |
12,815 |
-85 |
-0.7% |
12,310 |
Close |
12,985 |
13,000 |
15 |
0.1% |
13,240 |
Range |
735 |
585 |
-150 |
-20.4% |
1,440 |
ATR |
585 |
585 |
0 |
0.0% |
0 |
Volume |
79,274 |
46,985 |
-32,289 |
-40.7% |
252,306 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,827 |
14,498 |
13,322 |
|
R3 |
14,242 |
13,913 |
13,161 |
|
R2 |
13,657 |
13,657 |
13,107 |
|
R1 |
13,328 |
13,328 |
13,054 |
13,200 |
PP |
13,072 |
13,072 |
13,072 |
13,008 |
S1 |
12,743 |
12,743 |
12,947 |
12,615 |
S2 |
12,487 |
12,487 |
12,893 |
|
S3 |
11,902 |
12,158 |
12,839 |
|
S4 |
11,317 |
11,573 |
12,678 |
|
|
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 |
13,740 |
12,310 |
1,430 |
11.0% |
718 |
5.5% |
48% |
False |
False |
60,945 |
10 |
14,125 |
12,310 |
1,815 |
14.0% |
685 |
5.3% |
38% |
False |
False |
49,797 |
20 |
16,050 |
12,310 |
3,740 |
28.8% |
644 |
5.0% |
18% |
False |
False |
37,822 |
40 |
16,050 |
12,310 |
3,740 |
28.8% |
444 |
3.4% |
18% |
False |
False |
24,805 |
60 |
16,050 |
11,870 |
4,180 |
32.2% |
404 |
3.1% |
27% |
False |
False |
22,367 |
80 |
16,050 |
11,125 |
4,925 |
37.9% |
361 |
2.8% |
38% |
False |
False |
19,304 |
100 |
16,050 |
10,450 |
5,600 |
43.1% |
318 |
2.4% |
46% |
False |
False |
15,544 |
120 |
16,050 |
10,005 |
6,045 |
46.5% |
281 |
2.2% |
50% |
False |
False |
12,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,886 |
2.618 |
14,932 |
1.618 |
14,347 |
1.000 |
13,985 |
0.618 |
13,762 |
HIGH |
13,400 |
0.618 |
13,177 |
0.500 |
13,108 |
0.382 |
13,039 |
LOW |
12,815 |
0.618 |
12,454 |
1.000 |
12,230 |
1.618 |
11,869 |
2.618 |
11,284 |
4.250 |
10,329 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,108 |
13,278 |
PP |
13,072 |
13,185 |
S1 |
13,036 |
13,093 |
|