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 |
13,010 |
13,005 |
-5 |
0.0% |
13,495 |
High |
13,400 |
13,015 |
-385 |
-2.9% |
13,750 |
Low |
12,815 |
12,395 |
-420 |
-3.3% |
12,310 |
Close |
13,000 |
12,910 |
-90 |
-0.7% |
13,240 |
Range |
585 |
620 |
35 |
6.0% |
1,440 |
ATR |
585 |
588 |
2 |
0.4% |
0 |
Volume |
46,985 |
19,679 |
-27,306 |
-58.1% |
252,306 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,633 |
14,392 |
13,251 |
|
R3 |
14,013 |
13,772 |
13,081 |
|
R2 |
13,393 |
13,393 |
13,024 |
|
R1 |
13,152 |
13,152 |
12,967 |
12,963 |
PP |
12,773 |
12,773 |
12,773 |
12,679 |
S1 |
12,532 |
12,532 |
12,853 |
12,343 |
S2 |
12,153 |
12,153 |
12,796 |
|
S3 |
11,533 |
11,912 |
12,740 |
|
S4 |
10,913 |
11,292 |
12,569 |
|
|
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 |
12,395 |
1,345 |
10.4% |
652 |
5.1% |
38% |
False |
True |
51,149 |
10 |
13,955 |
12,310 |
1,645 |
12.7% |
691 |
5.4% |
36% |
False |
False |
47,362 |
20 |
16,050 |
12,310 |
3,740 |
29.0% |
664 |
5.1% |
16% |
False |
False |
38,071 |
40 |
16,050 |
12,310 |
3,740 |
29.0% |
451 |
3.5% |
16% |
False |
False |
24,707 |
60 |
16,050 |
11,870 |
4,180 |
32.4% |
411 |
3.2% |
25% |
False |
False |
22,455 |
80 |
16,050 |
11,125 |
4,925 |
38.1% |
367 |
2.8% |
36% |
False |
False |
19,549 |
100 |
16,050 |
10,450 |
5,600 |
43.4% |
323 |
2.5% |
44% |
False |
False |
15,741 |
120 |
16,050 |
10,005 |
6,045 |
46.8% |
286 |
2.2% |
48% |
False |
False |
13,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,650 |
2.618 |
14,638 |
1.618 |
14,018 |
1.000 |
13,635 |
0.618 |
13,398 |
HIGH |
13,015 |
0.618 |
12,778 |
0.500 |
12,705 |
0.382 |
12,632 |
LOW |
12,395 |
0.618 |
12,012 |
1.000 |
11,775 |
1.618 |
11,392 |
2.618 |
10,772 |
4.250 |
9,760 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
12,842 |
13,015 |
PP |
12,773 |
12,980 |
S1 |
12,705 |
12,945 |
|