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 |
14,962 |
15,031 |
69 |
0.5% |
15,118 |
High |
15,049 |
15,249 |
200 |
1.3% |
15,298 |
Low |
14,835 |
14,996 |
161 |
1.1% |
14,835 |
Close |
15,036 |
15,208 |
172 |
1.1% |
15,208 |
Range |
214 |
253 |
39 |
18.2% |
463 |
ATR |
172 |
177 |
6 |
3.4% |
0 |
Volume |
240,668 |
228,396 |
-12,272 |
-5.1% |
1,179,000 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,910 |
15,812 |
15,347 |
|
R3 |
15,657 |
15,559 |
15,278 |
|
R2 |
15,404 |
15,404 |
15,255 |
|
R1 |
15,306 |
15,306 |
15,231 |
15,355 |
PP |
15,151 |
15,151 |
15,151 |
15,176 |
S1 |
15,053 |
15,053 |
15,185 |
15,102 |
S2 |
14,898 |
14,898 |
15,162 |
|
S3 |
14,645 |
14,800 |
15,139 |
|
S4 |
14,392 |
14,547 |
15,069 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,503 |
16,318 |
15,463 |
|
R3 |
16,040 |
15,855 |
15,335 |
|
R2 |
15,577 |
15,577 |
15,293 |
|
R1 |
15,392 |
15,392 |
15,251 |
15,485 |
PP |
15,114 |
15,114 |
15,114 |
15,160 |
S1 |
14,929 |
14,929 |
15,166 |
15,022 |
S2 |
14,651 |
14,651 |
15,123 |
|
S3 |
14,188 |
14,466 |
15,081 |
|
S4 |
13,725 |
14,003 |
14,953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,298 |
14,835 |
463 |
3.0% |
215 |
1.4% |
81% |
False |
False |
235,800 |
10 |
15,508 |
14,835 |
673 |
4.4% |
208 |
1.4% |
55% |
False |
False |
206,775 |
20 |
15,523 |
14,835 |
688 |
4.5% |
172 |
1.1% |
54% |
False |
False |
179,251 |
40 |
15,523 |
14,394 |
1,129 |
7.4% |
159 |
1.0% |
72% |
False |
False |
163,417 |
60 |
15,523 |
14,269 |
1,254 |
8.2% |
150 |
1.0% |
75% |
False |
False |
156,640 |
80 |
15,523 |
13,681 |
1,842 |
12.1% |
142 |
0.9% |
83% |
False |
False |
123,971 |
100 |
15,523 |
13,303 |
2,220 |
14.6% |
127 |
0.8% |
86% |
False |
False |
99,200 |
120 |
15,523 |
12,700 |
2,823 |
18.6% |
116 |
0.8% |
89% |
False |
False |
82,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,324 |
2.618 |
15,911 |
1.618 |
15,658 |
1.000 |
15,502 |
0.618 |
15,405 |
HIGH |
15,249 |
0.618 |
15,152 |
0.500 |
15,123 |
0.382 |
15,093 |
LOW |
14,996 |
0.618 |
14,840 |
1.000 |
14,743 |
1.618 |
14,587 |
2.618 |
14,334 |
4.250 |
13,921 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,180 |
15,153 |
PP |
15,151 |
15,097 |
S1 |
15,123 |
15,042 |
|