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 |
15,031 |
15,194 |
163 |
1.1% |
15,118 |
High |
15,249 |
15,293 |
44 |
0.3% |
15,298 |
Low |
14,996 |
15,178 |
182 |
1.2% |
14,835 |
Close |
15,208 |
15,228 |
20 |
0.1% |
15,208 |
Range |
253 |
115 |
-138 |
-54.5% |
463 |
ATR |
177 |
173 |
-4 |
-2.5% |
0 |
Volume |
228,396 |
152,115 |
-76,281 |
-33.4% |
1,179,000 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,578 |
15,518 |
15,291 |
|
R3 |
15,463 |
15,403 |
15,260 |
|
R2 |
15,348 |
15,348 |
15,249 |
|
R1 |
15,288 |
15,288 |
15,239 |
15,318 |
PP |
15,233 |
15,233 |
15,233 |
15,248 |
S1 |
15,173 |
15,173 |
15,218 |
15,203 |
S2 |
15,118 |
15,118 |
15,207 |
|
S3 |
15,003 |
15,058 |
15,197 |
|
S4 |
14,888 |
14,943 |
15,165 |
|
|
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% |
210 |
1.4% |
85% |
False |
False |
215,912 |
10 |
15,508 |
14,835 |
673 |
4.4% |
205 |
1.3% |
58% |
False |
False |
205,774 |
20 |
15,523 |
14,835 |
688 |
4.5% |
172 |
1.1% |
57% |
False |
False |
180,048 |
40 |
15,523 |
14,394 |
1,129 |
7.4% |
160 |
1.1% |
74% |
False |
False |
163,685 |
60 |
15,523 |
14,269 |
1,254 |
8.2% |
150 |
1.0% |
76% |
False |
False |
157,362 |
80 |
15,523 |
13,681 |
1,842 |
12.1% |
142 |
0.9% |
84% |
False |
False |
125,870 |
100 |
15,523 |
13,361 |
2,162 |
14.2% |
127 |
0.8% |
86% |
False |
False |
100,721 |
120 |
15,523 |
12,700 |
2,823 |
18.5% |
117 |
0.8% |
90% |
False |
False |
83,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,782 |
2.618 |
15,594 |
1.618 |
15,479 |
1.000 |
15,408 |
0.618 |
15,364 |
HIGH |
15,293 |
0.618 |
15,249 |
0.500 |
15,236 |
0.382 |
15,222 |
LOW |
15,178 |
0.618 |
15,107 |
1.000 |
15,063 |
1.618 |
14,992 |
2.618 |
14,877 |
4.250 |
14,689 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,236 |
15,173 |
PP |
15,233 |
15,119 |
S1 |
15,231 |
15,064 |
|