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 |
15,194 |
15,225 |
31 |
0.2% |
15,118 |
High |
15,293 |
15,247 |
-46 |
-0.3% |
15,298 |
Low |
15,178 |
15,074 |
-104 |
-0.7% |
14,835 |
Close |
15,228 |
15,138 |
-90 |
-0.6% |
15,208 |
Range |
115 |
173 |
58 |
50.4% |
463 |
ATR |
173 |
173 |
0 |
0.0% |
0 |
Volume |
152,115 |
209,152 |
57,037 |
37.5% |
1,179,000 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,672 |
15,578 |
15,233 |
|
R3 |
15,499 |
15,405 |
15,186 |
|
R2 |
15,326 |
15,326 |
15,170 |
|
R1 |
15,232 |
15,232 |
15,154 |
15,193 |
PP |
15,153 |
15,153 |
15,153 |
15,133 |
S1 |
15,059 |
15,059 |
15,122 |
15,020 |
S2 |
14,980 |
14,980 |
15,106 |
|
S3 |
14,807 |
14,886 |
15,091 |
|
S4 |
14,634 |
14,713 |
15,043 |
|
|
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 |
15,293 |
14,835 |
458 |
3.0% |
202 |
1.3% |
66% |
False |
False |
216,727 |
10 |
15,390 |
14,835 |
555 |
3.7% |
198 |
1.3% |
55% |
False |
False |
208,713 |
20 |
15,523 |
14,835 |
688 |
4.5% |
178 |
1.2% |
44% |
False |
False |
185,807 |
40 |
15,523 |
14,394 |
1,129 |
7.5% |
156 |
1.0% |
66% |
False |
False |
162,455 |
60 |
15,523 |
14,269 |
1,254 |
8.3% |
152 |
1.0% |
69% |
False |
False |
159,216 |
80 |
15,523 |
13,681 |
1,842 |
12.2% |
143 |
0.9% |
79% |
False |
False |
128,482 |
100 |
15,523 |
13,410 |
2,113 |
14.0% |
129 |
0.9% |
82% |
False |
False |
102,812 |
120 |
15,523 |
12,700 |
2,823 |
18.6% |
117 |
0.8% |
86% |
False |
False |
85,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,982 |
2.618 |
15,700 |
1.618 |
15,527 |
1.000 |
15,420 |
0.618 |
15,354 |
HIGH |
15,247 |
0.618 |
15,181 |
0.500 |
15,161 |
0.382 |
15,140 |
LOW |
15,074 |
0.618 |
14,967 |
1.000 |
14,901 |
1.618 |
14,794 |
2.618 |
14,621 |
4.250 |
14,339 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,161 |
15,145 |
PP |
15,153 |
15,142 |
S1 |
15,146 |
15,140 |
|