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 |
15,225 |
15,140 |
-85 |
-0.6% |
15,118 |
High |
15,247 |
15,241 |
-6 |
0.0% |
15,298 |
Low |
15,074 |
14,972 |
-102 |
-0.7% |
14,835 |
Close |
15,138 |
14,978 |
-160 |
-1.1% |
15,208 |
Range |
173 |
269 |
96 |
55.5% |
463 |
ATR |
173 |
180 |
7 |
4.0% |
0 |
Volume |
209,152 |
213,355 |
4,203 |
2.0% |
1,179,000 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,871 |
15,693 |
15,126 |
|
R3 |
15,602 |
15,424 |
15,052 |
|
R2 |
15,333 |
15,333 |
15,027 |
|
R1 |
15,155 |
15,155 |
15,003 |
15,110 |
PP |
15,064 |
15,064 |
15,064 |
15,041 |
S1 |
14,886 |
14,886 |
14,953 |
14,841 |
S2 |
14,795 |
14,795 |
14,929 |
|
S3 |
14,526 |
14,617 |
14,904 |
|
S4 |
14,257 |
14,348 |
14,830 |
|
|
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 |
3.1% |
205 |
1.4% |
31% |
False |
False |
208,737 |
10 |
15,389 |
14,835 |
554 |
3.7% |
207 |
1.4% |
26% |
False |
False |
210,807 |
20 |
15,523 |
14,835 |
688 |
4.6% |
183 |
1.2% |
21% |
False |
False |
190,395 |
40 |
15,523 |
14,394 |
1,129 |
7.5% |
158 |
1.1% |
52% |
False |
False |
163,111 |
60 |
15,523 |
14,308 |
1,215 |
8.1% |
153 |
1.0% |
55% |
False |
False |
159,978 |
80 |
15,523 |
13,681 |
1,842 |
12.3% |
146 |
1.0% |
70% |
False |
False |
131,148 |
100 |
15,523 |
13,500 |
2,023 |
13.5% |
131 |
0.9% |
73% |
False |
False |
104,946 |
120 |
15,523 |
12,700 |
2,823 |
18.8% |
120 |
0.8% |
81% |
False |
False |
87,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,384 |
2.618 |
15,945 |
1.618 |
15,676 |
1.000 |
15,510 |
0.618 |
15,407 |
HIGH |
15,241 |
0.618 |
15,138 |
0.500 |
15,107 |
0.382 |
15,075 |
LOW |
14,972 |
0.618 |
14,806 |
1.000 |
14,703 |
1.618 |
14,537 |
2.618 |
14,268 |
4.250 |
13,829 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,107 |
15,133 |
PP |
15,064 |
15,081 |
S1 |
15,021 |
15,030 |
|