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 |
15,140 |
14,984 |
-156 |
-1.0% |
15,118 |
High |
15,241 |
15,205 |
-36 |
-0.2% |
15,298 |
Low |
14,972 |
14,873 |
-99 |
-0.7% |
14,835 |
Close |
14,978 |
15,186 |
208 |
1.4% |
15,208 |
Range |
269 |
332 |
63 |
23.4% |
463 |
ATR |
180 |
191 |
11 |
6.0% |
0 |
Volume |
213,355 |
186,986 |
-26,369 |
-12.4% |
1,179,000 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,084 |
15,967 |
15,369 |
|
R3 |
15,752 |
15,635 |
15,277 |
|
R2 |
15,420 |
15,420 |
15,247 |
|
R1 |
15,303 |
15,303 |
15,217 |
15,362 |
PP |
15,088 |
15,088 |
15,088 |
15,117 |
S1 |
14,971 |
14,971 |
15,156 |
15,030 |
S2 |
14,756 |
14,756 |
15,125 |
|
S3 |
14,424 |
14,639 |
15,095 |
|
S4 |
14,092 |
14,307 |
15,004 |
|
|
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 |
14,873 |
420 |
2.8% |
229 |
1.5% |
75% |
False |
True |
198,000 |
10 |
15,382 |
14,835 |
547 |
3.6% |
225 |
1.5% |
64% |
False |
False |
215,083 |
20 |
15,523 |
14,835 |
688 |
4.5% |
193 |
1.3% |
51% |
False |
False |
192,785 |
40 |
15,523 |
14,394 |
1,129 |
7.4% |
161 |
1.1% |
70% |
False |
False |
161,820 |
60 |
15,523 |
14,309 |
1,214 |
8.0% |
156 |
1.0% |
72% |
False |
False |
159,589 |
80 |
15,523 |
13,681 |
1,842 |
12.1% |
149 |
1.0% |
82% |
False |
False |
133,484 |
100 |
15,523 |
13,507 |
2,016 |
13.3% |
134 |
0.9% |
83% |
False |
False |
106,815 |
120 |
15,523 |
12,700 |
2,823 |
18.6% |
122 |
0.8% |
88% |
False |
False |
89,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,616 |
2.618 |
16,074 |
1.618 |
15,742 |
1.000 |
15,537 |
0.618 |
15,410 |
HIGH |
15,205 |
0.618 |
15,078 |
0.500 |
15,039 |
0.382 |
15,000 |
LOW |
14,873 |
0.618 |
14,668 |
1.000 |
14,541 |
1.618 |
14,336 |
2.618 |
14,004 |
4.250 |
13,462 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,137 |
15,144 |
PP |
15,088 |
15,102 |
S1 |
15,039 |
15,060 |
|