Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,984 |
15,192 |
208 |
1.4% |
15,194 |
High |
15,205 |
15,210 |
5 |
0.0% |
15,293 |
Low |
14,873 |
15,041 |
168 |
1.1% |
14,873 |
Close |
15,186 |
15,056 |
-130 |
-0.9% |
15,056 |
Range |
332 |
169 |
-163 |
-49.1% |
420 |
ATR |
191 |
189 |
-2 |
-0.8% |
0 |
Volume |
186,986 |
67,051 |
-119,935 |
-64.1% |
828,659 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,609 |
15,502 |
15,149 |
|
R3 |
15,440 |
15,333 |
15,103 |
|
R2 |
15,271 |
15,271 |
15,087 |
|
R1 |
15,164 |
15,164 |
15,072 |
15,133 |
PP |
15,102 |
15,102 |
15,102 |
15,087 |
S1 |
14,995 |
14,995 |
15,041 |
14,964 |
S2 |
14,933 |
14,933 |
15,025 |
|
S3 |
14,764 |
14,826 |
15,010 |
|
S4 |
14,595 |
14,657 |
14,963 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,334 |
16,115 |
15,287 |
|
R3 |
15,914 |
15,695 |
15,172 |
|
R2 |
15,494 |
15,494 |
15,133 |
|
R1 |
15,275 |
15,275 |
15,095 |
15,175 |
PP |
15,074 |
15,074 |
15,074 |
15,024 |
S1 |
14,855 |
14,855 |
15,018 |
14,755 |
S2 |
14,654 |
14,654 |
14,979 |
|
S3 |
14,234 |
14,435 |
14,941 |
|
S4 |
13,814 |
14,015 |
14,825 |
|
|
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% |
212 |
1.4% |
44% |
False |
False |
165,731 |
10 |
15,298 |
14,835 |
463 |
3.1% |
214 |
1.4% |
48% |
False |
False |
200,765 |
20 |
15,523 |
14,835 |
688 |
4.6% |
197 |
1.3% |
32% |
False |
False |
189,401 |
40 |
15,523 |
14,394 |
1,129 |
7.5% |
160 |
1.1% |
59% |
False |
False |
158,218 |
60 |
15,523 |
14,309 |
1,214 |
8.1% |
157 |
1.0% |
62% |
False |
False |
158,462 |
80 |
15,523 |
13,681 |
1,842 |
12.2% |
149 |
1.0% |
75% |
False |
False |
134,320 |
100 |
15,523 |
13,607 |
1,916 |
12.7% |
134 |
0.9% |
76% |
False |
False |
107,485 |
120 |
15,523 |
12,700 |
2,823 |
18.8% |
123 |
0.8% |
83% |
False |
False |
89,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,928 |
2.618 |
15,653 |
1.618 |
15,484 |
1.000 |
15,379 |
0.618 |
15,315 |
HIGH |
15,210 |
0.618 |
15,146 |
0.500 |
15,126 |
0.382 |
15,106 |
LOW |
15,041 |
0.618 |
14,937 |
1.000 |
14,872 |
1.618 |
14,768 |
2.618 |
14,599 |
4.250 |
14,323 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,126 |
15,057 |
PP |
15,102 |
15,057 |
S1 |
15,079 |
15,056 |
|