Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,192 |
15,052 |
-140 |
-0.9% |
15,194 |
High |
15,210 |
15,265 |
55 |
0.4% |
15,293 |
Low |
15,041 |
15,046 |
5 |
0.0% |
14,873 |
Close |
15,056 |
15,190 |
134 |
0.9% |
15,056 |
Range |
169 |
219 |
50 |
29.6% |
420 |
ATR |
189 |
191 |
2 |
1.1% |
0 |
Volume |
67,051 |
46,519 |
-20,532 |
-30.6% |
828,659 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,824 |
15,726 |
15,311 |
|
R3 |
15,605 |
15,507 |
15,250 |
|
R2 |
15,386 |
15,386 |
15,230 |
|
R1 |
15,288 |
15,288 |
15,210 |
15,337 |
PP |
15,167 |
15,167 |
15,167 |
15,192 |
S1 |
15,069 |
15,069 |
15,170 |
15,118 |
S2 |
14,948 |
14,948 |
15,150 |
|
S3 |
14,729 |
14,850 |
15,130 |
|
S4 |
14,510 |
14,631 |
15,070 |
|
|
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 |
15,265 |
14,873 |
392 |
2.6% |
233 |
1.5% |
81% |
True |
False |
144,612 |
10 |
15,298 |
14,835 |
463 |
3.0% |
221 |
1.5% |
77% |
False |
False |
180,262 |
20 |
15,523 |
14,835 |
688 |
4.5% |
202 |
1.3% |
52% |
False |
False |
185,898 |
40 |
15,523 |
14,394 |
1,129 |
7.4% |
163 |
1.1% |
71% |
False |
False |
155,536 |
60 |
15,523 |
14,320 |
1,203 |
7.9% |
159 |
1.0% |
72% |
False |
False |
156,485 |
80 |
15,523 |
13,681 |
1,842 |
12.1% |
151 |
1.0% |
82% |
False |
False |
134,896 |
100 |
15,523 |
13,647 |
1,876 |
12.4% |
136 |
0.9% |
82% |
False |
False |
107,950 |
120 |
15,523 |
12,700 |
2,823 |
18.6% |
125 |
0.8% |
88% |
False |
False |
89,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,196 |
2.618 |
15,838 |
1.618 |
15,619 |
1.000 |
15,484 |
0.618 |
15,400 |
HIGH |
15,265 |
0.618 |
15,181 |
0.500 |
15,156 |
0.382 |
15,130 |
LOW |
15,046 |
0.618 |
14,911 |
1.000 |
14,827 |
1.618 |
14,692 |
2.618 |
14,473 |
4.250 |
14,115 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,179 |
15,150 |
PP |
15,167 |
15,109 |
S1 |
15,156 |
15,069 |
|