Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,052 |
15,192 |
140 |
0.9% |
15,194 |
High |
15,265 |
15,343 |
78 |
0.5% |
15,293 |
Low |
15,046 |
15,177 |
131 |
0.9% |
14,873 |
Close |
15,190 |
15,313 |
123 |
0.8% |
15,056 |
Range |
219 |
166 |
-53 |
-24.2% |
420 |
ATR |
191 |
189 |
-2 |
-0.9% |
0 |
Volume |
46,519 |
45,281 |
-1,238 |
-2.7% |
828,659 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,776 |
15,710 |
15,404 |
|
R3 |
15,610 |
15,544 |
15,359 |
|
R2 |
15,444 |
15,444 |
15,344 |
|
R1 |
15,378 |
15,378 |
15,328 |
15,411 |
PP |
15,278 |
15,278 |
15,278 |
15,294 |
S1 |
15,212 |
15,212 |
15,298 |
15,245 |
S2 |
15,112 |
15,112 |
15,283 |
|
S3 |
14,946 |
15,046 |
15,267 |
|
S4 |
14,780 |
14,880 |
15,222 |
|
|
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 |
15,343 |
14,873 |
470 |
3.1% |
231 |
1.5% |
94% |
True |
False |
111,838 |
10 |
15,343 |
14,835 |
508 |
3.3% |
217 |
1.4% |
94% |
True |
False |
164,283 |
20 |
15,523 |
14,835 |
688 |
4.5% |
206 |
1.3% |
69% |
False |
False |
182,890 |
40 |
15,523 |
14,444 |
1,079 |
7.0% |
164 |
1.1% |
81% |
False |
False |
152,508 |
60 |
15,523 |
14,320 |
1,203 |
7.9% |
159 |
1.0% |
83% |
False |
False |
154,926 |
80 |
15,523 |
13,681 |
1,842 |
12.0% |
152 |
1.0% |
89% |
False |
False |
135,457 |
100 |
15,523 |
13,681 |
1,842 |
12.0% |
137 |
0.9% |
89% |
False |
False |
108,403 |
120 |
15,523 |
12,700 |
2,823 |
18.4% |
125 |
0.8% |
93% |
False |
False |
90,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,049 |
2.618 |
15,778 |
1.618 |
15,612 |
1.000 |
15,509 |
0.618 |
15,446 |
HIGH |
15,343 |
0.618 |
15,280 |
0.500 |
15,260 |
0.382 |
15,241 |
LOW |
15,177 |
0.618 |
15,075 |
1.000 |
15,011 |
1.618 |
14,909 |
2.618 |
14,743 |
4.250 |
14,472 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,295 |
15,273 |
PP |
15,278 |
15,232 |
S1 |
15,260 |
15,192 |
|