Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,192 |
15,335 |
143 |
0.9% |
15,194 |
High |
15,343 |
15,348 |
5 |
0.0% |
15,293 |
Low |
15,177 |
15,095 |
-82 |
-0.5% |
14,873 |
Close |
15,313 |
15,116 |
-197 |
-1.3% |
15,056 |
Range |
166 |
253 |
87 |
52.4% |
420 |
ATR |
189 |
194 |
5 |
2.4% |
0 |
Volume |
45,281 |
33,285 |
-11,996 |
-26.5% |
828,659 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,945 |
15,784 |
15,255 |
|
R3 |
15,692 |
15,531 |
15,186 |
|
R2 |
15,439 |
15,439 |
15,163 |
|
R1 |
15,278 |
15,278 |
15,139 |
15,232 |
PP |
15,186 |
15,186 |
15,186 |
15,164 |
S1 |
15,025 |
15,025 |
15,093 |
14,979 |
S2 |
14,933 |
14,933 |
15,070 |
|
S3 |
14,680 |
14,772 |
15,047 |
|
S4 |
14,427 |
14,519 |
14,977 |
|
|
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 |
15,348 |
14,873 |
475 |
3.1% |
228 |
1.5% |
51% |
True |
False |
75,824 |
10 |
15,348 |
14,835 |
513 |
3.4% |
216 |
1.4% |
55% |
True |
False |
142,280 |
20 |
15,523 |
14,835 |
688 |
4.6% |
213 |
1.4% |
41% |
False |
False |
178,378 |
40 |
15,523 |
14,595 |
928 |
6.1% |
165 |
1.1% |
56% |
False |
False |
148,774 |
60 |
15,523 |
14,361 |
1,162 |
7.7% |
160 |
1.1% |
65% |
False |
False |
152,024 |
80 |
15,523 |
13,701 |
1,822 |
12.1% |
151 |
1.0% |
78% |
False |
False |
135,865 |
100 |
15,523 |
13,681 |
1,842 |
12.2% |
139 |
0.9% |
78% |
False |
False |
108,735 |
120 |
15,523 |
12,700 |
2,823 |
18.7% |
127 |
0.8% |
86% |
False |
False |
90,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,423 |
2.618 |
16,010 |
1.618 |
15,757 |
1.000 |
15,601 |
0.618 |
15,504 |
HIGH |
15,348 |
0.618 |
15,251 |
0.500 |
15,222 |
0.382 |
15,192 |
LOW |
15,095 |
0.618 |
14,939 |
1.000 |
14,842 |
1.618 |
14,686 |
2.618 |
14,433 |
4.250 |
14,020 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,222 |
15,197 |
PP |
15,186 |
15,170 |
S1 |
15,151 |
15,143 |
|