Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,045 |
12,875 |
-170 |
-1.3% |
13,675 |
High |
13,405 |
13,470 |
65 |
0.5% |
13,890 |
Low |
12,420 |
12,680 |
260 |
2.1% |
12,420 |
Close |
12,850 |
13,385 |
535 |
4.2% |
13,385 |
Range |
985 |
790 |
-195 |
-19.8% |
1,470 |
ATR |
516 |
535 |
20 |
3.8% |
0 |
Volume |
8,661 |
6,170 |
-2,491 |
-28.8% |
23,232 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,548 |
15,257 |
13,820 |
|
R3 |
14,758 |
14,467 |
13,602 |
|
R2 |
13,968 |
13,968 |
13,530 |
|
R1 |
13,677 |
13,677 |
13,458 |
13,823 |
PP |
13,178 |
13,178 |
13,178 |
13,251 |
S1 |
12,887 |
12,887 |
13,313 |
13,033 |
S2 |
12,388 |
12,388 |
13,240 |
|
S3 |
11,598 |
12,097 |
13,168 |
|
S4 |
10,808 |
11,307 |
12,951 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,642 |
16,983 |
14,194 |
|
R3 |
16,172 |
15,513 |
13,789 |
|
R2 |
14,702 |
14,702 |
13,655 |
|
R1 |
14,043 |
14,043 |
13,520 |
13,638 |
PP |
13,232 |
13,232 |
13,232 |
13,029 |
S1 |
12,573 |
12,573 |
13,250 |
12,168 |
S2 |
11,762 |
11,762 |
13,116 |
|
S3 |
10,292 |
11,103 |
12,981 |
|
S4 |
8,822 |
9,633 |
12,577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,890 |
12,420 |
1,470 |
11.0% |
762 |
5.7% |
66% |
False |
False |
4,646 |
10 |
15,125 |
12,420 |
2,705 |
20.2% |
740 |
5.5% |
36% |
False |
False |
3,014 |
20 |
16,120 |
12,420 |
3,700 |
27.6% |
538 |
4.0% |
26% |
False |
False |
1,590 |
40 |
16,120 |
12,420 |
3,700 |
27.6% |
356 |
2.7% |
26% |
False |
False |
854 |
60 |
16,120 |
12,015 |
4,105 |
30.7% |
296 |
2.2% |
33% |
False |
False |
574 |
80 |
16,120 |
11,110 |
5,010 |
37.4% |
257 |
1.9% |
45% |
False |
False |
435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,828 |
2.618 |
15,538 |
1.618 |
14,748 |
1.000 |
14,260 |
0.618 |
13,958 |
HIGH |
13,470 |
0.618 |
13,168 |
0.500 |
13,075 |
0.382 |
12,982 |
LOW |
12,680 |
0.618 |
12,192 |
1.000 |
11,890 |
1.618 |
11,402 |
2.618 |
10,612 |
4.250 |
9,323 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,282 |
13,308 |
PP |
13,178 |
13,232 |
S1 |
13,075 |
13,155 |
|