Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
12,875 |
13,420 |
545 |
4.2% |
13,675 |
High |
13,470 |
13,895 |
425 |
3.2% |
13,890 |
Low |
12,680 |
13,370 |
690 |
5.4% |
12,420 |
Close |
13,385 |
13,735 |
350 |
2.6% |
13,385 |
Range |
790 |
525 |
-265 |
-33.5% |
1,470 |
ATR |
535 |
535 |
-1 |
-0.1% |
0 |
Volume |
6,170 |
15,944 |
9,774 |
158.4% |
23,232 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,242 |
15,013 |
14,024 |
|
R3 |
14,717 |
14,488 |
13,880 |
|
R2 |
14,192 |
14,192 |
13,831 |
|
R1 |
13,963 |
13,963 |
13,783 |
14,078 |
PP |
13,667 |
13,667 |
13,667 |
13,724 |
S1 |
13,438 |
13,438 |
13,687 |
13,553 |
S2 |
13,142 |
13,142 |
13,639 |
|
S3 |
12,617 |
12,913 |
13,591 |
|
S4 |
12,092 |
12,388 |
13,446 |
|
|
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 |
13,895 |
12,420 |
1,475 |
10.7% |
741 |
5.4% |
89% |
True |
False |
7,030 |
10 |
14,790 |
12,420 |
2,370 |
17.3% |
693 |
5.0% |
55% |
False |
False |
4,533 |
20 |
16,120 |
12,420 |
3,700 |
26.9% |
559 |
4.1% |
36% |
False |
False |
2,383 |
40 |
16,120 |
12,420 |
3,700 |
26.9% |
365 |
2.7% |
36% |
False |
False |
1,252 |
60 |
16,120 |
12,015 |
4,105 |
29.9% |
305 |
2.2% |
42% |
False |
False |
840 |
80 |
16,120 |
11,110 |
5,010 |
36.5% |
260 |
1.9% |
52% |
False |
False |
634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,126 |
2.618 |
15,270 |
1.618 |
14,745 |
1.000 |
14,420 |
0.618 |
14,220 |
HIGH |
13,895 |
0.618 |
13,695 |
0.500 |
13,633 |
0.382 |
13,571 |
LOW |
13,370 |
0.618 |
13,046 |
1.000 |
12,845 |
1.618 |
12,521 |
2.618 |
11,996 |
4.250 |
11,139 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,701 |
13,543 |
PP |
13,667 |
13,350 |
S1 |
13,633 |
13,158 |
|