Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,420 |
13,755 |
335 |
2.5% |
13,675 |
High |
13,895 |
13,795 |
-100 |
-0.7% |
13,890 |
Low |
13,370 |
13,080 |
-290 |
-2.2% |
12,420 |
Close |
13,735 |
13,165 |
-570 |
-4.1% |
13,385 |
Range |
525 |
715 |
190 |
36.2% |
1,470 |
ATR |
535 |
548 |
13 |
2.4% |
0 |
Volume |
15,944 |
53,289 |
37,345 |
234.2% |
23,232 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,492 |
15,043 |
13,558 |
|
R3 |
14,777 |
14,328 |
13,362 |
|
R2 |
14,062 |
14,062 |
13,296 |
|
R1 |
13,613 |
13,613 |
13,231 |
13,480 |
PP |
13,347 |
13,347 |
13,347 |
13,280 |
S1 |
12,898 |
12,898 |
13,100 |
12,765 |
S2 |
12,632 |
12,632 |
13,034 |
|
S3 |
11,917 |
12,183 |
12,969 |
|
S4 |
11,202 |
11,468 |
12,772 |
|
|
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 |
11.2% |
777 |
5.9% |
51% |
False |
False |
17,312 |
10 |
14,615 |
12,420 |
2,195 |
16.7% |
668 |
5.1% |
34% |
False |
False |
9,792 |
20 |
16,120 |
12,420 |
3,700 |
28.1% |
588 |
4.5% |
20% |
False |
False |
5,045 |
40 |
16,120 |
12,420 |
3,700 |
28.1% |
374 |
2.8% |
20% |
False |
False |
2,584 |
60 |
16,120 |
12,015 |
4,105 |
31.2% |
316 |
2.4% |
28% |
False |
False |
1,728 |
80 |
16,120 |
11,110 |
5,010 |
38.1% |
266 |
2.0% |
41% |
False |
False |
1,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,834 |
2.618 |
15,667 |
1.618 |
14,952 |
1.000 |
14,510 |
0.618 |
14,237 |
HIGH |
13,795 |
0.618 |
13,522 |
0.500 |
13,438 |
0.382 |
13,353 |
LOW |
13,080 |
0.618 |
12,638 |
1.000 |
12,365 |
1.618 |
11,923 |
2.618 |
11,208 |
4.250 |
10,041 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,438 |
13,288 |
PP |
13,347 |
13,247 |
S1 |
13,256 |
13,206 |
|