Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,755 |
13,145 |
-610 |
-4.4% |
13,675 |
High |
13,795 |
13,570 |
-225 |
-1.6% |
13,890 |
Low |
13,080 |
12,990 |
-90 |
-0.7% |
12,420 |
Close |
13,165 |
13,160 |
-5 |
0.0% |
13,385 |
Range |
715 |
580 |
-135 |
-18.9% |
1,470 |
ATR |
548 |
550 |
2 |
0.4% |
0 |
Volume |
53,289 |
30,857 |
-22,432 |
-42.1% |
23,232 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,980 |
14,650 |
13,479 |
|
R3 |
14,400 |
14,070 |
13,320 |
|
R2 |
13,820 |
13,820 |
13,266 |
|
R1 |
13,490 |
13,490 |
13,213 |
13,655 |
PP |
13,240 |
13,240 |
13,240 |
13,323 |
S1 |
12,910 |
12,910 |
13,107 |
13,075 |
S2 |
12,660 |
12,660 |
13,054 |
|
S3 |
12,080 |
12,330 |
13,001 |
|
S4 |
11,500 |
11,750 |
12,841 |
|
|
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% |
719 |
5.5% |
50% |
False |
False |
22,984 |
10 |
14,225 |
12,420 |
1,805 |
13.7% |
663 |
5.0% |
41% |
False |
False |
12,661 |
20 |
16,120 |
12,420 |
3,700 |
28.1% |
603 |
4.6% |
20% |
False |
False |
6,583 |
40 |
16,120 |
12,420 |
3,700 |
28.1% |
379 |
2.9% |
20% |
False |
False |
3,342 |
60 |
16,120 |
12,015 |
4,105 |
31.2% |
325 |
2.5% |
28% |
False |
False |
2,242 |
80 |
16,120 |
11,160 |
4,960 |
37.7% |
270 |
2.1% |
40% |
False |
False |
1,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,035 |
2.618 |
15,089 |
1.618 |
14,509 |
1.000 |
14,150 |
0.618 |
13,929 |
HIGH |
13,570 |
0.618 |
13,349 |
0.500 |
13,280 |
0.382 |
13,212 |
LOW |
12,990 |
0.618 |
12,632 |
1.000 |
12,410 |
1.618 |
12,052 |
2.618 |
11,472 |
4.250 |
10,525 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,280 |
13,443 |
PP |
13,240 |
13,348 |
S1 |
13,200 |
13,254 |
|