Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,145 |
13,170 |
25 |
0.2% |
13,675 |
High |
13,570 |
13,180 |
-390 |
-2.9% |
13,890 |
Low |
12,990 |
12,525 |
-465 |
-3.6% |
12,420 |
Close |
13,160 |
13,075 |
-85 |
-0.6% |
13,385 |
Range |
580 |
655 |
75 |
12.9% |
1,470 |
ATR |
550 |
557 |
8 |
1.4% |
0 |
Volume |
30,857 |
40,111 |
9,254 |
30.0% |
23,232 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,892 |
14,638 |
13,435 |
|
R3 |
14,237 |
13,983 |
13,255 |
|
R2 |
13,582 |
13,582 |
13,195 |
|
R1 |
13,328 |
13,328 |
13,135 |
13,128 |
PP |
12,927 |
12,927 |
12,927 |
12,826 |
S1 |
12,673 |
12,673 |
13,015 |
12,473 |
S2 |
12,272 |
12,272 |
12,955 |
|
S3 |
11,617 |
12,018 |
12,895 |
|
S4 |
10,962 |
11,363 |
12,715 |
|
|
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 |
12,525 |
1,370 |
10.5% |
653 |
5.0% |
40% |
False |
True |
29,274 |
10 |
14,115 |
12,420 |
1,695 |
13.0% |
678 |
5.2% |
39% |
False |
False |
16,500 |
20 |
16,120 |
12,420 |
3,700 |
28.3% |
627 |
4.8% |
18% |
False |
False |
8,583 |
40 |
16,120 |
12,420 |
3,700 |
28.3% |
388 |
3.0% |
18% |
False |
False |
4,333 |
60 |
16,120 |
12,015 |
4,105 |
31.4% |
335 |
2.6% |
26% |
False |
False |
2,911 |
80 |
16,120 |
11,160 |
4,960 |
37.9% |
276 |
2.1% |
39% |
False |
False |
2,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,964 |
2.618 |
14,895 |
1.618 |
14,240 |
1.000 |
13,835 |
0.618 |
13,585 |
HIGH |
13,180 |
0.618 |
12,930 |
0.500 |
12,853 |
0.382 |
12,775 |
LOW |
12,525 |
0.618 |
12,120 |
1.000 |
11,870 |
1.618 |
11,465 |
2.618 |
10,810 |
4.250 |
9,741 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,001 |
13,160 |
PP |
12,927 |
13,132 |
S1 |
12,853 |
13,103 |
|