Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,170 |
13,150 |
-20 |
-0.2% |
13,420 |
High |
13,180 |
13,230 |
50 |
0.4% |
13,895 |
Low |
12,525 |
12,620 |
95 |
0.8% |
12,525 |
Close |
13,075 |
12,665 |
-410 |
-3.1% |
12,665 |
Range |
655 |
610 |
-45 |
-6.9% |
1,370 |
ATR |
557 |
561 |
4 |
0.7% |
0 |
Volume |
40,111 |
33,896 |
-6,215 |
-15.5% |
174,097 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,668 |
14,277 |
13,001 |
|
R3 |
14,058 |
13,667 |
12,833 |
|
R2 |
13,448 |
13,448 |
12,777 |
|
R1 |
13,057 |
13,057 |
12,721 |
12,948 |
PP |
12,838 |
12,838 |
12,838 |
12,784 |
S1 |
12,447 |
12,447 |
12,609 |
12,338 |
S2 |
12,228 |
12,228 |
12,553 |
|
S3 |
11,618 |
11,837 |
12,497 |
|
S4 |
11,008 |
11,227 |
12,330 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,138 |
16,272 |
13,419 |
|
R3 |
15,768 |
14,902 |
13,042 |
|
R2 |
14,398 |
14,398 |
12,916 |
|
R1 |
13,532 |
13,532 |
12,791 |
13,280 |
PP |
13,028 |
13,028 |
13,028 |
12,903 |
S1 |
12,162 |
12,162 |
12,540 |
11,910 |
S2 |
11,658 |
11,658 |
12,414 |
|
S3 |
10,288 |
10,792 |
12,288 |
|
S4 |
8,918 |
9,422 |
11,912 |
|
|
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 |
10.8% |
617 |
4.9% |
10% |
False |
False |
34,819 |
10 |
13,895 |
12,420 |
1,475 |
11.6% |
690 |
5.4% |
17% |
False |
False |
19,732 |
20 |
16,120 |
12,420 |
3,700 |
29.2% |
646 |
5.1% |
7% |
False |
False |
10,263 |
40 |
16,120 |
12,420 |
3,700 |
29.2% |
403 |
3.2% |
7% |
False |
False |
5,170 |
60 |
16,120 |
12,015 |
4,105 |
32.4% |
345 |
2.7% |
16% |
False |
False |
3,476 |
80 |
16,120 |
11,160 |
4,960 |
39.2% |
281 |
2.2% |
30% |
False |
False |
2,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,823 |
2.618 |
14,827 |
1.618 |
14,217 |
1.000 |
13,840 |
0.618 |
13,607 |
HIGH |
13,230 |
0.618 |
12,997 |
0.500 |
12,925 |
0.382 |
12,853 |
LOW |
12,620 |
0.618 |
12,243 |
1.000 |
12,010 |
1.618 |
11,633 |
2.618 |
11,023 |
4.250 |
10,028 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
12,925 |
13,048 |
PP |
12,838 |
12,920 |
S1 |
12,752 |
12,793 |
|