Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
12,660 |
13,135 |
475 |
3.8% |
13,420 |
High |
13,325 |
13,425 |
100 |
0.8% |
13,895 |
Low |
12,660 |
13,040 |
380 |
3.0% |
12,525 |
Close |
13,090 |
13,340 |
250 |
1.9% |
12,665 |
Range |
665 |
385 |
-280 |
-42.1% |
1,370 |
ATR |
569 |
555 |
-13 |
-2.3% |
0 |
Volume |
29,563 |
20,733 |
-8,830 |
-29.9% |
174,097 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,423 |
14,267 |
13,552 |
|
R3 |
14,038 |
13,882 |
13,446 |
|
R2 |
13,653 |
13,653 |
13,411 |
|
R1 |
13,497 |
13,497 |
13,375 |
13,575 |
PP |
13,268 |
13,268 |
13,268 |
13,308 |
S1 |
13,112 |
13,112 |
13,305 |
13,190 |
S2 |
12,883 |
12,883 |
13,270 |
|
S3 |
12,498 |
12,727 |
13,234 |
|
S4 |
12,113 |
12,342 |
13,128 |
|
|
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 |
13,570 |
12,525 |
1,045 |
7.8% |
579 |
4.3% |
78% |
False |
False |
31,032 |
10 |
13,895 |
12,420 |
1,475 |
11.1% |
678 |
5.1% |
62% |
False |
False |
24,172 |
20 |
16,120 |
12,420 |
3,700 |
27.7% |
675 |
5.1% |
25% |
False |
False |
12,758 |
40 |
16,120 |
12,420 |
3,700 |
27.7% |
422 |
3.2% |
25% |
False |
False |
6,416 |
60 |
16,120 |
12,015 |
4,105 |
30.8% |
359 |
2.7% |
32% |
False |
False |
4,314 |
80 |
16,120 |
11,160 |
4,960 |
37.2% |
288 |
2.2% |
44% |
False |
False |
3,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,061 |
2.618 |
14,433 |
1.618 |
14,048 |
1.000 |
13,810 |
0.618 |
13,663 |
HIGH |
13,425 |
0.618 |
13,278 |
0.500 |
13,233 |
0.382 |
13,187 |
LOW |
13,040 |
0.618 |
12,802 |
1.000 |
12,655 |
1.618 |
12,417 |
2.618 |
12,032 |
4.250 |
11,404 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,304 |
13,234 |
PP |
13,268 |
13,128 |
S1 |
13,233 |
13,023 |
|