Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,135 |
13,350 |
215 |
1.6% |
13,420 |
High |
13,425 |
13,605 |
180 |
1.3% |
13,895 |
Low |
13,040 |
13,200 |
160 |
1.2% |
12,525 |
Close |
13,340 |
13,300 |
-40 |
-0.3% |
12,665 |
Range |
385 |
405 |
20 |
5.2% |
1,370 |
ATR |
555 |
545 |
-11 |
-1.9% |
0 |
Volume |
20,733 |
23,847 |
3,114 |
15.0% |
174,097 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,583 |
14,347 |
13,523 |
|
R3 |
14,178 |
13,942 |
13,412 |
|
R2 |
13,773 |
13,773 |
13,374 |
|
R1 |
13,537 |
13,537 |
13,337 |
13,453 |
PP |
13,368 |
13,368 |
13,368 |
13,326 |
S1 |
13,132 |
13,132 |
13,263 |
13,048 |
S2 |
12,963 |
12,963 |
13,226 |
|
S3 |
12,558 |
12,727 |
13,189 |
|
S4 |
12,153 |
12,322 |
13,077 |
|
|
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 |
13,605 |
12,525 |
1,080 |
8.1% |
544 |
4.1% |
72% |
True |
False |
29,630 |
10 |
13,895 |
12,420 |
1,475 |
11.1% |
632 |
4.7% |
60% |
False |
False |
26,307 |
20 |
16,120 |
12,420 |
3,700 |
27.8% |
685 |
5.2% |
24% |
False |
False |
13,940 |
40 |
16,120 |
12,420 |
3,700 |
27.8% |
427 |
3.2% |
24% |
False |
False |
7,013 |
60 |
16,120 |
12,015 |
4,105 |
30.9% |
366 |
2.8% |
31% |
False |
False |
4,711 |
80 |
16,120 |
11,265 |
4,855 |
36.5% |
286 |
2.1% |
42% |
False |
False |
3,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,326 |
2.618 |
14,665 |
1.618 |
14,260 |
1.000 |
14,010 |
0.618 |
13,855 |
HIGH |
13,605 |
0.618 |
13,450 |
0.500 |
13,403 |
0.382 |
13,355 |
LOW |
13,200 |
0.618 |
12,950 |
1.000 |
12,795 |
1.618 |
12,545 |
2.618 |
12,140 |
4.250 |
11,479 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,403 |
13,244 |
PP |
13,368 |
13,188 |
S1 |
13,334 |
13,133 |
|