Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,350 |
13,275 |
-75 |
-0.6% |
13,420 |
High |
13,605 |
13,420 |
-185 |
-1.4% |
13,895 |
Low |
13,200 |
12,880 |
-320 |
-2.4% |
12,525 |
Close |
13,300 |
12,930 |
-370 |
-2.8% |
12,665 |
Range |
405 |
540 |
135 |
33.3% |
1,370 |
ATR |
545 |
544 |
0 |
-0.1% |
0 |
Volume |
23,847 |
31,506 |
7,659 |
32.1% |
174,097 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,697 |
14,353 |
13,227 |
|
R3 |
14,157 |
13,813 |
13,079 |
|
R2 |
13,617 |
13,617 |
13,029 |
|
R1 |
13,273 |
13,273 |
12,980 |
13,175 |
PP |
13,077 |
13,077 |
13,077 |
13,028 |
S1 |
12,733 |
12,733 |
12,881 |
12,635 |
S2 |
12,537 |
12,537 |
12,831 |
|
S3 |
11,997 |
12,193 |
12,782 |
|
S4 |
11,457 |
11,653 |
12,633 |
|
|
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 |
12,620 |
985 |
7.6% |
521 |
4.0% |
31% |
False |
False |
27,909 |
10 |
13,895 |
12,525 |
1,370 |
10.6% |
587 |
4.5% |
30% |
False |
False |
28,591 |
20 |
16,050 |
12,420 |
3,630 |
28.1% |
688 |
5.3% |
14% |
False |
False |
15,504 |
40 |
16,120 |
12,420 |
3,700 |
28.6% |
434 |
3.4% |
14% |
False |
False |
7,798 |
60 |
16,120 |
12,015 |
4,105 |
31.7% |
374 |
2.9% |
22% |
False |
False |
5,236 |
80 |
16,120 |
11,435 |
4,685 |
36.2% |
290 |
2.2% |
32% |
False |
False |
3,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,715 |
2.618 |
14,834 |
1.618 |
14,294 |
1.000 |
13,960 |
0.618 |
13,754 |
HIGH |
13,420 |
0.618 |
13,214 |
0.500 |
13,150 |
0.382 |
13,086 |
LOW |
12,880 |
0.618 |
12,546 |
1.000 |
12,340 |
1.618 |
12,006 |
2.618 |
11,466 |
4.250 |
10,585 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,150 |
13,243 |
PP |
13,077 |
13,138 |
S1 |
13,003 |
13,034 |
|