Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,275 |
12,950 |
-325 |
-2.4% |
12,660 |
High |
13,420 |
13,585 |
165 |
1.2% |
13,605 |
Low |
12,880 |
12,815 |
-65 |
-0.5% |
12,660 |
Close |
12,930 |
13,460 |
530 |
4.1% |
13,460 |
Range |
540 |
770 |
230 |
42.6% |
945 |
ATR |
544 |
560 |
16 |
3.0% |
0 |
Volume |
31,506 |
26,181 |
-5,325 |
-16.9% |
131,830 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,597 |
15,298 |
13,884 |
|
R3 |
14,827 |
14,528 |
13,672 |
|
R2 |
14,057 |
14,057 |
13,601 |
|
R1 |
13,758 |
13,758 |
13,531 |
13,908 |
PP |
13,287 |
13,287 |
13,287 |
13,361 |
S1 |
12,988 |
12,988 |
13,390 |
13,138 |
S2 |
12,517 |
12,517 |
13,319 |
|
S3 |
11,747 |
12,218 |
13,248 |
|
S4 |
10,977 |
11,448 |
13,037 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,077 |
15,713 |
13,980 |
|
R3 |
15,132 |
14,768 |
13,720 |
|
R2 |
14,187 |
14,187 |
13,633 |
|
R1 |
13,823 |
13,823 |
13,547 |
14,005 |
PP |
13,242 |
13,242 |
13,242 |
13,333 |
S1 |
12,878 |
12,878 |
13,374 |
13,060 |
S2 |
12,297 |
12,297 |
13,287 |
|
S3 |
11,352 |
11,933 |
13,200 |
|
S4 |
10,407 |
10,988 |
12,940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,605 |
12,660 |
945 |
7.0% |
553 |
4.1% |
85% |
False |
False |
26,366 |
10 |
13,895 |
12,525 |
1,370 |
10.2% |
585 |
4.3% |
68% |
False |
False |
30,592 |
20 |
15,125 |
12,420 |
2,705 |
20.1% |
663 |
4.9% |
38% |
False |
False |
16,803 |
40 |
16,120 |
12,420 |
3,700 |
27.5% |
452 |
3.4% |
28% |
False |
False |
8,452 |
60 |
16,120 |
12,015 |
4,105 |
30.5% |
386 |
2.9% |
35% |
False |
False |
5,673 |
80 |
16,120 |
11,500 |
4,620 |
34.3% |
299 |
2.2% |
42% |
False |
False |
4,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,858 |
2.618 |
15,601 |
1.618 |
14,831 |
1.000 |
14,355 |
0.618 |
14,061 |
HIGH |
13,585 |
0.618 |
13,291 |
0.500 |
13,200 |
0.382 |
13,109 |
LOW |
12,815 |
0.618 |
12,339 |
1.000 |
12,045 |
1.618 |
11,569 |
2.618 |
10,799 |
4.250 |
9,543 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,373 |
13,377 |
PP |
13,287 |
13,293 |
S1 |
13,200 |
13,210 |
|