Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
12,950 |
13,485 |
535 |
4.1% |
12,660 |
High |
13,585 |
13,600 |
15 |
0.1% |
13,605 |
Low |
12,815 |
12,915 |
100 |
0.8% |
12,660 |
Close |
13,460 |
13,145 |
-315 |
-2.3% |
13,460 |
Range |
770 |
685 |
-85 |
-11.0% |
945 |
ATR |
560 |
569 |
9 |
1.6% |
0 |
Volume |
26,181 |
26,848 |
667 |
2.5% |
131,830 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,275 |
14,895 |
13,522 |
|
R3 |
14,590 |
14,210 |
13,334 |
|
R2 |
13,905 |
13,905 |
13,271 |
|
R1 |
13,525 |
13,525 |
13,208 |
13,373 |
PP |
13,220 |
13,220 |
13,220 |
13,144 |
S1 |
12,840 |
12,840 |
13,082 |
12,688 |
S2 |
12,535 |
12,535 |
13,020 |
|
S3 |
11,850 |
12,155 |
12,957 |
|
S4 |
11,165 |
11,470 |
12,768 |
|
|
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 |
12,815 |
790 |
6.0% |
557 |
4.2% |
42% |
False |
False |
25,823 |
10 |
13,795 |
12,525 |
1,270 |
9.7% |
601 |
4.6% |
49% |
False |
False |
31,683 |
20 |
14,790 |
12,420 |
2,370 |
18.0% |
647 |
4.9% |
31% |
False |
False |
18,108 |
40 |
16,120 |
12,420 |
3,700 |
28.1% |
465 |
3.5% |
20% |
False |
False |
9,123 |
60 |
16,120 |
12,015 |
4,105 |
31.2% |
396 |
3.0% |
28% |
False |
False |
6,120 |
80 |
16,120 |
11,695 |
4,425 |
33.7% |
308 |
2.3% |
33% |
False |
False |
4,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,511 |
2.618 |
15,393 |
1.618 |
14,708 |
1.000 |
14,285 |
0.618 |
14,023 |
HIGH |
13,600 |
0.618 |
13,338 |
0.500 |
13,258 |
0.382 |
13,177 |
LOW |
12,915 |
0.618 |
12,492 |
1.000 |
12,230 |
1.618 |
11,807 |
2.618 |
11,122 |
4.250 |
10,004 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,258 |
13,208 |
PP |
13,220 |
13,187 |
S1 |
13,183 |
13,166 |
|