Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,109 |
15,163 |
54 |
0.4% |
15,050 |
High |
15,220 |
15,170 |
-50 |
-0.3% |
15,226 |
Low |
15,109 |
15,005 |
-104 |
-0.7% |
14,766 |
Close |
15,156 |
15,069 |
-87 |
-0.6% |
15,137 |
Range |
111 |
165 |
54 |
48.6% |
460 |
ATR |
167 |
167 |
0 |
-0.1% |
0 |
Volume |
1,471 |
5,132 |
3,661 |
248.9% |
5,944 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,576 |
15,488 |
15,160 |
|
R3 |
15,411 |
15,323 |
15,115 |
|
R2 |
15,246 |
15,246 |
15,099 |
|
R1 |
15,158 |
15,158 |
15,084 |
15,120 |
PP |
15,081 |
15,081 |
15,081 |
15,062 |
S1 |
14,993 |
14,993 |
15,054 |
14,955 |
S2 |
14,916 |
14,916 |
15,039 |
|
S3 |
14,751 |
14,828 |
15,024 |
|
S4 |
14,586 |
14,663 |
14,978 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,423 |
16,240 |
15,390 |
|
R3 |
15,963 |
15,780 |
15,264 |
|
R2 |
15,503 |
15,503 |
15,221 |
|
R1 |
15,320 |
15,320 |
15,179 |
15,412 |
PP |
15,043 |
15,043 |
15,043 |
15,089 |
S1 |
14,860 |
14,860 |
15,095 |
14,952 |
S2 |
14,583 |
14,583 |
15,053 |
|
S3 |
14,123 |
14,400 |
15,011 |
|
S4 |
13,663 |
13,940 |
14,884 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,220 |
14,766 |
454 |
3.0% |
204 |
1.4% |
67% |
False |
False |
2,384 |
10 |
15,355 |
14,766 |
589 |
3.9% |
197 |
1.3% |
51% |
False |
False |
1,383 |
20 |
15,447 |
14,766 |
681 |
4.5% |
178 |
1.2% |
44% |
False |
False |
747 |
40 |
15,447 |
14,312 |
1,135 |
7.5% |
145 |
1.0% |
67% |
False |
False |
416 |
60 |
15,447 |
14,241 |
1,206 |
8.0% |
127 |
0.8% |
69% |
False |
False |
282 |
80 |
15,447 |
13,642 |
1,805 |
12.0% |
100 |
0.7% |
79% |
False |
False |
212 |
100 |
15,447 |
13,391 |
2,056 |
13.6% |
80 |
0.5% |
82% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,871 |
2.618 |
15,602 |
1.618 |
15,437 |
1.000 |
15,335 |
0.618 |
15,272 |
HIGH |
15,170 |
0.618 |
15,107 |
0.500 |
15,088 |
0.382 |
15,068 |
LOW |
15,005 |
0.618 |
14,903 |
1.000 |
14,840 |
1.618 |
14,738 |
2.618 |
14,573 |
4.250 |
14,304 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,088 |
15,067 |
PP |
15,081 |
15,065 |
S1 |
15,075 |
15,064 |
|