Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,072 |
14,905 |
-167 |
-1.1% |
15,050 |
High |
15,168 |
15,137 |
-31 |
-0.2% |
15,226 |
Low |
14,903 |
14,805 |
-98 |
-0.7% |
14,766 |
Close |
14,910 |
15,117 |
207 |
1.4% |
15,137 |
Range |
265 |
332 |
67 |
25.3% |
460 |
ATR |
174 |
185 |
11 |
6.5% |
0 |
Volume |
13,058 |
30,990 |
17,932 |
137.3% |
5,944 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,016 |
15,898 |
15,300 |
|
R3 |
15,684 |
15,566 |
15,208 |
|
R2 |
15,352 |
15,352 |
15,178 |
|
R1 |
15,234 |
15,234 |
15,148 |
15,293 |
PP |
15,020 |
15,020 |
15,020 |
15,049 |
S1 |
14,902 |
14,902 |
15,087 |
14,961 |
S2 |
14,688 |
14,688 |
15,056 |
|
S3 |
14,356 |
14,570 |
15,026 |
|
S4 |
14,024 |
14,238 |
14,935 |
|
|
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 |
14,805 |
415 |
2.7% |
229 |
1.5% |
75% |
False |
True |
10,625 |
10 |
15,295 |
14,766 |
529 |
3.5% |
222 |
1.5% |
66% |
False |
False |
5,707 |
20 |
15,447 |
14,766 |
681 |
4.5% |
193 |
1.3% |
52% |
False |
False |
2,947 |
40 |
15,447 |
14,312 |
1,135 |
7.5% |
152 |
1.0% |
71% |
False |
False |
1,515 |
60 |
15,447 |
14,241 |
1,206 |
8.0% |
134 |
0.9% |
73% |
False |
False |
1,016 |
80 |
15,447 |
13,642 |
1,805 |
11.9% |
108 |
0.7% |
82% |
False |
False |
763 |
100 |
15,447 |
13,543 |
1,904 |
12.6% |
86 |
0.6% |
83% |
False |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,548 |
2.618 |
16,006 |
1.618 |
15,674 |
1.000 |
15,469 |
0.618 |
15,342 |
HIGH |
15,137 |
0.618 |
15,010 |
0.500 |
14,971 |
0.382 |
14,932 |
LOW |
14,805 |
0.618 |
14,600 |
1.000 |
14,473 |
1.618 |
14,268 |
2.618 |
13,936 |
4.250 |
13,394 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,068 |
15,074 |
PP |
15,020 |
15,031 |
S1 |
14,971 |
14,988 |
|