Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,905 |
15,113 |
208 |
1.4% |
15,109 |
High |
15,137 |
15,138 |
1 |
0.0% |
15,220 |
Low |
14,805 |
14,972 |
167 |
1.1% |
14,805 |
Close |
15,117 |
14,988 |
-129 |
-0.9% |
14,988 |
Range |
332 |
166 |
-166 |
-50.0% |
415 |
ATR |
185 |
184 |
-1 |
-0.7% |
0 |
Volume |
30,990 |
141,102 |
110,112 |
355.3% |
191,753 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,531 |
15,425 |
15,079 |
|
R3 |
15,365 |
15,259 |
15,034 |
|
R2 |
15,199 |
15,199 |
15,019 |
|
R1 |
15,093 |
15,093 |
15,003 |
15,063 |
PP |
15,033 |
15,033 |
15,033 |
15,018 |
S1 |
14,927 |
14,927 |
14,973 |
14,897 |
S2 |
14,867 |
14,867 |
14,958 |
|
S3 |
14,701 |
14,761 |
14,942 |
|
S4 |
14,535 |
14,595 |
14,897 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,249 |
16,034 |
15,216 |
|
R3 |
15,834 |
15,619 |
15,102 |
|
R2 |
15,419 |
15,419 |
15,064 |
|
R1 |
15,204 |
15,204 |
15,026 |
15,104 |
PP |
15,004 |
15,004 |
15,004 |
14,955 |
S1 |
14,789 |
14,789 |
14,950 |
14,689 |
S2 |
14,589 |
14,589 |
14,912 |
|
S3 |
14,174 |
14,374 |
14,874 |
|
S4 |
13,759 |
13,959 |
14,760 |
|
|
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 |
2.8% |
208 |
1.4% |
44% |
False |
False |
38,350 |
10 |
15,226 |
14,766 |
460 |
3.1% |
212 |
1.4% |
48% |
False |
False |
19,769 |
20 |
15,447 |
14,766 |
681 |
4.5% |
198 |
1.3% |
33% |
False |
False |
9,998 |
40 |
15,447 |
14,312 |
1,135 |
7.6% |
151 |
1.0% |
60% |
False |
False |
5,041 |
60 |
15,447 |
14,241 |
1,206 |
8.0% |
136 |
0.9% |
62% |
False |
False |
3,367 |
80 |
15,447 |
13,642 |
1,805 |
12.0% |
110 |
0.7% |
75% |
False |
False |
2,526 |
100 |
15,447 |
13,566 |
1,881 |
12.6% |
88 |
0.6% |
76% |
False |
False |
2,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,844 |
2.618 |
15,573 |
1.618 |
15,407 |
1.000 |
15,304 |
0.618 |
15,241 |
HIGH |
15,138 |
0.618 |
15,075 |
0.500 |
15,055 |
0.382 |
15,036 |
LOW |
14,972 |
0.618 |
14,870 |
1.000 |
14,806 |
1.618 |
14,704 |
2.618 |
14,538 |
4.250 |
14,267 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,055 |
14,988 |
PP |
15,033 |
14,987 |
S1 |
15,010 |
14,987 |
|