Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,113 |
14,992 |
-121 |
-0.8% |
15,109 |
High |
15,138 |
15,196 |
58 |
0.4% |
15,220 |
Low |
14,972 |
14,986 |
14 |
0.1% |
14,805 |
Close |
14,988 |
15,121 |
133 |
0.9% |
14,988 |
Range |
166 |
210 |
44 |
26.5% |
415 |
ATR |
184 |
186 |
2 |
1.0% |
0 |
Volume |
141,102 |
172,733 |
31,631 |
22.4% |
191,753 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,731 |
15,636 |
15,237 |
|
R3 |
15,521 |
15,426 |
15,179 |
|
R2 |
15,311 |
15,311 |
15,160 |
|
R1 |
15,216 |
15,216 |
15,140 |
15,264 |
PP |
15,101 |
15,101 |
15,101 |
15,125 |
S1 |
15,006 |
15,006 |
15,102 |
15,054 |
S2 |
14,891 |
14,891 |
15,083 |
|
S3 |
14,681 |
14,796 |
15,063 |
|
S4 |
14,471 |
14,586 |
15,006 |
|
|
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 |
15,196 |
14,805 |
391 |
2.6% |
228 |
1.5% |
81% |
True |
False |
72,603 |
10 |
15,226 |
14,766 |
460 |
3.0% |
219 |
1.4% |
77% |
False |
False |
37,017 |
20 |
15,447 |
14,766 |
681 |
4.5% |
200 |
1.3% |
52% |
False |
False |
18,632 |
40 |
15,447 |
14,317 |
1,130 |
7.5% |
154 |
1.0% |
71% |
False |
False |
9,357 |
60 |
15,447 |
14,241 |
1,206 |
8.0% |
137 |
0.9% |
73% |
False |
False |
6,246 |
80 |
15,447 |
13,642 |
1,805 |
11.9% |
112 |
0.7% |
82% |
False |
False |
4,685 |
100 |
15,447 |
13,628 |
1,819 |
12.0% |
90 |
0.6% |
82% |
False |
False |
3,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,089 |
2.618 |
15,746 |
1.618 |
15,536 |
1.000 |
15,406 |
0.618 |
15,326 |
HIGH |
15,196 |
0.618 |
15,116 |
0.500 |
15,091 |
0.382 |
15,066 |
LOW |
14,986 |
0.618 |
14,856 |
1.000 |
14,776 |
1.618 |
14,646 |
2.618 |
14,436 |
4.250 |
14,094 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,111 |
15,081 |
PP |
15,101 |
15,041 |
S1 |
15,091 |
15,001 |
|