Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,992 |
15,122 |
130 |
0.9% |
15,109 |
High |
15,196 |
15,274 |
78 |
0.5% |
15,220 |
Low |
14,986 |
15,107 |
121 |
0.8% |
14,805 |
Close |
15,121 |
15,244 |
123 |
0.8% |
14,988 |
Range |
210 |
167 |
-43 |
-20.5% |
415 |
ATR |
186 |
185 |
-1 |
-0.7% |
0 |
Volume |
172,733 |
145,862 |
-26,871 |
-15.6% |
191,753 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,709 |
15,644 |
15,336 |
|
R3 |
15,542 |
15,477 |
15,290 |
|
R2 |
15,375 |
15,375 |
15,275 |
|
R1 |
15,310 |
15,310 |
15,259 |
15,343 |
PP |
15,208 |
15,208 |
15,208 |
15,225 |
S1 |
15,143 |
15,143 |
15,229 |
15,176 |
S2 |
15,041 |
15,041 |
15,214 |
|
S3 |
14,874 |
14,976 |
15,198 |
|
S4 |
14,707 |
14,809 |
15,152 |
|
|
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 |
15,274 |
14,805 |
469 |
3.1% |
228 |
1.5% |
94% |
True |
False |
100,749 |
10 |
15,274 |
14,766 |
508 |
3.3% |
216 |
1.4% |
94% |
True |
False |
51,566 |
20 |
15,447 |
14,766 |
681 |
4.5% |
204 |
1.3% |
70% |
False |
False |
25,923 |
40 |
15,447 |
14,368 |
1,079 |
7.1% |
155 |
1.0% |
81% |
False |
False |
13,002 |
60 |
15,447 |
14,300 |
1,147 |
7.5% |
137 |
0.9% |
82% |
False |
False |
8,677 |
80 |
15,447 |
13,642 |
1,805 |
11.8% |
114 |
0.7% |
89% |
False |
False |
6,509 |
100 |
15,447 |
13,642 |
1,805 |
11.8% |
91 |
0.6% |
89% |
False |
False |
5,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,984 |
2.618 |
15,711 |
1.618 |
15,544 |
1.000 |
15,441 |
0.618 |
15,377 |
HIGH |
15,274 |
0.618 |
15,210 |
0.500 |
15,191 |
0.382 |
15,171 |
LOW |
15,107 |
0.618 |
15,004 |
1.000 |
14,940 |
1.618 |
14,837 |
2.618 |
14,670 |
4.250 |
14,397 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,226 |
15,204 |
PP |
15,208 |
15,163 |
S1 |
15,191 |
15,123 |
|