Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,122 |
15,247 |
125 |
0.8% |
15,109 |
High |
15,274 |
15,278 |
4 |
0.0% |
15,220 |
Low |
15,107 |
15,025 |
-82 |
-0.5% |
14,805 |
Close |
15,244 |
15,047 |
-197 |
-1.3% |
14,988 |
Range |
167 |
253 |
86 |
51.5% |
415 |
ATR |
185 |
189 |
5 |
2.7% |
0 |
Volume |
145,862 |
191,134 |
45,272 |
31.0% |
191,753 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,876 |
15,714 |
15,186 |
|
R3 |
15,623 |
15,461 |
15,117 |
|
R2 |
15,370 |
15,370 |
15,094 |
|
R1 |
15,208 |
15,208 |
15,070 |
15,163 |
PP |
15,117 |
15,117 |
15,117 |
15,094 |
S1 |
14,955 |
14,955 |
15,024 |
14,910 |
S2 |
14,864 |
14,864 |
15,001 |
|
S3 |
14,611 |
14,702 |
14,978 |
|
S4 |
14,358 |
14,449 |
14,908 |
|
|
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 |
15,278 |
14,805 |
473 |
3.1% |
226 |
1.5% |
51% |
True |
False |
136,364 |
10 |
15,278 |
14,766 |
512 |
3.4% |
215 |
1.4% |
55% |
True |
False |
70,570 |
20 |
15,447 |
14,766 |
681 |
4.5% |
211 |
1.4% |
41% |
False |
False |
35,477 |
40 |
15,447 |
14,537 |
910 |
6.0% |
155 |
1.0% |
56% |
False |
False |
17,779 |
60 |
15,447 |
14,300 |
1,147 |
7.6% |
139 |
0.9% |
65% |
False |
False |
11,862 |
80 |
15,447 |
13,712 |
1,735 |
11.5% |
117 |
0.8% |
77% |
False |
False |
8,898 |
100 |
15,447 |
13,642 |
1,805 |
12.0% |
94 |
0.6% |
78% |
False |
False |
7,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,353 |
2.618 |
15,940 |
1.618 |
15,687 |
1.000 |
15,531 |
0.618 |
15,434 |
HIGH |
15,278 |
0.618 |
15,181 |
0.500 |
15,152 |
0.382 |
15,122 |
LOW |
15,025 |
0.618 |
14,869 |
1.000 |
14,772 |
1.618 |
14,616 |
2.618 |
14,363 |
4.250 |
13,950 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,152 |
15,132 |
PP |
15,117 |
15,104 |
S1 |
15,082 |
15,075 |
|