Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,247 |
15,035 |
-212 |
-1.4% |
15,109 |
High |
15,278 |
15,046 |
-232 |
-1.5% |
15,220 |
Low |
15,025 |
14,655 |
-370 |
-2.5% |
14,805 |
Close |
15,047 |
14,701 |
-346 |
-2.3% |
14,988 |
Range |
253 |
391 |
138 |
54.5% |
415 |
ATR |
189 |
204 |
14 |
7.6% |
0 |
Volume |
191,134 |
295,158 |
104,024 |
54.4% |
191,753 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,974 |
15,728 |
14,916 |
|
R3 |
15,583 |
15,337 |
14,809 |
|
R2 |
15,192 |
15,192 |
14,773 |
|
R1 |
14,946 |
14,946 |
14,737 |
14,874 |
PP |
14,801 |
14,801 |
14,801 |
14,764 |
S1 |
14,555 |
14,555 |
14,665 |
14,483 |
S2 |
14,410 |
14,410 |
14,629 |
|
S3 |
14,019 |
14,164 |
14,594 |
|
S4 |
13,628 |
13,773 |
14,486 |
|
|
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 |
14,655 |
623 |
4.2% |
238 |
1.6% |
7% |
False |
True |
189,197 |
10 |
15,278 |
14,655 |
623 |
4.2% |
233 |
1.6% |
7% |
False |
True |
99,911 |
20 |
15,435 |
14,655 |
780 |
5.3% |
217 |
1.5% |
6% |
False |
True |
50,230 |
40 |
15,447 |
14,537 |
910 |
6.2% |
163 |
1.1% |
18% |
False |
False |
25,152 |
60 |
15,447 |
14,300 |
1,147 |
7.8% |
145 |
1.0% |
35% |
False |
False |
16,782 |
80 |
15,447 |
13,792 |
1,655 |
11.3% |
122 |
0.8% |
55% |
False |
False |
12,587 |
100 |
15,447 |
13,642 |
1,805 |
12.3% |
98 |
0.7% |
59% |
False |
False |
10,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,708 |
2.618 |
16,070 |
1.618 |
15,679 |
1.000 |
15,437 |
0.618 |
15,288 |
HIGH |
15,046 |
0.618 |
14,897 |
0.500 |
14,851 |
0.382 |
14,804 |
LOW |
14,655 |
0.618 |
14,413 |
1.000 |
14,264 |
1.618 |
14,022 |
2.618 |
13,631 |
4.250 |
12,993 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,851 |
14,967 |
PP |
14,801 |
14,878 |
S1 |
14,751 |
14,790 |
|