Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,712 |
14,715 |
3 |
0.0% |
14,992 |
High |
14,801 |
14,731 |
-70 |
-0.5% |
15,278 |
Low |
14,609 |
14,474 |
-135 |
-0.9% |
14,609 |
Close |
14,711 |
14,588 |
-123 |
-0.8% |
14,711 |
Range |
192 |
257 |
65 |
33.9% |
669 |
ATR |
203 |
207 |
4 |
1.9% |
0 |
Volume |
262,577 |
295,051 |
32,474 |
12.4% |
1,067,464 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,369 |
15,235 |
14,729 |
|
R3 |
15,112 |
14,978 |
14,659 |
|
R2 |
14,855 |
14,855 |
14,635 |
|
R1 |
14,721 |
14,721 |
14,612 |
14,660 |
PP |
14,598 |
14,598 |
14,598 |
14,567 |
S1 |
14,464 |
14,464 |
14,565 |
14,403 |
S2 |
14,341 |
14,341 |
14,541 |
|
S3 |
14,084 |
14,207 |
14,517 |
|
S4 |
13,827 |
13,950 |
14,447 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,873 |
16,461 |
15,079 |
|
R3 |
16,204 |
15,792 |
14,895 |
|
R2 |
15,535 |
15,535 |
14,834 |
|
R1 |
15,123 |
15,123 |
14,772 |
14,995 |
PP |
14,866 |
14,866 |
14,866 |
14,802 |
S1 |
14,454 |
14,454 |
14,650 |
14,326 |
S2 |
14,197 |
14,197 |
14,588 |
|
S3 |
13,528 |
13,785 |
14,527 |
|
S4 |
12,859 |
13,116 |
14,343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,278 |
14,474 |
804 |
5.5% |
252 |
1.7% |
14% |
False |
True |
237,956 |
10 |
15,278 |
14,474 |
804 |
5.5% |
240 |
1.6% |
14% |
False |
True |
155,279 |
20 |
15,435 |
14,474 |
961 |
6.6% |
221 |
1.5% |
12% |
False |
True |
78,076 |
40 |
15,447 |
14,474 |
973 |
6.7% |
172 |
1.2% |
12% |
False |
True |
39,082 |
60 |
15,447 |
14,300 |
1,147 |
7.9% |
152 |
1.0% |
25% |
False |
False |
26,075 |
80 |
15,447 |
13,880 |
1,567 |
10.7% |
126 |
0.9% |
45% |
False |
False |
19,558 |
100 |
15,447 |
13,642 |
1,805 |
12.4% |
102 |
0.7% |
52% |
False |
False |
15,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,823 |
2.618 |
15,404 |
1.618 |
15,147 |
1.000 |
14,988 |
0.618 |
14,890 |
HIGH |
14,731 |
0.618 |
14,633 |
0.500 |
14,603 |
0.382 |
14,572 |
LOW |
14,474 |
0.618 |
14,315 |
1.000 |
14,217 |
1.618 |
14,058 |
2.618 |
13,801 |
4.250 |
13,382 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
14,603 |
14,760 |
PP |
14,598 |
14,703 |
S1 |
14,593 |
14,645 |
|