| 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 |
15,335 |
15,101 |
-234 |
-1.5% |
15,194 |
| High |
15,348 |
15,115 |
-233 |
-1.5% |
15,293 |
| Low |
15,095 |
14,729 |
-366 |
-2.4% |
14,873 |
| Close |
15,116 |
14,776 |
-340 |
-2.2% |
15,056 |
| Range |
253 |
386 |
133 |
52.6% |
420 |
| ATR |
194 |
208 |
14 |
7.1% |
0 |
| Volume |
33,285 |
31,623 |
-1,662 |
-5.0% |
828,659 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,031 |
15,790 |
14,988 |
|
| R3 |
15,645 |
15,404 |
14,882 |
|
| R2 |
15,259 |
15,259 |
14,847 |
|
| R1 |
15,018 |
15,018 |
14,812 |
14,946 |
| PP |
14,873 |
14,873 |
14,873 |
14,837 |
| S1 |
14,632 |
14,632 |
14,741 |
14,560 |
| S2 |
14,487 |
14,487 |
14,705 |
|
| S3 |
14,101 |
14,246 |
14,670 |
|
| S4 |
13,715 |
13,860 |
14,564 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,334 |
16,115 |
15,287 |
|
| R3 |
15,914 |
15,695 |
15,172 |
|
| R2 |
15,494 |
15,494 |
15,133 |
|
| R1 |
15,275 |
15,275 |
15,095 |
15,175 |
| PP |
15,074 |
15,074 |
15,074 |
15,024 |
| S1 |
14,855 |
14,855 |
15,018 |
14,755 |
| S2 |
14,654 |
14,654 |
14,979 |
|
| S3 |
14,234 |
14,435 |
14,941 |
|
| S4 |
13,814 |
14,015 |
14,825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,348 |
14,729 |
619 |
4.2% |
239 |
1.6% |
8% |
False |
True |
44,751 |
| 10 |
15,348 |
14,729 |
619 |
4.2% |
234 |
1.6% |
8% |
False |
True |
121,376 |
| 20 |
15,508 |
14,729 |
779 |
5.3% |
218 |
1.5% |
6% |
False |
True |
165,668 |
| 40 |
15,523 |
14,595 |
928 |
6.3% |
172 |
1.2% |
20% |
False |
False |
146,365 |
| 60 |
15,523 |
14,361 |
1,162 |
7.9% |
165 |
1.1% |
36% |
False |
False |
150,688 |
| 80 |
15,523 |
13,784 |
1,739 |
11.8% |
154 |
1.0% |
57% |
False |
False |
136,246 |
| 100 |
15,523 |
13,681 |
1,842 |
12.5% |
143 |
1.0% |
59% |
False |
False |
109,051 |
| 120 |
15,523 |
12,700 |
2,823 |
19.1% |
129 |
0.9% |
74% |
False |
False |
90,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,756 |
|
2.618 |
16,126 |
|
1.618 |
15,740 |
|
1.000 |
15,501 |
|
0.618 |
15,354 |
|
HIGH |
15,115 |
|
0.618 |
14,968 |
|
0.500 |
14,922 |
|
0.382 |
14,877 |
|
LOW |
14,729 |
|
0.618 |
14,491 |
|
1.000 |
14,343 |
|
1.618 |
14,105 |
|
2.618 |
13,719 |
|
4.250 |
13,089 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,922 |
15,039 |
| PP |
14,873 |
14,951 |
| S1 |
14,825 |
14,864 |
|