| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
15,101 |
14,775 |
-326 |
-2.2% |
15,052 |
| High |
15,115 |
14,884 |
-231 |
-1.5% |
15,348 |
| Low |
14,729 |
14,770 |
41 |
0.3% |
14,729 |
| Close |
14,776 |
14,867 |
91 |
0.6% |
14,867 |
| Range |
386 |
114 |
-272 |
-70.5% |
619 |
| ATR |
208 |
201 |
-7 |
-3.2% |
0 |
| Volume |
31,623 |
1,366 |
-30,257 |
-95.7% |
158,074 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,182 |
15,139 |
14,930 |
|
| R3 |
15,068 |
15,025 |
14,898 |
|
| R2 |
14,954 |
14,954 |
14,888 |
|
| R1 |
14,911 |
14,911 |
14,878 |
14,933 |
| PP |
14,840 |
14,840 |
14,840 |
14,851 |
| S1 |
14,797 |
14,797 |
14,857 |
14,819 |
| S2 |
14,726 |
14,726 |
14,846 |
|
| S3 |
14,612 |
14,683 |
14,836 |
|
| S4 |
14,498 |
14,569 |
14,804 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,838 |
16,472 |
15,208 |
|
| R3 |
16,219 |
15,853 |
15,037 |
|
| R2 |
15,600 |
15,600 |
14,981 |
|
| R1 |
15,234 |
15,234 |
14,924 |
15,108 |
| PP |
14,981 |
14,981 |
14,981 |
14,918 |
| S1 |
14,615 |
14,615 |
14,810 |
14,489 |
| S2 |
14,362 |
14,362 |
14,754 |
|
| S3 |
13,743 |
13,996 |
14,697 |
|
| S4 |
13,124 |
13,377 |
14,527 |
|
|
| 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% |
228 |
1.5% |
22% |
False |
False |
31,614 |
| 10 |
15,348 |
14,729 |
619 |
4.2% |
220 |
1.5% |
22% |
False |
False |
98,673 |
| 20 |
15,508 |
14,729 |
779 |
5.2% |
214 |
1.4% |
18% |
False |
False |
152,724 |
| 40 |
15,523 |
14,597 |
926 |
6.2% |
172 |
1.2% |
29% |
False |
False |
142,960 |
| 60 |
15,523 |
14,361 |
1,162 |
7.8% |
164 |
1.1% |
44% |
False |
False |
148,532 |
| 80 |
15,523 |
13,858 |
1,665 |
11.2% |
153 |
1.0% |
61% |
False |
False |
136,241 |
| 100 |
15,523 |
13,681 |
1,842 |
12.4% |
143 |
1.0% |
64% |
False |
False |
109,062 |
| 120 |
15,523 |
12,700 |
2,823 |
19.0% |
129 |
0.9% |
77% |
False |
False |
90,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,369 |
|
2.618 |
15,183 |
|
1.618 |
15,069 |
|
1.000 |
14,998 |
|
0.618 |
14,955 |
|
HIGH |
14,884 |
|
0.618 |
14,841 |
|
0.500 |
14,827 |
|
0.382 |
14,814 |
|
LOW |
14,770 |
|
0.618 |
14,700 |
|
1.000 |
14,656 |
|
1.618 |
14,586 |
|
2.618 |
14,472 |
|
4.250 |
14,286 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,854 |
15,039 |
| PP |
14,840 |
14,981 |
| S1 |
14,827 |
14,924 |
|