| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
13,150 |
12,660 |
-490 |
-3.7% |
13,420 |
| High |
13,230 |
13,325 |
95 |
0.7% |
13,895 |
| Low |
12,620 |
12,660 |
40 |
0.3% |
12,525 |
| Close |
12,665 |
13,090 |
425 |
3.4% |
12,665 |
| Range |
610 |
665 |
55 |
9.0% |
1,370 |
| ATR |
561 |
569 |
7 |
1.3% |
0 |
| Volume |
33,896 |
29,563 |
-4,333 |
-12.8% |
174,097 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,020 |
14,720 |
13,456 |
|
| R3 |
14,355 |
14,055 |
13,273 |
|
| R2 |
13,690 |
13,690 |
13,212 |
|
| R1 |
13,390 |
13,390 |
13,151 |
13,540 |
| PP |
13,025 |
13,025 |
13,025 |
13,100 |
| S1 |
12,725 |
12,725 |
13,029 |
12,875 |
| S2 |
12,360 |
12,360 |
12,968 |
|
| S3 |
11,695 |
12,060 |
12,907 |
|
| S4 |
11,030 |
11,395 |
12,724 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,138 |
16,272 |
13,419 |
|
| R3 |
15,768 |
14,902 |
13,042 |
|
| R2 |
14,398 |
14,398 |
12,916 |
|
| R1 |
13,532 |
13,532 |
12,791 |
13,280 |
| PP |
13,028 |
13,028 |
13,028 |
12,903 |
| S1 |
12,162 |
12,162 |
12,540 |
11,910 |
| S2 |
11,658 |
11,658 |
12,414 |
|
| S3 |
10,288 |
10,792 |
12,288 |
|
| S4 |
8,918 |
9,422 |
11,912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,795 |
12,525 |
1,270 |
9.7% |
645 |
4.9% |
44% |
False |
False |
37,543 |
| 10 |
13,895 |
12,420 |
1,475 |
11.3% |
693 |
5.3% |
45% |
False |
False |
22,286 |
| 20 |
16,120 |
12,420 |
3,700 |
28.3% |
662 |
5.1% |
18% |
False |
False |
11,732 |
| 40 |
16,120 |
12,420 |
3,700 |
28.3% |
414 |
3.2% |
18% |
False |
False |
5,908 |
| 60 |
16,120 |
12,015 |
4,105 |
31.4% |
354 |
2.7% |
26% |
False |
False |
3,968 |
| 80 |
16,120 |
11,160 |
4,960 |
37.9% |
286 |
2.2% |
39% |
False |
False |
2,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,151 |
|
2.618 |
15,066 |
|
1.618 |
14,401 |
|
1.000 |
13,990 |
|
0.618 |
13,736 |
|
HIGH |
13,325 |
|
0.618 |
13,071 |
|
0.500 |
12,993 |
|
0.382 |
12,914 |
|
LOW |
12,660 |
|
0.618 |
12,249 |
|
1.000 |
11,995 |
|
1.618 |
11,584 |
|
2.618 |
10,919 |
|
4.250 |
9,834 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,058 |
13,035 |
| PP |
13,025 |
12,980 |
| S1 |
12,993 |
12,925 |
|