| 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 |
15,035 |
14,712 |
-323 |
-2.1% |
14,992 |
| High |
15,046 |
14,801 |
-245 |
-1.6% |
15,278 |
| Low |
14,655 |
14,609 |
-46 |
-0.3% |
14,609 |
| Close |
14,701 |
14,711 |
10 |
0.1% |
14,711 |
| Range |
391 |
192 |
-199 |
-50.9% |
669 |
| ATR |
204 |
203 |
-1 |
-0.4% |
0 |
| Volume |
295,158 |
262,577 |
-32,581 |
-11.0% |
1,067,464 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,283 |
15,189 |
14,817 |
|
| R3 |
15,091 |
14,997 |
14,764 |
|
| R2 |
14,899 |
14,899 |
14,746 |
|
| R1 |
14,805 |
14,805 |
14,729 |
14,756 |
| PP |
14,707 |
14,707 |
14,707 |
14,683 |
| S1 |
14,613 |
14,613 |
14,694 |
14,564 |
| S2 |
14,515 |
14,515 |
14,676 |
|
| S3 |
14,323 |
14,421 |
14,658 |
|
| S4 |
14,131 |
14,229 |
14,606 |
|
|
| 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 |
14,609 |
669 |
4.5% |
243 |
1.6% |
15% |
False |
True |
213,492 |
| 10 |
15,278 |
14,609 |
669 |
4.5% |
225 |
1.5% |
15% |
False |
True |
125,921 |
| 20 |
15,435 |
14,609 |
826 |
5.6% |
216 |
1.5% |
12% |
False |
True |
63,348 |
| 40 |
15,447 |
14,539 |
908 |
6.2% |
167 |
1.1% |
19% |
False |
False |
31,709 |
| 60 |
15,447 |
14,300 |
1,147 |
7.8% |
148 |
1.0% |
36% |
False |
False |
21,158 |
| 80 |
15,447 |
13,880 |
1,567 |
10.7% |
123 |
0.8% |
53% |
False |
False |
15,869 |
| 100 |
15,447 |
13,642 |
1,805 |
12.3% |
100 |
0.7% |
59% |
False |
False |
12,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,617 |
|
2.618 |
15,304 |
|
1.618 |
15,112 |
|
1.000 |
14,993 |
|
0.618 |
14,920 |
|
HIGH |
14,801 |
|
0.618 |
14,728 |
|
0.500 |
14,705 |
|
0.382 |
14,682 |
|
LOW |
14,609 |
|
0.618 |
14,490 |
|
1.000 |
14,417 |
|
1.618 |
14,298 |
|
2.618 |
14,106 |
|
4.250 |
13,793 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,709 |
14,944 |
| PP |
14,707 |
14,866 |
| S1 |
14,705 |
14,789 |
|