Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,322.22 |
15,123.55 |
-198.67 |
-1.3% |
15,307.33 |
High |
15,392.38 |
15,254.11 |
-138.27 |
-0.9% |
15,521.49 |
Low |
15,115.57 |
15,123.55 |
7.98 |
0.1% |
15,115.57 |
Close |
15,115.57 |
15,254.03 |
138.46 |
0.9% |
15,115.57 |
Range |
276.81 |
130.56 |
-146.25 |
-52.8% |
405.92 |
ATR |
142.92 |
142.61 |
-0.31 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,602.24 |
15,558.70 |
15,325.84 |
|
R3 |
15,471.68 |
15,428.14 |
15,289.93 |
|
R2 |
15,341.12 |
15,341.12 |
15,277.97 |
|
R1 |
15,297.58 |
15,297.58 |
15,266.00 |
15,319.35 |
PP |
15,210.56 |
15,210.56 |
15,210.56 |
15,221.45 |
S1 |
15,167.02 |
15,167.02 |
15,242.06 |
15,188.79 |
S2 |
15,080.00 |
15,080.00 |
15,230.09 |
|
S3 |
14,949.44 |
15,036.46 |
15,218.13 |
|
S4 |
14,818.88 |
14,905.90 |
15,182.22 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,468.64 |
16,198.02 |
15,338.83 |
|
R3 |
16,062.72 |
15,792.10 |
15,227.20 |
|
R2 |
15,656.80 |
15,656.80 |
15,189.99 |
|
R1 |
15,386.18 |
15,386.18 |
15,152.78 |
15,318.53 |
PP |
15,250.88 |
15,250.88 |
15,250.88 |
15,217.05 |
S1 |
14,980.26 |
14,980.26 |
15,078.36 |
14,912.61 |
S2 |
14,844.96 |
14,844.96 |
15,041.15 |
|
S3 |
14,439.04 |
14,574.34 |
15,003.94 |
|
S4 |
14,033.12 |
14,168.42 |
14,892.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,521.49 |
15,115.57 |
405.92 |
2.7% |
181.99 |
1.2% |
34% |
False |
False |
|
10 |
15,542.40 |
15,115.57 |
426.83 |
2.8% |
164.82 |
1.1% |
32% |
False |
False |
|
20 |
15,542.40 |
14,941.09 |
601.31 |
3.9% |
128.62 |
0.8% |
52% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
131.71 |
0.9% |
74% |
False |
False |
|
60 |
15,542.40 |
14,329.49 |
1,212.91 |
8.0% |
122.40 |
0.8% |
76% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
120.69 |
0.8% |
84% |
False |
False |
|
100 |
15,542.40 |
13,329.08 |
2,213.32 |
14.5% |
114.75 |
0.8% |
87% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
116.28 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,808.99 |
2.618 |
15,595.92 |
1.618 |
15,465.36 |
1.000 |
15,384.67 |
0.618 |
15,334.80 |
HIGH |
15,254.11 |
0.618 |
15,204.24 |
0.500 |
15,188.83 |
0.382 |
15,173.42 |
LOW |
15,123.55 |
0.618 |
15,042.86 |
1.000 |
14,992.99 |
1.618 |
14,912.30 |
2.618 |
14,781.74 |
4.250 |
14,568.67 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,232.30 |
15,257.14 |
PP |
15,210.56 |
15,256.10 |
S1 |
15,188.83 |
15,255.07 |
|