Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,123.55 |
15,255.22 |
131.67 |
0.9% |
15,307.33 |
High |
15,254.11 |
15,304.98 |
50.87 |
0.3% |
15,521.49 |
Low |
15,123.55 |
15,100.78 |
-22.77 |
-0.2% |
15,115.57 |
Close |
15,254.03 |
15,177.54 |
-76.49 |
-0.5% |
15,115.57 |
Range |
130.56 |
204.20 |
73.64 |
56.4% |
405.92 |
ATR |
142.61 |
147.01 |
4.40 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,807.03 |
15,696.49 |
15,289.85 |
|
R3 |
15,602.83 |
15,492.29 |
15,233.70 |
|
R2 |
15,398.63 |
15,398.63 |
15,214.98 |
|
R1 |
15,288.09 |
15,288.09 |
15,196.26 |
15,241.26 |
PP |
15,194.43 |
15,194.43 |
15,194.43 |
15,171.02 |
S1 |
15,083.89 |
15,083.89 |
15,158.82 |
15,037.06 |
S2 |
14,990.23 |
14,990.23 |
15,140.10 |
|
S3 |
14,786.03 |
14,879.69 |
15,121.39 |
|
S4 |
14,581.83 |
14,675.49 |
15,065.23 |
|
|
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 |
15,400.25 |
15,100.78 |
299.47 |
2.0% |
180.00 |
1.2% |
26% |
False |
True |
|
10 |
15,542.40 |
15,100.78 |
441.62 |
2.9% |
177.47 |
1.2% |
17% |
False |
True |
|
20 |
15,542.40 |
14,968.89 |
573.51 |
3.8% |
136.44 |
0.9% |
36% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
133.92 |
0.9% |
67% |
False |
False |
|
60 |
15,542.40 |
14,373.32 |
1,169.08 |
7.7% |
124.41 |
0.8% |
69% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
121.54 |
0.8% |
79% |
False |
False |
|
100 |
15,542.40 |
13,382.29 |
2,160.11 |
14.2% |
115.92 |
0.8% |
83% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.5% |
117.51 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,172.83 |
2.618 |
15,839.58 |
1.618 |
15,635.38 |
1.000 |
15,509.18 |
0.618 |
15,431.18 |
HIGH |
15,304.98 |
0.618 |
15,226.98 |
0.500 |
15,202.88 |
0.382 |
15,178.78 |
LOW |
15,100.78 |
0.618 |
14,974.58 |
1.000 |
14,896.58 |
1.618 |
14,770.38 |
2.618 |
14,566.18 |
4.250 |
14,232.93 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,202.88 |
15,246.58 |
PP |
15,194.43 |
15,223.57 |
S1 |
15,185.99 |
15,200.55 |
|