Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,255.22 |
15,168.10 |
-87.12 |
-0.6% |
15,307.33 |
High |
15,304.98 |
15,168.63 |
-136.35 |
-0.9% |
15,521.49 |
Low |
15,100.78 |
14,945.57 |
-155.21 |
-1.0% |
15,115.57 |
Close |
15,177.54 |
14,960.59 |
-216.95 |
-1.4% |
15,115.57 |
Range |
204.20 |
223.06 |
18.86 |
9.2% |
405.92 |
ATR |
147.01 |
153.08 |
6.07 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,694.11 |
15,550.41 |
15,083.27 |
|
R3 |
15,471.05 |
15,327.35 |
15,021.93 |
|
R2 |
15,247.99 |
15,247.99 |
15,001.48 |
|
R1 |
15,104.29 |
15,104.29 |
14,981.04 |
15,064.61 |
PP |
15,024.93 |
15,024.93 |
15,024.93 |
15,005.09 |
S1 |
14,881.23 |
14,881.23 |
14,940.14 |
14,841.55 |
S2 |
14,801.87 |
14,801.87 |
14,919.70 |
|
S3 |
14,578.81 |
14,658.17 |
14,899.25 |
|
S4 |
14,355.75 |
14,435.11 |
14,837.91 |
|
|
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 |
15,398.70 |
14,945.57 |
453.13 |
3.0% |
190.47 |
1.3% |
3% |
False |
True |
|
10 |
15,542.40 |
14,945.57 |
596.83 |
4.0% |
188.89 |
1.3% |
3% |
False |
True |
|
20 |
15,542.40 |
14,945.57 |
596.83 |
4.0% |
143.21 |
1.0% |
3% |
False |
True |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
136.55 |
0.9% |
47% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.8% |
126.88 |
0.8% |
50% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.8% |
123.35 |
0.8% |
67% |
False |
False |
|
100 |
15,542.40 |
13,439.97 |
2,102.43 |
14.1% |
117.19 |
0.8% |
72% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.8% |
118.24 |
0.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,116.64 |
2.618 |
15,752.60 |
1.618 |
15,529.54 |
1.000 |
15,391.69 |
0.618 |
15,306.48 |
HIGH |
15,168.63 |
0.618 |
15,083.42 |
0.500 |
15,057.10 |
0.382 |
15,030.78 |
LOW |
14,945.57 |
0.618 |
14,807.72 |
1.000 |
14,722.51 |
1.618 |
14,584.66 |
2.618 |
14,361.60 |
4.250 |
13,997.57 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,057.10 |
15,125.28 |
PP |
15,024.93 |
15,070.38 |
S1 |
14,992.76 |
15,015.49 |
|