Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
15,168.10 |
14,955.45 |
-212.65 |
-1.4% |
15,307.33 |
High |
15,168.63 |
15,040.62 |
-128.01 |
-0.8% |
15,521.49 |
Low |
14,945.57 |
14,844.22 |
-101.35 |
-0.7% |
15,115.57 |
Close |
14,960.59 |
15,040.62 |
80.03 |
0.5% |
15,115.57 |
Range |
223.06 |
196.40 |
-26.66 |
-12.0% |
405.92 |
ATR |
153.08 |
156.17 |
3.09 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,564.35 |
15,498.89 |
15,148.64 |
|
R3 |
15,367.95 |
15,302.49 |
15,094.63 |
|
R2 |
15,171.55 |
15,171.55 |
15,076.63 |
|
R1 |
15,106.09 |
15,106.09 |
15,058.62 |
15,138.82 |
PP |
14,975.15 |
14,975.15 |
14,975.15 |
14,991.52 |
S1 |
14,909.69 |
14,909.69 |
15,022.62 |
14,942.42 |
S2 |
14,778.75 |
14,778.75 |
15,004.61 |
|
S3 |
14,582.35 |
14,713.29 |
14,986.61 |
|
S4 |
14,385.95 |
14,516.89 |
14,932.60 |
|
|
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 |
15,392.38 |
14,844.22 |
548.16 |
3.6% |
206.21 |
1.4% |
36% |
False |
True |
|
10 |
15,521.49 |
14,844.22 |
677.27 |
4.5% |
180.89 |
1.2% |
29% |
False |
True |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
148.78 |
1.0% |
28% |
False |
True |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
137.63 |
0.9% |
54% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.7% |
129.04 |
0.9% |
57% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
125.15 |
0.8% |
71% |
False |
False |
|
100 |
15,542.40 |
13,445.80 |
2,096.60 |
13.9% |
118.59 |
0.8% |
76% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.7% |
119.02 |
0.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,875.32 |
2.618 |
15,554.80 |
1.618 |
15,358.40 |
1.000 |
15,237.02 |
0.618 |
15,162.00 |
HIGH |
15,040.62 |
0.618 |
14,965.60 |
0.500 |
14,942.42 |
0.382 |
14,919.24 |
LOW |
14,844.22 |
0.618 |
14,722.84 |
1.000 |
14,647.82 |
1.618 |
14,526.44 |
2.618 |
14,330.04 |
4.250 |
14,009.52 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,007.89 |
15,074.60 |
PP |
14,975.15 |
15,063.27 |
S1 |
14,942.42 |
15,051.95 |
|