Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
14,955.45 |
15,044.46 |
89.01 |
0.6% |
15,123.55 |
High |
15,040.62 |
15,255.58 |
214.96 |
1.4% |
15,304.98 |
Low |
14,844.22 |
15,044.46 |
200.24 |
1.3% |
14,844.22 |
Close |
15,040.62 |
15,248.12 |
207.50 |
1.4% |
15,248.12 |
Range |
196.40 |
211.12 |
14.72 |
7.5% |
460.76 |
ATR |
156.17 |
160.37 |
4.20 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,816.08 |
15,743.22 |
15,364.24 |
|
R3 |
15,604.96 |
15,532.10 |
15,306.18 |
|
R2 |
15,393.84 |
15,393.84 |
15,286.83 |
|
R1 |
15,320.98 |
15,320.98 |
15,267.47 |
15,357.41 |
PP |
15,182.72 |
15,182.72 |
15,182.72 |
15,200.94 |
S1 |
15,109.86 |
15,109.86 |
15,228.77 |
15,146.29 |
S2 |
14,971.60 |
14,971.60 |
15,209.41 |
|
S3 |
14,760.48 |
14,898.74 |
15,190.06 |
|
S4 |
14,549.36 |
14,687.62 |
15,132.00 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,514.72 |
16,342.18 |
15,501.54 |
|
R3 |
16,053.96 |
15,881.42 |
15,374.83 |
|
R2 |
15,593.20 |
15,593.20 |
15,332.59 |
|
R1 |
15,420.66 |
15,420.66 |
15,290.36 |
15,506.93 |
PP |
15,132.44 |
15,132.44 |
15,132.44 |
15,175.58 |
S1 |
14,959.90 |
14,959.90 |
15,205.88 |
15,046.17 |
S2 |
14,671.68 |
14,671.68 |
15,163.65 |
|
S3 |
14,210.92 |
14,499.14 |
15,121.41 |
|
S4 |
13,750.16 |
14,038.38 |
14,994.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,304.98 |
14,844.22 |
460.76 |
3.0% |
193.07 |
1.3% |
88% |
False |
False |
|
10 |
15,521.49 |
14,844.22 |
677.27 |
4.4% |
185.18 |
1.2% |
60% |
False |
False |
|
20 |
15,542.40 |
14,844.22 |
698.18 |
4.6% |
154.44 |
1.0% |
58% |
False |
False |
|
40 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
140.35 |
0.9% |
73% |
False |
False |
|
60 |
15,542.40 |
14,382.09 |
1,160.31 |
7.6% |
131.54 |
0.9% |
75% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
126.91 |
0.8% |
83% |
False |
False |
|
100 |
15,542.40 |
13,445.80 |
2,096.60 |
13.7% |
120.09 |
0.8% |
86% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
119.81 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,152.84 |
2.618 |
15,808.29 |
1.618 |
15,597.17 |
1.000 |
15,466.70 |
0.618 |
15,386.05 |
HIGH |
15,255.58 |
0.618 |
15,174.93 |
0.500 |
15,150.02 |
0.382 |
15,125.11 |
LOW |
15,044.46 |
0.618 |
14,913.99 |
1.000 |
14,833.34 |
1.618 |
14,702.87 |
2.618 |
14,491.75 |
4.250 |
14,147.20 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,215.42 |
15,182.05 |
PP |
15,182.72 |
15,115.97 |
S1 |
15,150.02 |
15,049.90 |
|