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 |
4,952.0 |
4,897.0 |
-55.0 |
-1.1% |
4,975.0 |
High |
4,975.0 |
4,942.0 |
-33.0 |
-0.7% |
4,996.0 |
Low |
4,902.0 |
4,884.0 |
-18.0 |
-0.4% |
4,902.0 |
Close |
4,933.0 |
4,885.0 |
-48.0 |
-1.0% |
4,933.0 |
Range |
73.0 |
58.0 |
-15.0 |
-20.5% |
94.0 |
ATR |
62.7 |
62.3 |
-0.3 |
-0.5% |
0.0 |
Volume |
26,966 |
33,095 |
6,129 |
22.7% |
138,362 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,077.7 |
5,039.3 |
4,916.9 |
|
R3 |
5,019.7 |
4,981.3 |
4,901.0 |
|
R2 |
4,961.7 |
4,961.7 |
4,895.6 |
|
R1 |
4,923.3 |
4,923.3 |
4,890.3 |
4,913.5 |
PP |
4,903.7 |
4,903.7 |
4,903.7 |
4,898.8 |
S1 |
4,865.3 |
4,865.3 |
4,879.7 |
4,855.5 |
S2 |
4,845.7 |
4,845.7 |
4,874.4 |
|
S3 |
4,787.7 |
4,807.3 |
4,869.1 |
|
S4 |
4,729.7 |
4,749.3 |
4,853.1 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,225.7 |
5,173.3 |
4,984.7 |
|
R3 |
5,131.7 |
5,079.3 |
4,958.9 |
|
R2 |
5,037.7 |
5,037.7 |
4,950.2 |
|
R1 |
4,985.3 |
4,985.3 |
4,941.6 |
4,964.5 |
PP |
4,943.7 |
4,943.7 |
4,943.7 |
4,933.3 |
S1 |
4,891.3 |
4,891.3 |
4,924.4 |
4,870.5 |
S2 |
4,849.7 |
4,849.7 |
4,915.8 |
|
S3 |
4,755.7 |
4,797.3 |
4,907.2 |
|
S4 |
4,661.7 |
4,703.3 |
4,881.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,996.0 |
4,884.0 |
112.0 |
2.3% |
53.6 |
1.1% |
1% |
False |
True |
29,141 |
10 |
5,224.0 |
4,884.0 |
340.0 |
7.0% |
69.2 |
1.4% |
0% |
False |
True |
30,630 |
20 |
5,258.0 |
4,884.0 |
374.0 |
7.7% |
58.8 |
1.2% |
0% |
False |
True |
26,442 |
40 |
5,258.0 |
4,884.0 |
374.0 |
7.7% |
51.9 |
1.1% |
0% |
False |
True |
24,441 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.7% |
52.7 |
1.1% |
1% |
False |
False |
26,432 |
80 |
5,258.0 |
4,880.0 |
378.0 |
7.7% |
45.5 |
0.9% |
1% |
False |
False |
19,885 |
100 |
5,258.0 |
4,683.0 |
575.0 |
11.8% |
37.7 |
0.8% |
35% |
False |
False |
15,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,188.5 |
2.618 |
5,093.8 |
1.618 |
5,035.8 |
1.000 |
5,000.0 |
0.618 |
4,977.8 |
HIGH |
4,942.0 |
0.618 |
4,919.8 |
0.500 |
4,913.0 |
0.382 |
4,906.2 |
LOW |
4,884.0 |
0.618 |
4,848.2 |
1.000 |
4,826.0 |
1.618 |
4,790.2 |
2.618 |
4,732.2 |
4.250 |
4,637.5 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,913.0 |
4,929.5 |
PP |
4,903.7 |
4,914.7 |
S1 |
4,894.3 |
4,899.8 |
|