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 |
4,897.0 |
4,881.0 |
-16.0 |
-0.3% |
4,975.0 |
High |
4,942.0 |
4,914.0 |
-28.0 |
-0.6% |
4,996.0 |
Low |
4,884.0 |
4,867.0 |
-17.0 |
-0.3% |
4,902.0 |
Close |
4,885.0 |
4,898.0 |
13.0 |
0.3% |
4,933.0 |
Range |
58.0 |
47.0 |
-11.0 |
-19.0% |
94.0 |
ATR |
62.3 |
61.2 |
-1.1 |
-1.8% |
0.0 |
Volume |
33,095 |
24,388 |
-8,707 |
-26.3% |
138,362 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,034.0 |
5,013.0 |
4,923.9 |
|
R3 |
4,987.0 |
4,966.0 |
4,910.9 |
|
R2 |
4,940.0 |
4,940.0 |
4,906.6 |
|
R1 |
4,919.0 |
4,919.0 |
4,902.3 |
4,929.5 |
PP |
4,893.0 |
4,893.0 |
4,893.0 |
4,898.3 |
S1 |
4,872.0 |
4,872.0 |
4,893.7 |
4,882.5 |
S2 |
4,846.0 |
4,846.0 |
4,889.4 |
|
S3 |
4,799.0 |
4,825.0 |
4,885.1 |
|
S4 |
4,752.0 |
4,778.0 |
4,872.2 |
|
|
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 |
4,867.0 |
129.0 |
2.6% |
55.4 |
1.1% |
24% |
False |
True |
28,842 |
10 |
5,224.0 |
4,867.0 |
357.0 |
7.3% |
67.9 |
1.4% |
9% |
False |
True |
30,742 |
20 |
5,258.0 |
4,867.0 |
391.0 |
8.0% |
58.2 |
1.2% |
8% |
False |
True |
26,484 |
40 |
5,258.0 |
4,867.0 |
391.0 |
8.0% |
52.3 |
1.1% |
8% |
False |
True |
24,505 |
60 |
5,258.0 |
4,867.0 |
391.0 |
8.0% |
52.8 |
1.1% |
8% |
False |
True |
26,828 |
80 |
5,258.0 |
4,867.0 |
391.0 |
8.0% |
45.9 |
0.9% |
8% |
False |
True |
20,190 |
100 |
5,258.0 |
4,683.0 |
575.0 |
11.7% |
38.1 |
0.8% |
37% |
False |
False |
16,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,113.8 |
2.618 |
5,037.0 |
1.618 |
4,990.0 |
1.000 |
4,961.0 |
0.618 |
4,943.0 |
HIGH |
4,914.0 |
0.618 |
4,896.0 |
0.500 |
4,890.5 |
0.382 |
4,885.0 |
LOW |
4,867.0 |
0.618 |
4,838.0 |
1.000 |
4,820.0 |
1.618 |
4,791.0 |
2.618 |
4,744.0 |
4.250 |
4,667.3 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,895.5 |
4,921.0 |
PP |
4,893.0 |
4,913.3 |
S1 |
4,890.5 |
4,905.7 |
|