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 |
4,881.0 |
4,880.0 |
-1.0 |
0.0% |
4,975.0 |
High |
4,914.0 |
4,884.0 |
-30.0 |
-0.6% |
4,996.0 |
Low |
4,867.0 |
4,830.0 |
-37.0 |
-0.8% |
4,902.0 |
Close |
4,898.0 |
4,831.0 |
-67.0 |
-1.4% |
4,933.0 |
Range |
47.0 |
54.0 |
7.0 |
14.9% |
94.0 |
ATR |
61.2 |
61.7 |
0.5 |
0.8% |
0.0 |
Volume |
24,388 |
32,858 |
8,470 |
34.7% |
138,362 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,010.3 |
4,974.7 |
4,860.7 |
|
R3 |
4,956.3 |
4,920.7 |
4,845.9 |
|
R2 |
4,902.3 |
4,902.3 |
4,840.9 |
|
R1 |
4,866.7 |
4,866.7 |
4,836.0 |
4,857.5 |
PP |
4,848.3 |
4,848.3 |
4,848.3 |
4,843.8 |
S1 |
4,812.7 |
4,812.7 |
4,826.1 |
4,803.5 |
S2 |
4,794.3 |
4,794.3 |
4,821.1 |
|
S3 |
4,740.3 |
4,758.7 |
4,816.2 |
|
S4 |
4,686.3 |
4,704.7 |
4,801.3 |
|
|
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 |
4,975.0 |
4,830.0 |
145.0 |
3.0% |
58.6 |
1.2% |
1% |
False |
True |
29,540 |
10 |
5,160.0 |
4,830.0 |
330.0 |
6.8% |
66.4 |
1.4% |
0% |
False |
True |
31,756 |
20 |
5,258.0 |
4,830.0 |
428.0 |
8.9% |
58.5 |
1.2% |
0% |
False |
True |
27,107 |
40 |
5,258.0 |
4,830.0 |
428.0 |
8.9% |
52.4 |
1.1% |
0% |
False |
True |
24,595 |
60 |
5,258.0 |
4,830.0 |
428.0 |
8.9% |
53.2 |
1.1% |
0% |
False |
True |
27,364 |
80 |
5,258.0 |
4,830.0 |
428.0 |
8.9% |
46.5 |
1.0% |
0% |
False |
True |
20,600 |
100 |
5,258.0 |
4,692.0 |
566.0 |
11.7% |
38.7 |
0.8% |
25% |
False |
False |
16,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,113.5 |
2.618 |
5,025.4 |
1.618 |
4,971.4 |
1.000 |
4,938.0 |
0.618 |
4,917.4 |
HIGH |
4,884.0 |
0.618 |
4,863.4 |
0.500 |
4,857.0 |
0.382 |
4,850.6 |
LOW |
4,830.0 |
0.618 |
4,796.6 |
1.000 |
4,776.0 |
1.618 |
4,742.6 |
2.618 |
4,688.6 |
4.250 |
4,600.5 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,857.0 |
4,886.0 |
PP |
4,848.3 |
4,867.7 |
S1 |
4,839.7 |
4,849.3 |
|