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 |
4,880.0 |
4,789.0 |
-91.0 |
-1.9% |
4,975.0 |
High |
4,884.0 |
4,821.0 |
-63.0 |
-1.3% |
4,996.0 |
Low |
4,830.0 |
4,777.0 |
-53.0 |
-1.1% |
4,902.0 |
Close |
4,831.0 |
4,783.0 |
-48.0 |
-1.0% |
4,933.0 |
Range |
54.0 |
44.0 |
-10.0 |
-18.5% |
94.0 |
ATR |
61.7 |
61.2 |
-0.6 |
-0.9% |
0.0 |
Volume |
32,858 |
30,319 |
-2,539 |
-7.7% |
138,362 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,925.7 |
4,898.3 |
4,807.2 |
|
R3 |
4,881.7 |
4,854.3 |
4,795.1 |
|
R2 |
4,837.7 |
4,837.7 |
4,791.1 |
|
R1 |
4,810.3 |
4,810.3 |
4,787.0 |
4,802.0 |
PP |
4,793.7 |
4,793.7 |
4,793.7 |
4,789.5 |
S1 |
4,766.3 |
4,766.3 |
4,779.0 |
4,758.0 |
S2 |
4,749.7 |
4,749.7 |
4,774.9 |
|
S3 |
4,705.7 |
4,722.3 |
4,770.9 |
|
S4 |
4,661.7 |
4,678.3 |
4,758.8 |
|
|
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 |
4,777.0 |
198.0 |
4.1% |
55.2 |
1.2% |
3% |
False |
True |
29,525 |
10 |
5,101.0 |
4,777.0 |
324.0 |
6.8% |
60.9 |
1.3% |
2% |
False |
True |
30,629 |
20 |
5,258.0 |
4,777.0 |
481.0 |
10.1% |
58.9 |
1.2% |
1% |
False |
True |
27,380 |
40 |
5,258.0 |
4,777.0 |
481.0 |
10.1% |
52.7 |
1.1% |
1% |
False |
True |
24,827 |
60 |
5,258.0 |
4,777.0 |
481.0 |
10.1% |
53.3 |
1.1% |
1% |
False |
True |
27,835 |
80 |
5,258.0 |
4,777.0 |
481.0 |
10.1% |
47.0 |
1.0% |
1% |
False |
True |
20,979 |
100 |
5,258.0 |
4,694.0 |
564.0 |
11.8% |
39.1 |
0.8% |
16% |
False |
False |
16,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,008.0 |
2.618 |
4,936.2 |
1.618 |
4,892.2 |
1.000 |
4,865.0 |
0.618 |
4,848.2 |
HIGH |
4,821.0 |
0.618 |
4,804.2 |
0.500 |
4,799.0 |
0.382 |
4,793.8 |
LOW |
4,777.0 |
0.618 |
4,749.8 |
1.000 |
4,733.0 |
1.618 |
4,705.8 |
2.618 |
4,661.8 |
4.250 |
4,590.0 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,799.0 |
4,845.5 |
PP |
4,793.7 |
4,824.7 |
S1 |
4,788.3 |
4,803.8 |
|