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 |
13,825 |
13,495 |
-330 |
-2.4% |
14,325 |
High |
13,955 |
13,615 |
-340 |
-2.4% |
14,690 |
Low |
13,450 |
12,940 |
-510 |
-3.8% |
13,450 |
Close |
13,465 |
13,200 |
-265 |
-2.0% |
13,465 |
Range |
505 |
675 |
170 |
33.7% |
1,240 |
ATR |
479 |
493 |
14 |
2.9% |
0 |
Volume |
32,864 |
41,274 |
8,410 |
25.6% |
152,239 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,277 |
14,913 |
13,571 |
|
R3 |
14,602 |
14,238 |
13,386 |
|
R2 |
13,927 |
13,927 |
13,324 |
|
R1 |
13,563 |
13,563 |
13,262 |
13,408 |
PP |
13,252 |
13,252 |
13,252 |
13,174 |
S1 |
12,888 |
12,888 |
13,138 |
12,733 |
S2 |
12,577 |
12,577 |
13,076 |
|
S3 |
11,902 |
12,213 |
13,015 |
|
S4 |
11,227 |
11,538 |
12,829 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,588 |
16,767 |
14,147 |
|
R3 |
16,348 |
15,527 |
13,806 |
|
R2 |
15,108 |
15,108 |
13,692 |
|
R1 |
14,287 |
14,287 |
13,579 |
14,078 |
PP |
13,868 |
13,868 |
13,868 |
13,764 |
S1 |
13,047 |
13,047 |
13,351 |
12,838 |
S2 |
12,628 |
12,628 |
13,238 |
|
S3 |
11,388 |
11,807 |
13,124 |
|
S4 |
10,148 |
10,567 |
12,783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,690 |
12,940 |
1,750 |
13.3% |
685 |
5.2% |
15% |
False |
True |
38,702 |
10 |
16,050 |
12,940 |
3,110 |
23.6% |
677 |
5.1% |
8% |
False |
True |
33,459 |
20 |
16,050 |
12,940 |
3,110 |
23.6% |
476 |
3.6% |
8% |
False |
True |
22,841 |
40 |
16,050 |
12,940 |
3,110 |
23.6% |
373 |
2.8% |
8% |
False |
True |
18,961 |
60 |
16,050 |
11,870 |
4,180 |
31.7% |
345 |
2.6% |
32% |
False |
False |
17,644 |
80 |
16,050 |
11,030 |
5,020 |
38.0% |
311 |
2.4% |
43% |
False |
False |
14,680 |
100 |
16,050 |
10,405 |
5,645 |
42.8% |
278 |
2.1% |
50% |
False |
False |
11,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,484 |
2.618 |
15,382 |
1.618 |
14,707 |
1.000 |
14,290 |
0.618 |
14,032 |
HIGH |
13,615 |
0.618 |
13,357 |
0.500 |
13,278 |
0.382 |
13,198 |
LOW |
12,940 |
0.618 |
12,523 |
1.000 |
12,265 |
1.618 |
11,848 |
2.618 |
11,173 |
4.250 |
10,071 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,278 |
13,533 |
PP |
13,252 |
13,422 |
S1 |
13,226 |
13,311 |
|