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 |
13,495 |
13,240 |
-255 |
-1.9% |
14,325 |
High |
13,615 |
13,720 |
105 |
0.8% |
14,690 |
Low |
12,940 |
13,085 |
145 |
1.1% |
13,450 |
Close |
13,200 |
13,580 |
380 |
2.9% |
13,465 |
Range |
675 |
635 |
-40 |
-5.9% |
1,240 |
ATR |
493 |
503 |
10 |
2.1% |
0 |
Volume |
41,274 |
33,775 |
-7,499 |
-18.2% |
152,239 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,367 |
15,108 |
13,929 |
|
R3 |
14,732 |
14,473 |
13,755 |
|
R2 |
14,097 |
14,097 |
13,697 |
|
R1 |
13,838 |
13,838 |
13,638 |
13,968 |
PP |
13,462 |
13,462 |
13,462 |
13,526 |
S1 |
13,203 |
13,203 |
13,522 |
13,333 |
S2 |
12,827 |
12,827 |
13,464 |
|
S3 |
12,192 |
12,568 |
13,406 |
|
S4 |
11,557 |
11,933 |
13,231 |
|
|
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 |
14,580 |
12,940 |
1,640 |
12.1% |
617 |
4.5% |
39% |
False |
False |
36,098 |
10 |
16,050 |
12,940 |
3,110 |
22.9% |
725 |
5.3% |
21% |
False |
False |
35,641 |
20 |
16,050 |
12,940 |
3,110 |
22.9% |
503 |
3.7% |
21% |
False |
False |
24,309 |
40 |
16,050 |
12,940 |
3,110 |
22.9% |
380 |
2.8% |
21% |
False |
False |
19,300 |
60 |
16,050 |
11,870 |
4,180 |
30.8% |
349 |
2.6% |
41% |
False |
False |
17,891 |
80 |
16,050 |
11,030 |
5,020 |
37.0% |
316 |
2.3% |
51% |
False |
False |
15,101 |
100 |
16,050 |
10,450 |
5,600 |
41.2% |
283 |
2.1% |
56% |
False |
False |
12,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,419 |
2.618 |
15,383 |
1.618 |
14,748 |
1.000 |
14,355 |
0.618 |
14,113 |
HIGH |
13,720 |
0.618 |
13,478 |
0.500 |
13,403 |
0.382 |
13,328 |
LOW |
13,085 |
0.618 |
12,693 |
1.000 |
12,450 |
1.618 |
12,058 |
2.618 |
11,423 |
4.250 |
10,386 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,521 |
13,536 |
PP |
13,462 |
13,492 |
S1 |
13,403 |
13,448 |
|