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 |
13,240 |
13,580 |
340 |
2.6% |
14,325 |
High |
13,720 |
13,750 |
30 |
0.2% |
14,690 |
Low |
13,085 |
12,865 |
-220 |
-1.7% |
13,450 |
Close |
13,580 |
12,925 |
-655 |
-4.8% |
13,465 |
Range |
635 |
885 |
250 |
39.4% |
1,240 |
ATR |
503 |
530 |
27 |
5.4% |
0 |
Volume |
33,775 |
41,308 |
7,533 |
22.3% |
152,239 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,835 |
15,265 |
13,412 |
|
R3 |
14,950 |
14,380 |
13,169 |
|
R2 |
14,065 |
14,065 |
13,087 |
|
R1 |
13,495 |
13,495 |
13,006 |
13,338 |
PP |
13,180 |
13,180 |
13,180 |
13,101 |
S1 |
12,610 |
12,610 |
12,844 |
12,453 |
S2 |
12,295 |
12,295 |
12,763 |
|
S3 |
11,410 |
11,725 |
12,682 |
|
S4 |
10,525 |
10,840 |
12,438 |
|
|
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 |
14,125 |
12,865 |
1,260 |
9.7% |
652 |
5.0% |
5% |
False |
True |
38,650 |
10 |
16,050 |
12,865 |
3,185 |
24.6% |
788 |
6.1% |
2% |
False |
True |
38,724 |
20 |
16,050 |
12,865 |
3,185 |
24.6% |
538 |
4.2% |
2% |
False |
True |
25,907 |
40 |
16,050 |
12,865 |
3,185 |
24.6% |
395 |
3.1% |
2% |
False |
True |
19,781 |
60 |
16,050 |
11,870 |
4,180 |
32.3% |
361 |
2.8% |
25% |
False |
False |
18,381 |
80 |
16,050 |
11,085 |
4,965 |
38.4% |
325 |
2.5% |
37% |
False |
False |
15,618 |
100 |
16,050 |
10,450 |
5,600 |
43.3% |
291 |
2.2% |
44% |
False |
False |
12,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,511 |
2.618 |
16,067 |
1.618 |
15,182 |
1.000 |
14,635 |
0.618 |
14,297 |
HIGH |
13,750 |
0.618 |
13,412 |
0.500 |
13,308 |
0.382 |
13,203 |
LOW |
12,865 |
0.618 |
12,318 |
1.000 |
11,980 |
1.618 |
11,433 |
2.618 |
10,548 |
4.250 |
9,104 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,308 |
13,308 |
PP |
13,180 |
13,180 |
S1 |
13,053 |
13,053 |
|