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 |
13,580 |
12,890 |
-690 |
-5.1% |
14,325 |
High |
13,750 |
13,260 |
-490 |
-3.6% |
14,690 |
Low |
12,865 |
12,310 |
-555 |
-4.3% |
13,450 |
Close |
12,925 |
12,720 |
-205 |
-1.6% |
13,465 |
Range |
885 |
950 |
65 |
7.3% |
1,240 |
ATR |
530 |
560 |
30 |
5.6% |
0 |
Volume |
41,308 |
68,659 |
27,351 |
66.2% |
152,239 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,613 |
15,117 |
13,243 |
|
R3 |
14,663 |
14,167 |
12,981 |
|
R2 |
13,713 |
13,713 |
12,894 |
|
R1 |
13,217 |
13,217 |
12,807 |
12,990 |
PP |
12,763 |
12,763 |
12,763 |
12,650 |
S1 |
12,267 |
12,267 |
12,633 |
12,040 |
S2 |
11,813 |
11,813 |
12,546 |
|
S3 |
10,863 |
11,317 |
12,459 |
|
S4 |
9,913 |
10,367 |
12,198 |
|
|
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 |
13,955 |
12,310 |
1,645 |
12.9% |
730 |
5.7% |
25% |
False |
True |
43,576 |
10 |
15,975 |
12,310 |
3,665 |
28.8% |
826 |
6.5% |
11% |
False |
True |
42,777 |
20 |
16,050 |
12,310 |
3,740 |
29.4% |
573 |
4.5% |
11% |
False |
True |
28,791 |
40 |
16,050 |
12,310 |
3,740 |
29.4% |
410 |
3.2% |
11% |
False |
True |
20,861 |
60 |
16,050 |
11,870 |
4,180 |
32.9% |
373 |
2.9% |
20% |
False |
False |
19,282 |
80 |
16,050 |
11,085 |
4,965 |
39.0% |
335 |
2.6% |
33% |
False |
False |
16,473 |
100 |
16,050 |
10,450 |
5,600 |
44.0% |
299 |
2.3% |
41% |
False |
False |
13,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,298 |
2.618 |
15,747 |
1.618 |
14,797 |
1.000 |
14,210 |
0.618 |
13,847 |
HIGH |
13,260 |
0.618 |
12,897 |
0.500 |
12,785 |
0.382 |
12,673 |
LOW |
12,310 |
0.618 |
11,723 |
1.000 |
11,360 |
1.618 |
10,773 |
2.618 |
9,823 |
4.250 |
8,273 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
12,785 |
13,030 |
PP |
12,763 |
12,927 |
S1 |
12,742 |
12,823 |
|