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 |
15,118 |
15,220 |
102 |
0.7% |
15,305 |
High |
15,242 |
15,298 |
56 |
0.4% |
15,508 |
Low |
15,099 |
15,088 |
-11 |
-0.1% |
15,098 |
Close |
15,217 |
15,179 |
-38 |
-0.2% |
15,100 |
Range |
143 |
210 |
67 |
46.9% |
410 |
ATR |
158 |
162 |
4 |
2.4% |
0 |
Volume |
251,551 |
205,077 |
-46,474 |
-18.5% |
726,633 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,818 |
15,709 |
15,295 |
|
R3 |
15,608 |
15,499 |
15,237 |
|
R2 |
15,398 |
15,398 |
15,218 |
|
R1 |
15,289 |
15,289 |
15,198 |
15,239 |
PP |
15,188 |
15,188 |
15,188 |
15,163 |
S1 |
15,079 |
15,079 |
15,160 |
15,029 |
S2 |
14,978 |
14,978 |
15,141 |
|
S3 |
14,768 |
14,869 |
15,121 |
|
S4 |
14,558 |
14,659 |
15,064 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,465 |
16,193 |
15,326 |
|
R3 |
16,055 |
15,783 |
15,213 |
|
R2 |
15,645 |
15,645 |
15,175 |
|
R1 |
15,373 |
15,373 |
15,138 |
15,304 |
PP |
15,235 |
15,235 |
15,235 |
15,201 |
S1 |
14,963 |
14,963 |
15,063 |
14,894 |
S2 |
14,825 |
14,825 |
15,025 |
|
S3 |
14,415 |
14,553 |
14,987 |
|
S4 |
14,005 |
14,143 |
14,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,390 |
15,088 |
302 |
2.0% |
194 |
1.3% |
30% |
False |
True |
200,699 |
10 |
15,523 |
15,088 |
435 |
2.9% |
196 |
1.3% |
21% |
False |
True |
201,498 |
20 |
15,523 |
14,876 |
647 |
4.3% |
152 |
1.0% |
47% |
False |
False |
160,196 |
40 |
15,523 |
14,394 |
1,129 |
7.4% |
151 |
1.0% |
70% |
False |
False |
155,285 |
60 |
15,523 |
14,269 |
1,254 |
8.3% |
141 |
0.9% |
73% |
False |
False |
150,095 |
80 |
15,523 |
13,681 |
1,842 |
12.1% |
135 |
0.9% |
81% |
False |
False |
114,949 |
100 |
15,523 |
13,290 |
2,233 |
14.7% |
121 |
0.8% |
85% |
False |
False |
91,976 |
120 |
15,523 |
12,700 |
2,823 |
18.6% |
111 |
0.7% |
88% |
False |
False |
76,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,191 |
2.618 |
15,848 |
1.618 |
15,638 |
1.000 |
15,508 |
0.618 |
15,428 |
HIGH |
15,298 |
0.618 |
15,218 |
0.500 |
15,193 |
0.382 |
15,168 |
LOW |
15,088 |
0.618 |
14,958 |
1.000 |
14,878 |
1.618 |
14,748 |
2.618 |
14,538 |
4.250 |
14,196 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,193 |
15,235 |
PP |
15,188 |
15,216 |
S1 |
15,184 |
15,198 |
|