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 |
15,220 |
15,169 |
-51 |
-0.3% |
15,305 |
High |
15,298 |
15,189 |
-109 |
-0.7% |
15,508 |
Low |
15,088 |
14,933 |
-155 |
-1.0% |
15,098 |
Close |
15,179 |
14,959 |
-220 |
-1.4% |
15,100 |
Range |
210 |
256 |
46 |
21.9% |
410 |
ATR |
162 |
168 |
7 |
4.2% |
0 |
Volume |
205,077 |
253,308 |
48,231 |
23.5% |
726,633 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,795 |
15,633 |
15,100 |
|
R3 |
15,539 |
15,377 |
15,030 |
|
R2 |
15,283 |
15,283 |
15,006 |
|
R1 |
15,121 |
15,121 |
14,983 |
15,074 |
PP |
15,027 |
15,027 |
15,027 |
15,004 |
S1 |
14,865 |
14,865 |
14,936 |
14,818 |
S2 |
14,771 |
14,771 |
14,912 |
|
S3 |
14,515 |
14,609 |
14,889 |
|
S4 |
14,259 |
14,353 |
14,818 |
|
|
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 |
15,389 |
14,933 |
456 |
3.0% |
209 |
1.4% |
6% |
False |
True |
212,877 |
10 |
15,523 |
14,933 |
590 |
3.9% |
210 |
1.4% |
4% |
False |
True |
214,475 |
20 |
15,523 |
14,933 |
590 |
3.9% |
159 |
1.1% |
4% |
False |
True |
167,571 |
40 |
15,523 |
14,394 |
1,129 |
7.5% |
154 |
1.0% |
50% |
False |
False |
158,332 |
60 |
15,523 |
14,269 |
1,254 |
8.4% |
144 |
1.0% |
55% |
False |
False |
152,539 |
80 |
15,523 |
13,681 |
1,842 |
12.3% |
137 |
0.9% |
69% |
False |
False |
118,114 |
100 |
15,523 |
13,303 |
2,220 |
14.8% |
123 |
0.8% |
75% |
False |
False |
94,509 |
120 |
15,523 |
12,700 |
2,823 |
18.9% |
112 |
0.7% |
80% |
False |
False |
78,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,277 |
2.618 |
15,859 |
1.618 |
15,603 |
1.000 |
15,445 |
0.618 |
15,347 |
HIGH |
15,189 |
0.618 |
15,091 |
0.500 |
15,061 |
0.382 |
15,031 |
LOW |
14,933 |
0.618 |
14,775 |
1.000 |
14,677 |
1.618 |
14,519 |
2.618 |
14,263 |
4.250 |
13,845 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,061 |
15,116 |
PP |
15,027 |
15,063 |
S1 |
14,993 |
15,011 |
|