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 |
15,169 |
14,962 |
-207 |
-1.4% |
15,305 |
High |
15,189 |
15,049 |
-140 |
-0.9% |
15,508 |
Low |
14,933 |
14,835 |
-98 |
-0.7% |
15,098 |
Close |
14,959 |
15,036 |
77 |
0.5% |
15,100 |
Range |
256 |
214 |
-42 |
-16.4% |
410 |
ATR |
168 |
172 |
3 |
1.9% |
0 |
Volume |
253,308 |
240,668 |
-12,640 |
-5.0% |
726,633 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,615 |
15,540 |
15,154 |
|
R3 |
15,401 |
15,326 |
15,095 |
|
R2 |
15,187 |
15,187 |
15,075 |
|
R1 |
15,112 |
15,112 |
15,056 |
15,150 |
PP |
14,973 |
14,973 |
14,973 |
14,992 |
S1 |
14,898 |
14,898 |
15,017 |
14,936 |
S2 |
14,759 |
14,759 |
14,997 |
|
S3 |
14,545 |
14,684 |
14,977 |
|
S4 |
14,331 |
14,470 |
14,918 |
|
|
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 |
15,382 |
14,835 |
547 |
3.6% |
222 |
1.5% |
37% |
False |
True |
232,165 |
10 |
15,508 |
14,835 |
673 |
4.5% |
203 |
1.4% |
30% |
False |
True |
209,960 |
20 |
15,523 |
14,835 |
688 |
4.6% |
165 |
1.1% |
29% |
False |
True |
174,685 |
40 |
15,523 |
14,394 |
1,129 |
7.5% |
156 |
1.0% |
57% |
False |
False |
160,968 |
60 |
15,523 |
14,269 |
1,254 |
8.3% |
146 |
1.0% |
61% |
False |
False |
154,657 |
80 |
15,523 |
13,681 |
1,842 |
12.3% |
139 |
0.9% |
74% |
False |
False |
121,119 |
100 |
15,523 |
13,303 |
2,220 |
14.8% |
125 |
0.8% |
78% |
False |
False |
96,916 |
120 |
15,523 |
12,700 |
2,823 |
18.8% |
114 |
0.8% |
83% |
False |
False |
80,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,959 |
2.618 |
15,609 |
1.618 |
15,395 |
1.000 |
15,263 |
0.618 |
15,181 |
HIGH |
15,049 |
0.618 |
14,967 |
0.500 |
14,942 |
0.382 |
14,917 |
LOW |
14,835 |
0.618 |
14,703 |
1.000 |
14,621 |
1.618 |
14,489 |
2.618 |
14,275 |
4.250 |
13,926 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,005 |
15,067 |
PP |
14,973 |
15,056 |
S1 |
14,942 |
15,046 |
|