Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,653.75 |
1,629.50 |
-24.25 |
-1.5% |
1,650.00 |
High |
1,658.00 |
1,639.00 |
-19.00 |
-1.1% |
1,672.75 |
Low |
1,626.25 |
1,620.75 |
-5.50 |
-0.3% |
1,626.25 |
Close |
1,629.00 |
1,636.25 |
7.25 |
0.4% |
1,629.00 |
Range |
31.75 |
18.25 |
-13.50 |
-42.5% |
46.50 |
ATR |
19.95 |
19.83 |
-0.12 |
-0.6% |
0.00 |
Volume |
2,559,471 |
2,530,617 |
-28,854 |
-1.1% |
8,554,207 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.75 |
1,679.75 |
1,646.25 |
|
R3 |
1,668.50 |
1,661.50 |
1,641.25 |
|
R2 |
1,650.25 |
1,650.25 |
1,639.50 |
|
R1 |
1,643.25 |
1,643.25 |
1,638.00 |
1,646.75 |
PP |
1,632.00 |
1,632.00 |
1,632.00 |
1,633.75 |
S1 |
1,625.00 |
1,625.00 |
1,634.50 |
1,628.50 |
S2 |
1,613.75 |
1,613.75 |
1,633.00 |
|
S3 |
1,595.50 |
1,606.75 |
1,631.25 |
|
S4 |
1,577.25 |
1,588.50 |
1,626.25 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.25 |
1,752.00 |
1,654.50 |
|
R3 |
1,735.75 |
1,705.50 |
1,641.75 |
|
R2 |
1,689.25 |
1,689.25 |
1,637.50 |
|
R1 |
1,659.00 |
1,659.00 |
1,633.25 |
1,651.00 |
PP |
1,642.75 |
1,642.75 |
1,642.75 |
1,638.50 |
S1 |
1,612.50 |
1,612.50 |
1,624.75 |
1,604.50 |
S2 |
1,596.25 |
1,596.25 |
1,620.50 |
|
S3 |
1,549.75 |
1,566.00 |
1,616.25 |
|
S4 |
1,503.25 |
1,519.50 |
1,603.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.75 |
1,620.75 |
52.00 |
3.2% |
23.50 |
1.4% |
30% |
False |
True |
2,216,964 |
10 |
1,685.75 |
1,620.75 |
65.00 |
4.0% |
22.75 |
1.4% |
24% |
False |
True |
2,213,231 |
20 |
1,685.75 |
1,607.25 |
78.50 |
4.8% |
18.25 |
1.1% |
37% |
False |
False |
1,948,950 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.00 |
1.2% |
68% |
False |
False |
1,894,938 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.5% |
17.75 |
1.1% |
68% |
False |
False |
1,877,439 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
17.25 |
1.1% |
76% |
False |
False |
1,433,754 |
100 |
1,685.75 |
1,445.00 |
240.75 |
14.7% |
16.25 |
1.0% |
79% |
False |
False |
1,147,488 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.9% |
16.00 |
1.0% |
84% |
False |
False |
956,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.50 |
2.618 |
1,686.75 |
1.618 |
1,668.50 |
1.000 |
1,657.25 |
0.618 |
1,650.25 |
HIGH |
1,639.00 |
0.618 |
1,632.00 |
0.500 |
1,630.00 |
0.382 |
1,627.75 |
LOW |
1,620.75 |
0.618 |
1,609.50 |
1.000 |
1,602.50 |
1.618 |
1,591.25 |
2.618 |
1,573.00 |
4.250 |
1,543.25 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,634.00 |
1,640.75 |
PP |
1,632.00 |
1,639.25 |
S1 |
1,630.00 |
1,637.75 |
|