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 |
1,629.50 |
1,635.75 |
6.25 |
0.4% |
1,650.00 |
High |
1,639.00 |
1,645.75 |
6.75 |
0.4% |
1,672.75 |
Low |
1,620.75 |
1,621.50 |
0.75 |
0.0% |
1,626.25 |
Close |
1,636.25 |
1,631.25 |
-5.00 |
-0.3% |
1,629.00 |
Range |
18.25 |
24.25 |
6.00 |
32.9% |
46.50 |
ATR |
19.83 |
20.14 |
0.32 |
1.6% |
0.00 |
Volume |
2,530,617 |
2,173,999 |
-356,618 |
-14.1% |
8,554,207 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.50 |
1,692.75 |
1,644.50 |
|
R3 |
1,681.25 |
1,668.50 |
1,638.00 |
|
R2 |
1,657.00 |
1,657.00 |
1,635.75 |
|
R1 |
1,644.25 |
1,644.25 |
1,633.50 |
1,638.50 |
PP |
1,632.75 |
1,632.75 |
1,632.75 |
1,630.00 |
S1 |
1,620.00 |
1,620.00 |
1,629.00 |
1,614.25 |
S2 |
1,608.50 |
1,608.50 |
1,626.75 |
|
S3 |
1,584.25 |
1,595.75 |
1,624.50 |
|
S4 |
1,560.00 |
1,571.50 |
1,618.00 |
|
|
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 |
1,660.75 |
1,620.75 |
40.00 |
2.5% |
22.50 |
1.4% |
26% |
False |
False |
2,233,454 |
10 |
1,685.75 |
1,620.75 |
65.00 |
4.0% |
24.00 |
1.5% |
16% |
False |
False |
2,255,646 |
20 |
1,685.75 |
1,609.25 |
76.50 |
4.7% |
19.00 |
1.2% |
29% |
False |
False |
2,009,452 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.25 |
1.2% |
65% |
False |
False |
1,913,175 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.6% |
18.00 |
1.1% |
65% |
False |
False |
1,881,753 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
17.25 |
1.1% |
74% |
False |
False |
1,460,880 |
100 |
1,685.75 |
1,448.25 |
237.50 |
14.6% |
16.25 |
1.0% |
77% |
False |
False |
1,169,222 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.0% |
16.25 |
1.0% |
82% |
False |
False |
974,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,748.75 |
2.618 |
1,709.25 |
1.618 |
1,685.00 |
1.000 |
1,670.00 |
0.618 |
1,660.75 |
HIGH |
1,645.75 |
0.618 |
1,636.50 |
0.500 |
1,633.50 |
0.382 |
1,630.75 |
LOW |
1,621.50 |
0.618 |
1,606.50 |
1.000 |
1,597.25 |
1.618 |
1,582.25 |
2.618 |
1,558.00 |
4.250 |
1,518.50 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,633.50 |
1,639.50 |
PP |
1,632.75 |
1,636.75 |
S1 |
1,632.00 |
1,634.00 |
|