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 |
1,635.75 |
1,629.25 |
-6.50 |
-0.4% |
1,650.00 |
High |
1,645.75 |
1,632.25 |
-13.50 |
-0.8% |
1,672.75 |
Low |
1,621.50 |
1,605.50 |
-16.00 |
-1.0% |
1,626.25 |
Close |
1,631.25 |
1,608.00 |
-23.25 |
-1.4% |
1,629.00 |
Range |
24.25 |
26.75 |
2.50 |
10.3% |
46.50 |
ATR |
20.14 |
20.61 |
0.47 |
2.3% |
0.00 |
Volume |
2,173,999 |
2,648,546 |
474,547 |
21.8% |
8,554,207 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.50 |
1,678.50 |
1,622.75 |
|
R3 |
1,668.75 |
1,651.75 |
1,615.25 |
|
R2 |
1,642.00 |
1,642.00 |
1,613.00 |
|
R1 |
1,625.00 |
1,625.00 |
1,610.50 |
1,620.00 |
PP |
1,615.25 |
1,615.25 |
1,615.25 |
1,612.75 |
S1 |
1,598.25 |
1,598.25 |
1,605.50 |
1,593.50 |
S2 |
1,588.50 |
1,588.50 |
1,603.00 |
|
S3 |
1,561.75 |
1,571.50 |
1,600.75 |
|
S4 |
1,535.00 |
1,544.75 |
1,593.25 |
|
|
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 |
1,660.75 |
1,605.50 |
55.25 |
3.4% |
24.25 |
1.5% |
5% |
False |
True |
2,337,311 |
10 |
1,685.75 |
1,605.50 |
80.25 |
5.0% |
25.50 |
1.6% |
3% |
False |
True |
2,351,031 |
20 |
1,685.75 |
1,605.50 |
80.25 |
5.0% |
19.75 |
1.2% |
3% |
False |
True |
2,066,518 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.6% |
19.50 |
1.2% |
50% |
False |
False |
1,938,579 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.7% |
18.25 |
1.1% |
50% |
False |
False |
1,899,145 |
80 |
1,685.75 |
1,476.25 |
209.50 |
13.0% |
17.50 |
1.1% |
63% |
False |
False |
1,493,853 |
100 |
1,685.75 |
1,450.50 |
235.25 |
14.6% |
16.50 |
1.0% |
67% |
False |
False |
1,195,669 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.3% |
16.50 |
1.0% |
75% |
False |
False |
996,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.00 |
2.618 |
1,702.25 |
1.618 |
1,675.50 |
1.000 |
1,659.00 |
0.618 |
1,648.75 |
HIGH |
1,632.25 |
0.618 |
1,622.00 |
0.500 |
1,619.00 |
0.382 |
1,615.75 |
LOW |
1,605.50 |
0.618 |
1,589.00 |
1.000 |
1,578.75 |
1.618 |
1,562.25 |
2.618 |
1,535.50 |
4.250 |
1,491.75 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,619.00 |
1,625.50 |
PP |
1,615.25 |
1,619.75 |
S1 |
1,611.50 |
1,614.00 |
|