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 |
1,629.25 |
1,608.50 |
-20.75 |
-1.3% |
1,650.00 |
High |
1,632.25 |
1,624.25 |
-8.00 |
-0.5% |
1,672.75 |
Low |
1,605.50 |
1,596.50 |
-9.00 |
-0.6% |
1,626.25 |
Close |
1,608.00 |
1,622.75 |
14.75 |
0.9% |
1,629.00 |
Range |
26.75 |
27.75 |
1.00 |
3.7% |
46.50 |
ATR |
20.61 |
21.12 |
0.51 |
2.5% |
0.00 |
Volume |
2,648,546 |
2,796,168 |
147,622 |
5.6% |
8,554,207 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.75 |
1,688.00 |
1,638.00 |
|
R3 |
1,670.00 |
1,660.25 |
1,630.50 |
|
R2 |
1,642.25 |
1,642.25 |
1,627.75 |
|
R1 |
1,632.50 |
1,632.50 |
1,625.25 |
1,637.50 |
PP |
1,614.50 |
1,614.50 |
1,614.50 |
1,617.00 |
S1 |
1,604.75 |
1,604.75 |
1,620.25 |
1,609.50 |
S2 |
1,586.75 |
1,586.75 |
1,617.75 |
|
S3 |
1,559.00 |
1,577.00 |
1,615.00 |
|
S4 |
1,531.25 |
1,549.25 |
1,607.50 |
|
|
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 |
1,658.00 |
1,596.50 |
61.50 |
3.8% |
25.75 |
1.6% |
43% |
False |
True |
2,541,760 |
10 |
1,672.75 |
1,596.50 |
76.25 |
4.7% |
24.25 |
1.5% |
34% |
False |
True |
2,333,583 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.5% |
20.50 |
1.3% |
29% |
False |
True |
2,126,662 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.6% |
19.75 |
1.2% |
59% |
False |
False |
1,957,625 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.6% |
18.50 |
1.1% |
60% |
False |
False |
1,910,969 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.9% |
17.75 |
1.1% |
70% |
False |
False |
1,528,767 |
100 |
1,685.75 |
1,450.50 |
235.25 |
14.5% |
16.75 |
1.0% |
73% |
False |
False |
1,223,622 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.1% |
16.50 |
1.0% |
80% |
False |
False |
1,019,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.25 |
2.618 |
1,697.00 |
1.618 |
1,669.25 |
1.000 |
1,652.00 |
0.618 |
1,641.50 |
HIGH |
1,624.25 |
0.618 |
1,613.75 |
0.500 |
1,610.50 |
0.382 |
1,607.00 |
LOW |
1,596.50 |
0.618 |
1,579.25 |
1.000 |
1,568.75 |
1.618 |
1,551.50 |
2.618 |
1,523.75 |
4.250 |
1,478.50 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.50 |
1,622.25 |
PP |
1,614.50 |
1,621.75 |
S1 |
1,610.50 |
1,621.00 |
|