Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,608.50 |
1,622.00 |
13.50 |
0.8% |
1,629.50 |
High |
1,624.25 |
1,644.00 |
19.75 |
1.2% |
1,645.75 |
Low |
1,596.50 |
1,618.00 |
21.50 |
1.3% |
1,596.50 |
Close |
1,622.75 |
1,638.50 |
15.75 |
1.0% |
1,638.50 |
Range |
27.75 |
26.00 |
-1.75 |
-6.3% |
49.25 |
ATR |
21.12 |
21.47 |
0.35 |
1.6% |
0.00 |
Volume |
2,796,168 |
2,382,985 |
-413,183 |
-14.8% |
12,532,315 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.50 |
1,701.00 |
1,652.75 |
|
R3 |
1,685.50 |
1,675.00 |
1,645.75 |
|
R2 |
1,659.50 |
1,659.50 |
1,643.25 |
|
R1 |
1,649.00 |
1,649.00 |
1,641.00 |
1,654.25 |
PP |
1,633.50 |
1,633.50 |
1,633.50 |
1,636.00 |
S1 |
1,623.00 |
1,623.00 |
1,636.00 |
1,628.25 |
S2 |
1,607.50 |
1,607.50 |
1,633.75 |
|
S3 |
1,581.50 |
1,597.00 |
1,631.25 |
|
S4 |
1,555.50 |
1,571.00 |
1,624.25 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.75 |
1,755.75 |
1,665.50 |
|
R3 |
1,725.50 |
1,706.50 |
1,652.00 |
|
R2 |
1,676.25 |
1,676.25 |
1,647.50 |
|
R1 |
1,657.25 |
1,657.25 |
1,643.00 |
1,666.75 |
PP |
1,627.00 |
1,627.00 |
1,627.00 |
1,631.50 |
S1 |
1,608.00 |
1,608.00 |
1,634.00 |
1,617.50 |
S2 |
1,577.75 |
1,577.75 |
1,629.50 |
|
S3 |
1,528.50 |
1,558.75 |
1,625.00 |
|
S4 |
1,479.25 |
1,509.50 |
1,611.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,645.75 |
1,596.50 |
49.25 |
3.0% |
24.50 |
1.5% |
85% |
False |
False |
2,506,463 |
10 |
1,672.75 |
1,596.50 |
76.25 |
4.7% |
24.25 |
1.5% |
55% |
False |
False |
2,303,739 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.4% |
21.25 |
1.3% |
47% |
False |
False |
2,154,526 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
20.00 |
1.2% |
70% |
False |
False |
1,974,119 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.5% |
18.75 |
1.1% |
70% |
False |
False |
1,923,125 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
18.00 |
1.1% |
77% |
False |
False |
1,558,489 |
100 |
1,685.75 |
1,450.50 |
235.25 |
14.4% |
16.75 |
1.0% |
80% |
False |
False |
1,247,441 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.9% |
16.50 |
1.0% |
85% |
False |
False |
1,039,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.50 |
2.618 |
1,712.00 |
1.618 |
1,686.00 |
1.000 |
1,670.00 |
0.618 |
1,660.00 |
HIGH |
1,644.00 |
0.618 |
1,634.00 |
0.500 |
1,631.00 |
0.382 |
1,628.00 |
LOW |
1,618.00 |
0.618 |
1,602.00 |
1.000 |
1,592.00 |
1.618 |
1,576.00 |
2.618 |
1,550.00 |
4.250 |
1,507.50 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,636.00 |
1,632.50 |
PP |
1,633.50 |
1,626.25 |
S1 |
1,631.00 |
1,620.25 |
|