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 |
1,412.4 |
1,389.1 |
-23.3 |
-1.6% |
1,386.3 |
High |
1,421.1 |
1,416.3 |
-4.8 |
-0.3% |
1,421.1 |
Low |
1,384.2 |
1,388.3 |
4.1 |
0.3% |
1,372.1 |
Close |
1,392.6 |
1,411.7 |
19.1 |
1.4% |
1,392.6 |
Range |
36.9 |
28.0 |
-8.9 |
-24.1% |
49.0 |
ATR |
34.2 |
33.8 |
-0.4 |
-1.3% |
0.0 |
Volume |
5,997 |
1,420 |
-4,577 |
-76.3% |
514,807 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.4 |
1,478.6 |
1,427.1 |
|
R3 |
1,461.4 |
1,450.6 |
1,419.4 |
|
R2 |
1,433.4 |
1,433.4 |
1,416.8 |
|
R1 |
1,422.6 |
1,422.6 |
1,414.3 |
1,428.0 |
PP |
1,405.4 |
1,405.4 |
1,405.4 |
1,408.2 |
S1 |
1,394.6 |
1,394.6 |
1,409.1 |
1,400.0 |
S2 |
1,377.4 |
1,377.4 |
1,406.6 |
|
S3 |
1,349.4 |
1,366.6 |
1,404.0 |
|
S4 |
1,321.4 |
1,338.6 |
1,396.3 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.3 |
1,516.4 |
1,419.6 |
|
R3 |
1,493.3 |
1,467.4 |
1,406.1 |
|
R2 |
1,444.3 |
1,444.3 |
1,401.6 |
|
R1 |
1,418.4 |
1,418.4 |
1,397.1 |
1,431.4 |
PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,401.7 |
S1 |
1,369.4 |
1,369.4 |
1,388.1 |
1,382.4 |
S2 |
1,346.3 |
1,346.3 |
1,383.6 |
|
S3 |
1,297.3 |
1,320.4 |
1,379.1 |
|
S4 |
1,248.3 |
1,271.4 |
1,365.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,421.1 |
1,372.1 |
49.0 |
3.5% |
27.8 |
2.0% |
81% |
False |
False |
103,245 |
10 |
1,421.1 |
1,336.3 |
84.8 |
6.0% |
36.1 |
2.6% |
89% |
False |
False |
168,546 |
20 |
1,478.4 |
1,336.3 |
142.1 |
10.1% |
33.0 |
2.3% |
53% |
False |
False |
175,851 |
40 |
1,590.1 |
1,321.5 |
268.6 |
19.0% |
37.7 |
2.7% |
34% |
False |
False |
200,682 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.0% |
30.9 |
2.2% |
30% |
False |
False |
161,266 |
80 |
1,685.8 |
1,321.5 |
364.3 |
25.8% |
28.6 |
2.0% |
25% |
False |
False |
123,291 |
100 |
1,700.0 |
1,321.5 |
378.5 |
26.8% |
26.2 |
1.9% |
24% |
False |
False |
99,602 |
120 |
1,728.8 |
1,321.5 |
407.3 |
28.9% |
25.0 |
1.8% |
22% |
False |
False |
83,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,535.3 |
2.618 |
1,489.6 |
1.618 |
1,461.6 |
1.000 |
1,444.3 |
0.618 |
1,433.6 |
HIGH |
1,416.3 |
0.618 |
1,405.6 |
0.500 |
1,402.3 |
0.382 |
1,399.0 |
LOW |
1,388.3 |
0.618 |
1,371.0 |
1.000 |
1,360.3 |
1.618 |
1,343.0 |
2.618 |
1,315.0 |
4.250 |
1,269.3 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,408.6 |
1,408.7 |
PP |
1,405.4 |
1,405.7 |
S1 |
1,402.3 |
1,402.7 |
|