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 |
1,401.7 |
1,411.5 |
9.8 |
0.7% |
1,389.1 |
High |
1,422.7 |
1,416.4 |
-6.3 |
-0.4% |
1,422.7 |
Low |
1,391.6 |
1,377.9 |
-13.7 |
-1.0% |
1,377.9 |
Close |
1,415.7 |
1,383.0 |
-32.7 |
-2.3% |
1,383.0 |
Range |
31.1 |
38.5 |
7.4 |
23.8% |
44.8 |
ATR |
31.8 |
32.2 |
0.5 |
1.5% |
0.0 |
Volume |
782 |
1,163 |
381 |
48.7% |
5,982 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.9 |
1,484.0 |
1,404.2 |
|
R3 |
1,469.4 |
1,445.5 |
1,393.6 |
|
R2 |
1,430.9 |
1,430.9 |
1,390.1 |
|
R1 |
1,407.0 |
1,407.0 |
1,386.5 |
1,399.7 |
PP |
1,392.4 |
1,392.4 |
1,392.4 |
1,388.8 |
S1 |
1,368.5 |
1,368.5 |
1,379.5 |
1,361.2 |
S2 |
1,353.9 |
1,353.9 |
1,375.9 |
|
S3 |
1,315.4 |
1,330.0 |
1,372.4 |
|
S4 |
1,276.9 |
1,291.5 |
1,361.8 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.9 |
1,500.8 |
1,407.6 |
|
R3 |
1,484.1 |
1,456.0 |
1,395.3 |
|
R2 |
1,439.3 |
1,439.3 |
1,391.2 |
|
R1 |
1,411.2 |
1,411.2 |
1,387.1 |
1,402.9 |
PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.4 |
S1 |
1,366.4 |
1,366.4 |
1,378.9 |
1,358.1 |
S2 |
1,349.7 |
1,349.7 |
1,374.8 |
|
S3 |
1,304.9 |
1,321.6 |
1,370.7 |
|
S4 |
1,260.1 |
1,276.8 |
1,358.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,422.7 |
1,377.9 |
44.8 |
3.2% |
27.4 |
2.0% |
11% |
False |
True |
1,196 |
10 |
1,422.7 |
1,372.1 |
50.6 |
3.7% |
26.4 |
1.9% |
22% |
False |
False |
65,729 |
20 |
1,461.2 |
1,336.3 |
124.9 |
9.0% |
33.5 |
2.4% |
37% |
False |
False |
146,343 |
40 |
1,564.2 |
1,321.5 |
242.7 |
17.5% |
38.3 |
2.8% |
25% |
False |
False |
186,987 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.5% |
31.7 |
2.3% |
21% |
False |
False |
159,735 |
80 |
1,655.8 |
1,321.5 |
334.3 |
24.2% |
29.1 |
2.1% |
18% |
False |
False |
122,981 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.4% |
26.5 |
1.9% |
16% |
False |
False |
99,497 |
120 |
1,708.2 |
1,321.5 |
386.7 |
28.0% |
25.4 |
1.8% |
16% |
False |
False |
83,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,580.0 |
2.618 |
1,517.2 |
1.618 |
1,478.7 |
1.000 |
1,454.9 |
0.618 |
1,440.2 |
HIGH |
1,416.4 |
0.618 |
1,401.7 |
0.500 |
1,397.2 |
0.382 |
1,392.6 |
LOW |
1,377.9 |
0.618 |
1,354.1 |
1.000 |
1,339.4 |
1.618 |
1,315.6 |
2.618 |
1,277.1 |
4.250 |
1,214.3 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,397.2 |
1,400.3 |
PP |
1,392.4 |
1,394.5 |
S1 |
1,387.7 |
1,388.8 |
|