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 |
4,764.0 |
4,740.0 |
-24.0 |
-0.5% |
4,883.0 |
High |
4,773.0 |
4,745.0 |
-28.0 |
-0.6% |
4,903.0 |
Low |
4,744.0 |
4,695.0 |
-49.0 |
-1.0% |
4,695.0 |
Close |
4,745.0 |
4,703.0 |
-42.0 |
-0.9% |
4,703.0 |
Range |
29.0 |
50.0 |
21.0 |
72.4% |
208.0 |
ATR |
41.9 |
42.5 |
0.6 |
1.4% |
0.0 |
Volume |
1,630 |
3,922 |
2,292 |
140.6% |
6,366 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,864.3 |
4,833.7 |
4,730.5 |
|
R3 |
4,814.3 |
4,783.7 |
4,716.8 |
|
R2 |
4,764.3 |
4,764.3 |
4,712.2 |
|
R1 |
4,733.7 |
4,733.7 |
4,707.6 |
4,724.0 |
PP |
4,714.3 |
4,714.3 |
4,714.3 |
4,709.5 |
S1 |
4,683.7 |
4,683.7 |
4,698.4 |
4,674.0 |
S2 |
4,664.3 |
4,664.3 |
4,693.8 |
|
S3 |
4,614.3 |
4,633.7 |
4,689.3 |
|
S4 |
4,564.3 |
4,583.7 |
4,675.5 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,391.0 |
5,255.0 |
4,817.4 |
|
R3 |
5,183.0 |
5,047.0 |
4,760.2 |
|
R2 |
4,975.0 |
4,975.0 |
4,741.1 |
|
R1 |
4,839.0 |
4,839.0 |
4,722.1 |
4,803.0 |
PP |
4,767.0 |
4,767.0 |
4,767.0 |
4,749.0 |
S1 |
4,631.0 |
4,631.0 |
4,683.9 |
4,595.0 |
S2 |
4,559.0 |
4,559.0 |
4,664.9 |
|
S3 |
4,351.0 |
4,423.0 |
4,645.8 |
|
S4 |
4,143.0 |
4,215.0 |
4,588.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,903.0 |
4,695.0 |
208.0 |
4.4% |
34.2 |
0.7% |
4% |
False |
True |
1,273 |
10 |
4,938.0 |
4,695.0 |
243.0 |
5.2% |
28.7 |
0.6% |
3% |
False |
True |
852 |
20 |
5,192.0 |
4,695.0 |
497.0 |
10.6% |
33.0 |
0.7% |
2% |
False |
True |
523 |
40 |
5,192.0 |
4,695.0 |
497.0 |
10.6% |
21.7 |
0.5% |
2% |
False |
True |
274 |
60 |
5,192.0 |
4,695.0 |
497.0 |
10.6% |
17.2 |
0.4% |
2% |
False |
True |
194 |
80 |
5,192.0 |
4,695.0 |
497.0 |
10.6% |
13.1 |
0.3% |
2% |
False |
True |
159 |
100 |
5,192.0 |
4,695.0 |
497.0 |
10.6% |
10.7 |
0.2% |
2% |
False |
True |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,957.5 |
2.618 |
4,875.9 |
1.618 |
4,825.9 |
1.000 |
4,795.0 |
0.618 |
4,775.9 |
HIGH |
4,745.0 |
0.618 |
4,725.9 |
0.500 |
4,720.0 |
0.382 |
4,714.1 |
LOW |
4,695.0 |
0.618 |
4,664.1 |
1.000 |
4,645.0 |
1.618 |
4,614.1 |
2.618 |
4,564.1 |
4.250 |
4,482.5 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4,720.0 |
4,762.0 |
PP |
4,714.3 |
4,742.3 |
S1 |
4,708.7 |
4,722.7 |
|