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 |
8,412.0 |
8,323.5 |
-88.5 |
-1.1% |
8,352.0 |
High |
8,412.0 |
8,403.0 |
-9.0 |
-0.1% |
8,537.0 |
Low |
8,308.0 |
8,225.5 |
-82.5 |
-1.0% |
8,308.0 |
Close |
8,375.0 |
8,301.0 |
-74.0 |
-0.9% |
8,375.0 |
Range |
104.0 |
177.5 |
73.5 |
70.7% |
229.0 |
ATR |
116.3 |
120.7 |
4.4 |
3.8% |
0.0 |
Volume |
851 |
1,076 |
225 |
26.4% |
2,465 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,842.3 |
8,749.2 |
8,398.6 |
|
R3 |
8,664.8 |
8,571.7 |
8,349.8 |
|
R2 |
8,487.3 |
8,487.3 |
8,333.5 |
|
R1 |
8,394.2 |
8,394.2 |
8,317.3 |
8,352.0 |
PP |
8,309.8 |
8,309.8 |
8,309.8 |
8,288.8 |
S1 |
8,216.7 |
8,216.7 |
8,284.7 |
8,174.5 |
S2 |
8,132.3 |
8,132.3 |
8,268.5 |
|
S3 |
7,954.8 |
8,039.2 |
8,252.2 |
|
S4 |
7,777.3 |
7,861.7 |
8,203.4 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,093.7 |
8,963.3 |
8,501.0 |
|
R3 |
8,864.7 |
8,734.3 |
8,438.0 |
|
R2 |
8,635.7 |
8,635.7 |
8,417.0 |
|
R1 |
8,505.3 |
8,505.3 |
8,396.0 |
8,570.5 |
PP |
8,406.7 |
8,406.7 |
8,406.7 |
8,439.3 |
S1 |
8,276.3 |
8,276.3 |
8,354.0 |
8,341.5 |
S2 |
8,177.7 |
8,177.7 |
8,333.0 |
|
S3 |
7,948.7 |
8,047.3 |
8,312.0 |
|
S4 |
7,719.7 |
7,818.3 |
8,249.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,537.0 |
8,225.5 |
311.5 |
3.8% |
130.6 |
1.6% |
24% |
False |
True |
673 |
10 |
8,568.0 |
8,225.5 |
342.5 |
4.1% |
117.3 |
1.4% |
22% |
False |
True |
508 |
20 |
8,568.0 |
8,132.0 |
436.0 |
5.3% |
99.8 |
1.2% |
39% |
False |
False |
347 |
40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
106.5 |
1.3% |
76% |
False |
False |
415 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
102.6 |
1.2% |
76% |
False |
False |
818 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
101.4 |
1.2% |
76% |
False |
False |
682 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
93.3 |
1.1% |
76% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,157.4 |
2.618 |
8,867.7 |
1.618 |
8,690.2 |
1.000 |
8,580.5 |
0.618 |
8,512.7 |
HIGH |
8,403.0 |
0.618 |
8,335.2 |
0.500 |
8,314.3 |
0.382 |
8,293.3 |
LOW |
8,225.5 |
0.618 |
8,115.8 |
1.000 |
8,048.0 |
1.618 |
7,938.3 |
2.618 |
7,760.8 |
4.250 |
7,471.1 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
8,314.3 |
8,326.3 |
PP |
8,309.8 |
8,317.8 |
S1 |
8,305.4 |
8,309.4 |
|