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 |
14,030 |
13,675 |
-355 |
-2.5% |
14,250 |
High |
14,115 |
13,760 |
-355 |
-2.5% |
14,790 |
Low |
13,620 |
13,130 |
-490 |
-3.6% |
13,620 |
Close |
13,630 |
13,335 |
-295 |
-2.2% |
13,630 |
Range |
495 |
630 |
135 |
27.3% |
1,170 |
ATR |
429 |
443 |
14 |
3.4% |
0 |
Volume |
1,567 |
4,026 |
2,459 |
156.9% |
6,158 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,298 |
14,947 |
13,682 |
|
R3 |
14,668 |
14,317 |
13,508 |
|
R2 |
14,038 |
14,038 |
13,451 |
|
R1 |
13,687 |
13,687 |
13,393 |
13,548 |
PP |
13,408 |
13,408 |
13,408 |
13,339 |
S1 |
13,057 |
13,057 |
13,277 |
12,918 |
S2 |
12,778 |
12,778 |
13,220 |
|
S3 |
12,148 |
12,427 |
13,162 |
|
S4 |
11,518 |
11,797 |
12,989 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,523 |
16,747 |
14,274 |
|
R3 |
16,353 |
15,577 |
13,952 |
|
R2 |
15,183 |
15,183 |
13,845 |
|
R1 |
14,407 |
14,407 |
13,737 |
14,210 |
PP |
14,013 |
14,013 |
14,013 |
13,915 |
S1 |
13,237 |
13,237 |
13,523 |
13,040 |
S2 |
12,843 |
12,843 |
13,416 |
|
S3 |
11,673 |
12,067 |
13,308 |
|
S4 |
10,503 |
10,897 |
12,987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,790 |
13,130 |
1,660 |
12.4% |
645 |
4.8% |
12% |
False |
True |
2,036 |
10 |
16,120 |
13,130 |
2,990 |
22.4% |
631 |
4.7% |
7% |
False |
True |
1,177 |
20 |
16,120 |
13,130 |
2,990 |
22.4% |
411 |
3.1% |
7% |
False |
True |
641 |
40 |
16,120 |
13,100 |
3,020 |
22.6% |
300 |
2.2% |
8% |
False |
False |
379 |
60 |
16,120 |
12,015 |
4,105 |
30.8% |
248 |
1.9% |
32% |
False |
False |
255 |
80 |
16,120 |
11,060 |
5,060 |
37.9% |
227 |
1.7% |
45% |
False |
False |
195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,438 |
2.618 |
15,409 |
1.618 |
14,779 |
1.000 |
14,390 |
0.618 |
14,149 |
HIGH |
13,760 |
0.618 |
13,519 |
0.500 |
13,445 |
0.382 |
13,371 |
LOW |
13,130 |
0.618 |
12,741 |
1.000 |
12,500 |
1.618 |
12,111 |
2.618 |
11,481 |
4.250 |
10,453 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,445 |
13,678 |
PP |
13,408 |
13,563 |
S1 |
13,372 |
13,449 |
|