Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,675 |
13,345 |
-330 |
-2.4% |
14,250 |
High |
13,760 |
13,850 |
90 |
0.7% |
14,790 |
Low |
13,130 |
13,315 |
185 |
1.4% |
13,620 |
Close |
13,335 |
13,720 |
385 |
2.9% |
13,630 |
Range |
630 |
535 |
-95 |
-15.1% |
1,170 |
ATR |
443 |
450 |
7 |
1.5% |
0 |
Volume |
4,026 |
1,877 |
-2,149 |
-53.4% |
6,158 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,233 |
15,012 |
14,014 |
|
R3 |
14,698 |
14,477 |
13,867 |
|
R2 |
14,163 |
14,163 |
13,818 |
|
R1 |
13,942 |
13,942 |
13,769 |
14,053 |
PP |
13,628 |
13,628 |
13,628 |
13,684 |
S1 |
13,407 |
13,407 |
13,671 |
13,518 |
S2 |
13,093 |
13,093 |
13,622 |
|
S3 |
12,558 |
12,872 |
13,573 |
|
S4 |
12,023 |
12,337 |
13,426 |
|
|
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 |
14,615 |
13,130 |
1,485 |
10.8% |
559 |
4.1% |
40% |
False |
False |
2,271 |
10 |
16,120 |
13,130 |
2,990 |
21.8% |
672 |
4.9% |
20% |
False |
False |
1,344 |
20 |
16,120 |
13,130 |
2,990 |
21.8% |
436 |
3.2% |
20% |
False |
False |
733 |
40 |
16,120 |
13,100 |
3,020 |
22.0% |
305 |
2.2% |
21% |
False |
False |
426 |
60 |
16,120 |
12,015 |
4,105 |
29.9% |
255 |
1.9% |
42% |
False |
False |
286 |
80 |
16,120 |
11,060 |
5,060 |
36.9% |
233 |
1.7% |
53% |
False |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,124 |
2.618 |
15,251 |
1.618 |
14,716 |
1.000 |
14,385 |
0.618 |
14,181 |
HIGH |
13,850 |
0.618 |
13,646 |
0.500 |
13,583 |
0.382 |
13,519 |
LOW |
13,315 |
0.618 |
12,984 |
1.000 |
12,780 |
1.618 |
12,449 |
2.618 |
11,914 |
4.250 |
11,041 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
13,674 |
13,688 |
PP |
13,628 |
13,655 |
S1 |
13,583 |
13,623 |
|