Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
13,710 |
13,045 |
-665 |
-4.9% |
14,250 |
High |
13,890 |
13,405 |
-485 |
-3.5% |
14,790 |
Low |
13,020 |
12,420 |
-600 |
-4.6% |
13,620 |
Close |
13,070 |
12,850 |
-220 |
-1.7% |
13,630 |
Range |
870 |
985 |
115 |
13.2% |
1,170 |
ATR |
480 |
516 |
36 |
7.5% |
0 |
Volume |
2,498 |
8,661 |
6,163 |
246.7% |
6,158 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,847 |
15,333 |
13,392 |
|
R3 |
14,862 |
14,348 |
13,121 |
|
R2 |
13,877 |
13,877 |
13,031 |
|
R1 |
13,363 |
13,363 |
12,940 |
13,128 |
PP |
12,892 |
12,892 |
12,892 |
12,774 |
S1 |
12,378 |
12,378 |
12,760 |
12,143 |
S2 |
11,907 |
11,907 |
12,670 |
|
S3 |
10,922 |
11,393 |
12,579 |
|
S4 |
9,937 |
10,408 |
12,308 |
|
|
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 |
14,115 |
12,420 |
1,695 |
13.2% |
703 |
5.5% |
25% |
False |
True |
3,725 |
10 |
16,050 |
12,420 |
3,630 |
28.2% |
790 |
6.1% |
12% |
False |
True |
2,416 |
20 |
16,120 |
12,420 |
3,700 |
28.8% |
516 |
4.0% |
12% |
False |
True |
1,282 |
40 |
16,120 |
12,420 |
3,700 |
28.8% |
340 |
2.6% |
12% |
False |
True |
701 |
60 |
16,120 |
12,015 |
4,105 |
31.9% |
283 |
2.2% |
20% |
False |
False |
472 |
80 |
16,120 |
11,110 |
5,010 |
39.0% |
250 |
1.9% |
35% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,591 |
2.618 |
15,984 |
1.618 |
14,999 |
1.000 |
14,390 |
0.618 |
14,014 |
HIGH |
13,405 |
0.618 |
13,029 |
0.500 |
12,913 |
0.382 |
12,796 |
LOW |
12,420 |
0.618 |
11,811 |
1.000 |
11,435 |
1.618 |
10,826 |
2.618 |
9,841 |
4.250 |
8,234 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
12,913 |
13,155 |
PP |
12,892 |
13,053 |
S1 |
12,871 |
12,952 |
|