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 |
6,593.0 |
6,479.5 |
-113.5 |
-1.7% |
6,648.0 |
High |
6,593.0 |
6,515.0 |
-78.0 |
-1.2% |
6,726.0 |
Low |
6,483.5 |
6,452.0 |
-31.5 |
-0.5% |
6,483.5 |
Close |
6,529.5 |
6,464.0 |
-65.5 |
-1.0% |
6,529.5 |
Range |
109.5 |
63.0 |
-46.5 |
-42.5% |
242.5 |
ATR |
73.8 |
74.0 |
0.3 |
0.4% |
0.0 |
Volume |
9,347 |
5,575 |
-3,772 |
-40.4% |
10,402 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.0 |
6,628.0 |
6,498.5 |
|
R3 |
6,603.0 |
6,565.0 |
6,481.5 |
|
R2 |
6,540.0 |
6,540.0 |
6,475.5 |
|
R1 |
6,502.0 |
6,502.0 |
6,470.0 |
6,489.5 |
PP |
6,477.0 |
6,477.0 |
6,477.0 |
6,471.0 |
S1 |
6,439.0 |
6,439.0 |
6,458.0 |
6,426.5 |
S2 |
6,414.0 |
6,414.0 |
6,452.5 |
|
S3 |
6,351.0 |
6,376.0 |
6,446.5 |
|
S4 |
6,288.0 |
6,313.0 |
6,429.5 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,307.0 |
7,161.0 |
6,663.0 |
|
R3 |
7,064.5 |
6,918.5 |
6,596.0 |
|
R2 |
6,822.0 |
6,822.0 |
6,574.0 |
|
R1 |
6,676.0 |
6,676.0 |
6,551.5 |
6,628.0 |
PP |
6,579.5 |
6,579.5 |
6,579.5 |
6,555.5 |
S1 |
6,433.5 |
6,433.5 |
6,507.5 |
6,385.0 |
S2 |
6,337.0 |
6,337.0 |
6,485.0 |
|
S3 |
6,094.5 |
6,191.0 |
6,463.0 |
|
S4 |
5,852.0 |
5,948.5 |
6,396.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,726.0 |
6,452.0 |
274.0 |
4.2% |
81.5 |
1.3% |
4% |
False |
True |
3,195 |
10 |
6,815.0 |
6,452.0 |
363.0 |
5.6% |
78.0 |
1.2% |
3% |
False |
True |
1,987 |
20 |
6,815.0 |
6,427.5 |
387.5 |
6.0% |
57.5 |
0.9% |
9% |
False |
False |
1,199 |
40 |
6,815.0 |
6,149.0 |
666.0 |
10.3% |
44.0 |
0.7% |
47% |
False |
False |
667 |
60 |
6,815.0 |
6,114.0 |
701.0 |
10.8% |
38.0 |
0.6% |
50% |
False |
False |
457 |
80 |
6,815.0 |
6,085.5 |
729.5 |
11.3% |
29.0 |
0.4% |
52% |
False |
False |
353 |
100 |
6,815.0 |
5,943.0 |
872.0 |
13.5% |
23.5 |
0.4% |
60% |
False |
False |
296 |
120 |
6,815.0 |
5,735.5 |
1,079.5 |
16.7% |
19.5 |
0.3% |
67% |
False |
False |
252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,783.0 |
2.618 |
6,680.0 |
1.618 |
6,617.0 |
1.000 |
6,578.0 |
0.618 |
6,554.0 |
HIGH |
6,515.0 |
0.618 |
6,491.0 |
0.500 |
6,483.5 |
0.382 |
6,476.0 |
LOW |
6,452.0 |
0.618 |
6,413.0 |
1.000 |
6,389.0 |
1.618 |
6,350.0 |
2.618 |
6,287.0 |
4.250 |
6,184.0 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,483.5 |
6,526.0 |
PP |
6,477.0 |
6,505.5 |
S1 |
6,470.5 |
6,484.5 |
|