Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
6,498.0 |
6,478.0 |
-20.0 |
-0.3% |
6,648.0 |
High |
6,515.0 |
6,478.0 |
-37.0 |
-0.6% |
6,726.0 |
Low |
6,450.0 |
6,342.0 |
-108.0 |
-1.7% |
6,483.5 |
Close |
6,497.5 |
6,370.5 |
-127.0 |
-2.0% |
6,529.5 |
Range |
65.0 |
136.0 |
71.0 |
109.2% |
242.5 |
ATR |
73.4 |
79.2 |
5.9 |
8.0% |
0.0 |
Volume |
2,054 |
4,873 |
2,819 |
137.2% |
10,402 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,805.0 |
6,723.5 |
6,445.5 |
|
R3 |
6,669.0 |
6,587.5 |
6,408.0 |
|
R2 |
6,533.0 |
6,533.0 |
6,395.5 |
|
R1 |
6,451.5 |
6,451.5 |
6,383.0 |
6,424.0 |
PP |
6,397.0 |
6,397.0 |
6,397.0 |
6,383.0 |
S1 |
6,315.5 |
6,315.5 |
6,358.0 |
6,288.0 |
S2 |
6,261.0 |
6,261.0 |
6,345.5 |
|
S3 |
6,125.0 |
6,179.5 |
6,333.0 |
|
S4 |
5,989.0 |
6,043.5 |
6,295.5 |
|
|
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 |
6,600.0 |
6,342.0 |
258.0 |
4.0% |
85.5 |
1.3% |
11% |
False |
True |
4,418 |
10 |
6,815.0 |
6,342.0 |
473.0 |
7.4% |
88.5 |
1.4% |
6% |
False |
True |
2,564 |
20 |
6,815.0 |
6,342.0 |
473.0 |
7.4% |
66.5 |
1.0% |
6% |
False |
True |
1,534 |
40 |
6,815.0 |
6,149.0 |
666.0 |
10.5% |
48.5 |
0.8% |
33% |
False |
False |
834 |
60 |
6,815.0 |
6,114.0 |
701.0 |
11.0% |
41.0 |
0.6% |
37% |
False |
False |
572 |
80 |
6,815.0 |
6,114.0 |
701.0 |
11.0% |
31.5 |
0.5% |
37% |
False |
False |
438 |
100 |
6,815.0 |
5,954.0 |
861.0 |
13.5% |
25.5 |
0.4% |
48% |
False |
False |
365 |
120 |
6,815.0 |
5,735.5 |
1,079.5 |
16.9% |
21.5 |
0.3% |
59% |
False |
False |
309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,056.0 |
2.618 |
6,834.0 |
1.618 |
6,698.0 |
1.000 |
6,614.0 |
0.618 |
6,562.0 |
HIGH |
6,478.0 |
0.618 |
6,426.0 |
0.500 |
6,410.0 |
0.382 |
6,394.0 |
LOW |
6,342.0 |
0.618 |
6,258.0 |
1.000 |
6,206.0 |
1.618 |
6,122.0 |
2.618 |
5,986.0 |
4.250 |
5,764.0 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,410.0 |
6,428.5 |
PP |
6,397.0 |
6,409.0 |
S1 |
6,383.5 |
6,390.0 |
|