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 |
6,478.0 |
6,359.0 |
-119.0 |
-1.8% |
6,648.0 |
High |
6,478.0 |
6,374.5 |
-103.5 |
-1.6% |
6,726.0 |
Low |
6,342.0 |
6,239.5 |
-102.5 |
-1.6% |
6,483.5 |
Close |
6,370.5 |
6,284.0 |
-86.5 |
-1.4% |
6,529.5 |
Range |
136.0 |
135.0 |
-1.0 |
-0.7% |
242.5 |
ATR |
79.2 |
83.2 |
4.0 |
5.0% |
0.0 |
Volume |
4,873 |
6,276 |
1,403 |
28.8% |
10,402 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,704.5 |
6,629.0 |
6,358.0 |
|
R3 |
6,569.5 |
6,494.0 |
6,321.0 |
|
R2 |
6,434.5 |
6,434.5 |
6,309.0 |
|
R1 |
6,359.0 |
6,359.0 |
6,296.5 |
6,329.0 |
PP |
6,299.5 |
6,299.5 |
6,299.5 |
6,284.5 |
S1 |
6,224.0 |
6,224.0 |
6,271.5 |
6,194.0 |
S2 |
6,164.5 |
6,164.5 |
6,259.0 |
|
S3 |
6,029.5 |
6,089.0 |
6,247.0 |
|
S4 |
5,894.5 |
5,954.0 |
6,210.0 |
|
|
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 |
6,593.0 |
6,239.5 |
353.5 |
5.6% |
101.5 |
1.6% |
13% |
False |
True |
5,625 |
10 |
6,726.0 |
6,239.5 |
486.5 |
7.7% |
91.5 |
1.5% |
9% |
False |
True |
3,152 |
20 |
6,815.0 |
6,239.5 |
575.5 |
9.2% |
72.0 |
1.1% |
8% |
False |
True |
1,845 |
40 |
6,815.0 |
6,149.0 |
666.0 |
10.6% |
51.5 |
0.8% |
20% |
False |
False |
991 |
60 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
43.5 |
0.7% |
24% |
False |
False |
677 |
80 |
6,815.0 |
6,114.0 |
701.0 |
11.2% |
33.0 |
0.5% |
24% |
False |
False |
516 |
100 |
6,815.0 |
5,954.0 |
861.0 |
13.7% |
27.0 |
0.4% |
38% |
False |
False |
428 |
120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.2% |
22.5 |
0.4% |
51% |
False |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,948.0 |
2.618 |
6,728.0 |
1.618 |
6,593.0 |
1.000 |
6,509.5 |
0.618 |
6,458.0 |
HIGH |
6,374.5 |
0.618 |
6,323.0 |
0.500 |
6,307.0 |
0.382 |
6,291.0 |
LOW |
6,239.5 |
0.618 |
6,156.0 |
1.000 |
6,104.5 |
1.618 |
6,021.0 |
2.618 |
5,886.0 |
4.250 |
5,666.0 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
6,307.0 |
6,377.0 |
PP |
6,299.5 |
6,346.0 |
S1 |
6,291.5 |
6,315.0 |
|