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 |
15,050 |
15,118 |
68 |
0.5% |
15,270 |
High |
15,178 |
15,226 |
48 |
0.3% |
15,435 |
Low |
15,035 |
15,030 |
-5 |
0.0% |
15,031 |
Close |
15,147 |
15,109 |
-38 |
-0.3% |
15,031 |
Range |
143 |
196 |
53 |
37.1% |
404 |
ATR |
149 |
153 |
3 |
2.2% |
0 |
Volume |
256 |
367 |
111 |
43.4% |
1,323 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,710 |
15,605 |
15,217 |
|
R3 |
15,514 |
15,409 |
15,163 |
|
R2 |
15,318 |
15,318 |
15,145 |
|
R1 |
15,213 |
15,213 |
15,127 |
15,168 |
PP |
15,122 |
15,122 |
15,122 |
15,099 |
S1 |
15,017 |
15,017 |
15,091 |
14,972 |
S2 |
14,926 |
14,926 |
15,073 |
|
S3 |
14,730 |
14,821 |
15,055 |
|
S4 |
14,534 |
14,625 |
15,001 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,378 |
16,108 |
15,253 |
|
R3 |
15,974 |
15,704 |
15,142 |
|
R2 |
15,570 |
15,570 |
15,105 |
|
R1 |
15,300 |
15,300 |
15,068 |
15,233 |
PP |
15,166 |
15,166 |
15,166 |
15,132 |
S1 |
14,896 |
14,896 |
14,994 |
14,829 |
S2 |
14,762 |
14,762 |
14,957 |
|
S3 |
14,358 |
14,492 |
14,920 |
|
S4 |
13,954 |
14,088 |
14,809 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,355 |
15,030 |
325 |
2.2% |
189 |
1.3% |
24% |
False |
True |
381 |
10 |
15,447 |
15,030 |
417 |
2.8% |
192 |
1.3% |
19% |
False |
True |
280 |
20 |
15,447 |
14,820 |
627 |
4.1% |
145 |
1.0% |
46% |
False |
False |
172 |
40 |
15,447 |
14,312 |
1,135 |
7.5% |
136 |
0.9% |
70% |
False |
False |
122 |
60 |
15,447 |
14,241 |
1,206 |
8.0% |
111 |
0.7% |
72% |
False |
False |
83 |
80 |
15,447 |
13,642 |
1,805 |
11.9% |
87 |
0.6% |
81% |
False |
False |
63 |
100 |
15,447 |
13,247 |
2,200 |
14.6% |
70 |
0.5% |
85% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,059 |
2.618 |
15,739 |
1.618 |
15,543 |
1.000 |
15,422 |
0.618 |
15,347 |
HIGH |
15,226 |
0.618 |
15,151 |
0.500 |
15,128 |
0.382 |
15,105 |
LOW |
15,030 |
0.618 |
14,909 |
1.000 |
14,834 |
1.618 |
14,713 |
2.618 |
14,517 |
4.250 |
14,197 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
15,128 |
15,163 |
PP |
15,122 |
15,145 |
S1 |
15,115 |
15,127 |
|