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 |
1,623.25 |
1,630.00 |
6.75 |
0.4% |
1,645.75 |
High |
1,632.75 |
1,639.75 |
7.00 |
0.4% |
1,666.75 |
Low |
1,615.25 |
1,616.00 |
0.75 |
0.0% |
1,620.50 |
Close |
1,630.50 |
1,625.50 |
-5.00 |
-0.3% |
1,623.25 |
Range |
17.50 |
23.75 |
6.25 |
35.7% |
46.25 |
ATR |
19.39 |
19.70 |
0.31 |
1.6% |
0.00 |
Volume |
44,947 |
43,159 |
-1,788 |
-4.0% |
87,313 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.25 |
1,685.75 |
1,638.50 |
|
R3 |
1,674.50 |
1,662.00 |
1,632.00 |
|
R2 |
1,650.75 |
1,650.75 |
1,629.75 |
|
R1 |
1,638.25 |
1,638.25 |
1,627.75 |
1,632.50 |
PP |
1,627.00 |
1,627.00 |
1,627.00 |
1,624.25 |
S1 |
1,614.50 |
1,614.50 |
1,623.25 |
1,609.00 |
S2 |
1,603.25 |
1,603.25 |
1,621.25 |
|
S3 |
1,579.50 |
1,590.75 |
1,619.00 |
|
S4 |
1,555.75 |
1,567.00 |
1,612.50 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.50 |
1,745.75 |
1,648.75 |
|
R3 |
1,729.25 |
1,699.50 |
1,636.00 |
|
R2 |
1,683.00 |
1,683.00 |
1,631.75 |
|
R1 |
1,653.25 |
1,653.25 |
1,627.50 |
1,645.00 |
PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,632.75 |
S1 |
1,607.00 |
1,607.00 |
1,619.00 |
1,598.75 |
S2 |
1,590.50 |
1,590.50 |
1,614.75 |
|
S3 |
1,544.25 |
1,560.75 |
1,610.50 |
|
S4 |
1,498.00 |
1,514.50 |
1,597.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.00 |
1,615.25 |
39.75 |
2.4% |
22.25 |
1.4% |
26% |
False |
False |
30,879 |
10 |
1,680.25 |
1,615.25 |
65.00 |
4.0% |
23.50 |
1.5% |
16% |
False |
False |
26,828 |
20 |
1,680.25 |
1,603.50 |
76.75 |
4.7% |
18.75 |
1.1% |
29% |
False |
False |
21,804 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
18.75 |
1.2% |
65% |
False |
False |
16,044 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
17.25 |
1.1% |
65% |
False |
False |
11,242 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
16.25 |
1.0% |
74% |
False |
False |
8,497 |
100 |
1,680.25 |
1,444.75 |
235.50 |
14.5% |
14.75 |
0.9% |
77% |
False |
False |
6,841 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.1% |
14.00 |
0.9% |
82% |
False |
False |
5,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.75 |
2.618 |
1,702.00 |
1.618 |
1,678.25 |
1.000 |
1,663.50 |
0.618 |
1,654.50 |
HIGH |
1,639.75 |
0.618 |
1,630.75 |
0.500 |
1,628.00 |
0.382 |
1,625.00 |
LOW |
1,616.00 |
0.618 |
1,601.25 |
1.000 |
1,592.25 |
1.618 |
1,577.50 |
2.618 |
1,553.75 |
4.250 |
1,515.00 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,628.00 |
1,633.50 |
PP |
1,627.00 |
1,631.00 |
S1 |
1,626.25 |
1,628.25 |
|