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 |
1,630.00 |
1,623.25 |
-6.75 |
-0.4% |
1,645.75 |
High |
1,639.75 |
1,626.00 |
-13.75 |
-0.8% |
1,666.75 |
Low |
1,616.00 |
1,599.50 |
-16.50 |
-1.0% |
1,620.50 |
Close |
1,625.50 |
1,602.00 |
-23.50 |
-1.4% |
1,623.25 |
Range |
23.75 |
26.50 |
2.75 |
11.6% |
46.25 |
ATR |
19.70 |
20.19 |
0.49 |
2.5% |
0.00 |
Volume |
43,159 |
52,117 |
8,958 |
20.8% |
87,313 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.75 |
1,671.75 |
1,616.50 |
|
R3 |
1,662.25 |
1,645.25 |
1,609.25 |
|
R2 |
1,635.75 |
1,635.75 |
1,606.75 |
|
R1 |
1,618.75 |
1,618.75 |
1,604.50 |
1,614.00 |
PP |
1,609.25 |
1,609.25 |
1,609.25 |
1,606.75 |
S1 |
1,592.25 |
1,592.25 |
1,599.50 |
1,587.50 |
S2 |
1,582.75 |
1,582.75 |
1,597.25 |
|
S3 |
1,556.25 |
1,565.75 |
1,594.75 |
|
S4 |
1,529.75 |
1,539.25 |
1,587.50 |
|
|
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 |
1,599.50 |
55.50 |
3.5% |
23.75 |
1.5% |
5% |
False |
True |
34,972 |
10 |
1,680.25 |
1,599.50 |
80.75 |
5.0% |
25.00 |
1.6% |
3% |
False |
True |
29,580 |
20 |
1,680.25 |
1,599.50 |
80.75 |
5.0% |
19.50 |
1.2% |
3% |
False |
True |
24,035 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
19.00 |
1.2% |
50% |
False |
False |
17,285 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.8% |
17.50 |
1.1% |
50% |
False |
False |
12,096 |
80 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
16.50 |
1.0% |
63% |
False |
False |
9,147 |
100 |
1,680.25 |
1,446.00 |
234.25 |
14.6% |
14.75 |
0.9% |
67% |
False |
False |
7,361 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.3% |
14.25 |
0.9% |
75% |
False |
False |
6,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.50 |
2.618 |
1,695.50 |
1.618 |
1,669.00 |
1.000 |
1,652.50 |
0.618 |
1,642.50 |
HIGH |
1,626.00 |
0.618 |
1,616.00 |
0.500 |
1,612.75 |
0.382 |
1,609.50 |
LOW |
1,599.50 |
0.618 |
1,583.00 |
1.000 |
1,573.00 |
1.618 |
1,556.50 |
2.618 |
1,530.00 |
4.250 |
1,487.00 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,612.75 |
1,619.50 |
PP |
1,609.25 |
1,613.75 |
S1 |
1,605.50 |
1,608.00 |
|