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 |
1,623.25 |
1,603.00 |
-20.25 |
-1.2% |
1,645.75 |
High |
1,626.00 |
1,618.00 |
-8.00 |
-0.5% |
1,666.75 |
Low |
1,599.50 |
1,591.00 |
-8.50 |
-0.5% |
1,620.50 |
Close |
1,602.00 |
1,616.75 |
14.75 |
0.9% |
1,623.25 |
Range |
26.50 |
27.00 |
0.50 |
1.9% |
46.25 |
ATR |
20.19 |
20.67 |
0.49 |
2.4% |
0.00 |
Volume |
52,117 |
63,903 |
11,786 |
22.6% |
87,313 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.50 |
1,680.25 |
1,631.50 |
|
R3 |
1,662.50 |
1,653.25 |
1,624.25 |
|
R2 |
1,635.50 |
1,635.50 |
1,621.75 |
|
R1 |
1,626.25 |
1,626.25 |
1,619.25 |
1,631.00 |
PP |
1,608.50 |
1,608.50 |
1,608.50 |
1,611.00 |
S1 |
1,599.25 |
1,599.25 |
1,614.25 |
1,604.00 |
S2 |
1,581.50 |
1,581.50 |
1,611.75 |
|
S3 |
1,554.50 |
1,572.25 |
1,609.25 |
|
S4 |
1,527.50 |
1,545.25 |
1,602.00 |
|
|
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 |
1,652.00 |
1,591.00 |
61.00 |
3.8% |
25.25 |
1.6% |
42% |
False |
True |
45,654 |
10 |
1,666.75 |
1,591.00 |
75.75 |
4.7% |
23.75 |
1.5% |
34% |
False |
True |
35,027 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
20.00 |
1.2% |
29% |
False |
True |
26,590 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
19.25 |
1.2% |
59% |
False |
False |
18,847 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.7% |
18.00 |
1.1% |
59% |
False |
False |
13,151 |
80 |
1,680.25 |
1,470.25 |
210.00 |
13.0% |
16.75 |
1.0% |
70% |
False |
False |
9,944 |
100 |
1,680.25 |
1,446.00 |
234.25 |
14.5% |
15.00 |
0.9% |
73% |
False |
False |
8,000 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.2% |
14.50 |
0.9% |
79% |
False |
False |
6,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.75 |
2.618 |
1,688.75 |
1.618 |
1,661.75 |
1.000 |
1,645.00 |
0.618 |
1,634.75 |
HIGH |
1,618.00 |
0.618 |
1,607.75 |
0.500 |
1,604.50 |
0.382 |
1,601.25 |
LOW |
1,591.00 |
0.618 |
1,574.25 |
1.000 |
1,564.00 |
1.618 |
1,547.25 |
2.618 |
1,520.25 |
4.250 |
1,476.25 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,612.75 |
1,616.25 |
PP |
1,608.50 |
1,615.75 |
S1 |
1,604.50 |
1,615.50 |
|