Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,603.00 |
1,616.25 |
13.25 |
0.8% |
1,623.25 |
High |
1,618.00 |
1,638.00 |
20.00 |
1.2% |
1,639.75 |
Low |
1,591.00 |
1,612.25 |
21.25 |
1.3% |
1,591.00 |
Close |
1,616.75 |
1,632.75 |
16.00 |
1.0% |
1,632.75 |
Range |
27.00 |
25.75 |
-1.25 |
-4.6% |
48.75 |
ATR |
20.67 |
21.04 |
0.36 |
1.8% |
0.00 |
Volume |
63,903 |
64,782 |
879 |
1.4% |
268,908 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.00 |
1,694.50 |
1,647.00 |
|
R3 |
1,679.25 |
1,668.75 |
1,639.75 |
|
R2 |
1,653.50 |
1,653.50 |
1,637.50 |
|
R1 |
1,643.00 |
1,643.00 |
1,635.00 |
1,648.25 |
PP |
1,627.75 |
1,627.75 |
1,627.75 |
1,630.25 |
S1 |
1,617.25 |
1,617.25 |
1,630.50 |
1,622.50 |
S2 |
1,602.00 |
1,602.00 |
1,628.00 |
|
S3 |
1,576.25 |
1,591.50 |
1,625.75 |
|
S4 |
1,550.50 |
1,565.75 |
1,618.50 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.50 |
1,748.75 |
1,659.50 |
|
R3 |
1,718.75 |
1,700.00 |
1,646.25 |
|
R2 |
1,670.00 |
1,670.00 |
1,641.75 |
|
R1 |
1,651.25 |
1,651.25 |
1,637.25 |
1,660.50 |
PP |
1,621.25 |
1,621.25 |
1,621.25 |
1,625.75 |
S1 |
1,602.50 |
1,602.50 |
1,628.25 |
1,612.00 |
S2 |
1,572.50 |
1,572.50 |
1,623.75 |
|
S3 |
1,523.75 |
1,553.75 |
1,619.25 |
|
S4 |
1,475.00 |
1,505.00 |
1,606.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,639.75 |
1,591.00 |
48.75 |
3.0% |
24.00 |
1.5% |
86% |
False |
False |
53,781 |
10 |
1,666.75 |
1,591.00 |
75.75 |
4.6% |
23.75 |
1.5% |
55% |
False |
False |
37,771 |
20 |
1,680.25 |
1,591.00 |
89.25 |
5.5% |
20.75 |
1.3% |
47% |
False |
False |
28,966 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
19.50 |
1.2% |
69% |
False |
False |
20,219 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
18.25 |
1.1% |
70% |
False |
False |
14,193 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
17.00 |
1.0% |
77% |
False |
False |
10,754 |
100 |
1,680.25 |
1,446.00 |
234.25 |
14.3% |
15.25 |
0.9% |
80% |
False |
False |
8,647 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.0% |
14.50 |
0.9% |
85% |
False |
False |
7,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.50 |
2.618 |
1,705.50 |
1.618 |
1,679.75 |
1.000 |
1,663.75 |
0.618 |
1,654.00 |
HIGH |
1,638.00 |
0.618 |
1,628.25 |
0.500 |
1,625.00 |
0.382 |
1,622.00 |
LOW |
1,612.25 |
0.618 |
1,596.25 |
1.000 |
1,586.50 |
1.618 |
1,570.50 |
2.618 |
1,544.75 |
4.250 |
1,502.75 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,630.25 |
1,626.75 |
PP |
1,627.75 |
1,620.50 |
S1 |
1,625.00 |
1,614.50 |
|