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 |
1,415.0 |
1,402.0 |
-13.0 |
-0.9% |
1,389.9 |
High |
1,417.3 |
1,412.2 |
-5.1 |
-0.4% |
1,423.8 |
Low |
1,390.8 |
1,398.0 |
7.2 |
0.5% |
1,375.0 |
Close |
1,399.8 |
1,401.1 |
1.3 |
0.1% |
1,395.4 |
Range |
26.5 |
14.2 |
-12.3 |
-46.4% |
48.8 |
ATR |
32.0 |
30.8 |
-1.3 |
-4.0% |
0.0 |
Volume |
4,177 |
4,410 |
233 |
5.6% |
39,475 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.4 |
1,437.9 |
1,408.9 |
|
R3 |
1,432.2 |
1,423.7 |
1,405.0 |
|
R2 |
1,418.0 |
1,418.0 |
1,403.7 |
|
R1 |
1,409.5 |
1,409.5 |
1,402.4 |
1,406.7 |
PP |
1,403.8 |
1,403.8 |
1,403.8 |
1,402.3 |
S1 |
1,395.3 |
1,395.3 |
1,399.8 |
1,392.5 |
S2 |
1,389.6 |
1,389.6 |
1,398.5 |
|
S3 |
1,375.4 |
1,381.1 |
1,397.2 |
|
S4 |
1,361.2 |
1,366.9 |
1,393.3 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.5 |
1,518.7 |
1,422.2 |
|
R3 |
1,495.7 |
1,469.9 |
1,408.8 |
|
R2 |
1,446.9 |
1,446.9 |
1,404.3 |
|
R1 |
1,421.1 |
1,421.1 |
1,399.9 |
1,434.0 |
PP |
1,398.1 |
1,398.1 |
1,398.1 |
1,404.5 |
S1 |
1,372.3 |
1,372.3 |
1,390.9 |
1,385.2 |
S2 |
1,349.3 |
1,349.3 |
1,386.5 |
|
S3 |
1,300.5 |
1,323.5 |
1,382.0 |
|
S4 |
1,251.7 |
1,274.7 |
1,368.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,423.8 |
1,386.9 |
36.9 |
2.6% |
27.0 |
1.9% |
38% |
False |
False |
7,251 |
10 |
1,423.8 |
1,356.6 |
67.2 |
4.8% |
29.2 |
2.1% |
66% |
False |
False |
7,520 |
20 |
1,478.9 |
1,339.7 |
139.2 |
9.9% |
31.3 |
2.2% |
44% |
False |
False |
7,168 |
40 |
1,592.1 |
1,325.0 |
267.1 |
19.1% |
35.7 |
2.6% |
28% |
False |
False |
5,715 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.2% |
29.2 |
2.1% |
26% |
False |
False |
4,541 |
80 |
1,676.0 |
1,325.0 |
351.0 |
25.1% |
26.8 |
1.9% |
22% |
False |
False |
4,018 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.2% |
24.4 |
1.7% |
20% |
False |
False |
3,530 |
120 |
1,733.5 |
1,325.0 |
408.5 |
29.2% |
23.2 |
1.7% |
19% |
False |
False |
3,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.6 |
2.618 |
1,449.4 |
1.618 |
1,435.2 |
1.000 |
1,426.4 |
0.618 |
1,421.0 |
HIGH |
1,412.2 |
0.618 |
1,406.8 |
0.500 |
1,405.1 |
0.382 |
1,403.4 |
LOW |
1,398.0 |
0.618 |
1,389.2 |
1.000 |
1,383.8 |
1.618 |
1,375.0 |
2.618 |
1,360.8 |
4.250 |
1,337.7 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,405.1 |
1,404.9 |
PP |
1,403.8 |
1,403.6 |
S1 |
1,402.4 |
1,402.4 |
|