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 |
1,402.0 |
1,404.0 |
2.0 |
0.1% |
1,389.9 |
High |
1,412.2 |
1,426.0 |
13.8 |
1.0% |
1,423.8 |
Low |
1,398.0 |
1,394.0 |
-4.0 |
-0.3% |
1,375.0 |
Close |
1,401.1 |
1,418.4 |
17.3 |
1.2% |
1,395.4 |
Range |
14.2 |
32.0 |
17.8 |
125.4% |
48.8 |
ATR |
30.8 |
30.9 |
0.1 |
0.3% |
0.0 |
Volume |
4,410 |
2,689 |
-1,721 |
-39.0% |
39,475 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.8 |
1,495.6 |
1,436.0 |
|
R3 |
1,476.8 |
1,463.6 |
1,427.2 |
|
R2 |
1,444.8 |
1,444.8 |
1,424.3 |
|
R1 |
1,431.6 |
1,431.6 |
1,421.3 |
1,438.2 |
PP |
1,412.8 |
1,412.8 |
1,412.8 |
1,416.1 |
S1 |
1,399.6 |
1,399.6 |
1,415.5 |
1,406.2 |
S2 |
1,380.8 |
1,380.8 |
1,412.5 |
|
S3 |
1,348.8 |
1,367.6 |
1,409.6 |
|
S4 |
1,316.8 |
1,335.6 |
1,400.8 |
|
|
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 |
1,426.0 |
1,386.9 |
39.1 |
2.8% |
27.6 |
1.9% |
81% |
True |
False |
3,670 |
10 |
1,426.0 |
1,360.0 |
66.0 |
4.7% |
26.4 |
1.9% |
88% |
True |
False |
6,901 |
20 |
1,477.5 |
1,339.7 |
137.8 |
9.7% |
31.5 |
2.2% |
57% |
False |
False |
6,939 |
40 |
1,570.5 |
1,325.0 |
245.5 |
17.3% |
35.7 |
2.5% |
38% |
False |
False |
5,582 |
60 |
1,621.8 |
1,325.0 |
296.8 |
20.9% |
29.4 |
2.1% |
31% |
False |
False |
4,575 |
80 |
1,660.8 |
1,325.0 |
335.8 |
23.7% |
26.9 |
1.9% |
28% |
False |
False |
4,027 |
100 |
1,705.5 |
1,325.0 |
380.5 |
26.8% |
24.5 |
1.7% |
25% |
False |
False |
3,533 |
120 |
1,719.1 |
1,325.0 |
394.1 |
27.8% |
23.4 |
1.6% |
24% |
False |
False |
3,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.0 |
2.618 |
1,509.8 |
1.618 |
1,477.8 |
1.000 |
1,458.0 |
0.618 |
1,445.8 |
HIGH |
1,426.0 |
0.618 |
1,413.8 |
0.500 |
1,410.0 |
0.382 |
1,406.2 |
LOW |
1,394.0 |
0.618 |
1,374.2 |
1.000 |
1,362.0 |
1.618 |
1,342.2 |
2.618 |
1,310.2 |
4.250 |
1,258.0 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,415.6 |
1,415.1 |
PP |
1,412.8 |
1,411.7 |
S1 |
1,410.0 |
1,408.4 |
|