| 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 |
13,345 |
13,710 |
365 |
2.7% |
14,250 |
| High |
13,850 |
13,890 |
40 |
0.3% |
14,790 |
| Low |
13,315 |
13,020 |
-295 |
-2.2% |
13,620 |
| Close |
13,720 |
13,070 |
-650 |
-4.7% |
13,630 |
| Range |
535 |
870 |
335 |
62.6% |
1,170 |
| ATR |
450 |
480 |
30 |
6.7% |
0 |
| Volume |
1,877 |
2,498 |
621 |
33.1% |
6,158 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,937 |
15,373 |
13,549 |
|
| R3 |
15,067 |
14,503 |
13,309 |
|
| R2 |
14,197 |
14,197 |
13,230 |
|
| R1 |
13,633 |
13,633 |
13,150 |
13,480 |
| PP |
13,327 |
13,327 |
13,327 |
13,250 |
| S1 |
12,763 |
12,763 |
12,990 |
12,610 |
| S2 |
12,457 |
12,457 |
12,911 |
|
| S3 |
11,587 |
11,893 |
12,831 |
|
| S4 |
10,717 |
11,023 |
12,592 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,523 |
16,747 |
14,274 |
|
| R3 |
16,353 |
15,577 |
13,952 |
|
| R2 |
15,183 |
15,183 |
13,845 |
|
| R1 |
14,407 |
14,407 |
13,737 |
14,210 |
| PP |
14,013 |
14,013 |
14,013 |
13,915 |
| S1 |
13,237 |
13,237 |
13,523 |
13,040 |
| S2 |
12,843 |
12,843 |
13,416 |
|
| S3 |
11,673 |
12,067 |
13,308 |
|
| S4 |
10,503 |
10,897 |
12,987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,225 |
13,020 |
1,205 |
9.2% |
607 |
4.6% |
4% |
False |
True |
2,339 |
| 10 |
16,120 |
13,020 |
3,100 |
23.7% |
739 |
5.7% |
2% |
False |
True |
1,572 |
| 20 |
16,120 |
13,020 |
3,100 |
23.7% |
476 |
3.6% |
2% |
False |
True |
855 |
| 40 |
16,120 |
13,020 |
3,100 |
23.7% |
322 |
2.5% |
2% |
False |
True |
488 |
| 60 |
16,120 |
12,015 |
4,105 |
31.4% |
269 |
2.1% |
26% |
False |
False |
327 |
| 80 |
16,120 |
11,060 |
5,060 |
38.7% |
242 |
1.9% |
40% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,588 |
|
2.618 |
16,168 |
|
1.618 |
15,298 |
|
1.000 |
14,760 |
|
0.618 |
14,428 |
|
HIGH |
13,890 |
|
0.618 |
13,558 |
|
0.500 |
13,455 |
|
0.382 |
13,352 |
|
LOW |
13,020 |
|
0.618 |
12,482 |
|
1.000 |
12,150 |
|
1.618 |
11,612 |
|
2.618 |
10,742 |
|
4.250 |
9,323 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,455 |
13,455 |
| PP |
13,327 |
13,327 |
| S1 |
13,198 |
13,198 |
|