| 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 |
15,118 |
15,105 |
-13 |
-0.1% |
15,270 |
| High |
15,226 |
15,130 |
-96 |
-0.6% |
15,435 |
| Low |
15,030 |
14,863 |
-167 |
-1.1% |
15,031 |
| Close |
15,109 |
14,889 |
-220 |
-1.5% |
15,031 |
| Range |
196 |
267 |
71 |
36.2% |
404 |
| ATR |
153 |
161 |
8 |
5.3% |
0 |
| Volume |
367 |
1,094 |
727 |
198.1% |
1,323 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,762 |
15,592 |
15,036 |
|
| R3 |
15,495 |
15,325 |
14,963 |
|
| R2 |
15,228 |
15,228 |
14,938 |
|
| R1 |
15,058 |
15,058 |
14,914 |
15,010 |
| PP |
14,961 |
14,961 |
14,961 |
14,936 |
| S1 |
14,791 |
14,791 |
14,865 |
14,743 |
| S2 |
14,694 |
14,694 |
14,840 |
|
| S3 |
14,427 |
14,524 |
14,816 |
|
| S4 |
14,160 |
14,257 |
14,742 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378 |
16,108 |
15,253 |
|
| R3 |
15,974 |
15,704 |
15,142 |
|
| R2 |
15,570 |
15,570 |
15,105 |
|
| R1 |
15,300 |
15,300 |
15,068 |
15,233 |
| PP |
15,166 |
15,166 |
15,166 |
15,132 |
| S1 |
14,896 |
14,896 |
14,994 |
14,829 |
| S2 |
14,762 |
14,762 |
14,957 |
|
| S3 |
14,358 |
14,492 |
14,920 |
|
| S4 |
13,954 |
14,088 |
14,809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,307 |
14,863 |
444 |
3.0% |
201 |
1.3% |
6% |
False |
True |
464 |
| 10 |
15,447 |
14,863 |
584 |
3.9% |
208 |
1.4% |
4% |
False |
True |
384 |
| 20 |
15,447 |
14,863 |
584 |
3.9% |
153 |
1.0% |
4% |
False |
True |
224 |
| 40 |
15,447 |
14,312 |
1,135 |
7.6% |
140 |
0.9% |
51% |
False |
False |
149 |
| 60 |
15,447 |
14,241 |
1,206 |
8.1% |
116 |
0.8% |
54% |
False |
False |
102 |
| 80 |
15,447 |
13,642 |
1,805 |
12.1% |
91 |
0.6% |
69% |
False |
False |
77 |
| 100 |
15,447 |
13,279 |
2,168 |
14.6% |
73 |
0.5% |
74% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,265 |
|
2.618 |
15,829 |
|
1.618 |
15,562 |
|
1.000 |
15,397 |
|
0.618 |
15,295 |
|
HIGH |
15,130 |
|
0.618 |
15,028 |
|
0.500 |
14,997 |
|
0.382 |
14,965 |
|
LOW |
14,863 |
|
0.618 |
14,698 |
|
1.000 |
14,596 |
|
1.618 |
14,431 |
|
2.618 |
14,164 |
|
4.250 |
13,728 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,997 |
15,045 |
| PP |
14,961 |
14,993 |
| S1 |
14,925 |
14,941 |
|