| 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 |
14,885 |
14,937 |
52 |
0.3% |
15,050 |
| High |
14,973 |
15,176 |
203 |
1.4% |
15,226 |
| Low |
14,766 |
14,907 |
141 |
1.0% |
14,766 |
| Close |
14,963 |
15,137 |
174 |
1.2% |
15,137 |
| Range |
207 |
269 |
62 |
30.0% |
460 |
| ATR |
164 |
172 |
7 |
4.6% |
0 |
| Volume |
1,750 |
2,477 |
727 |
41.5% |
5,944 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,880 |
15,778 |
15,285 |
|
| R3 |
15,611 |
15,509 |
15,211 |
|
| R2 |
15,342 |
15,342 |
15,186 |
|
| R1 |
15,240 |
15,240 |
15,162 |
15,291 |
| PP |
15,073 |
15,073 |
15,073 |
15,099 |
| S1 |
14,971 |
14,971 |
15,112 |
15,022 |
| S2 |
14,804 |
14,804 |
15,088 |
|
| S3 |
14,535 |
14,702 |
15,063 |
|
| S4 |
14,266 |
14,433 |
14,989 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,423 |
16,240 |
15,390 |
|
| R3 |
15,963 |
15,780 |
15,264 |
|
| R2 |
15,503 |
15,503 |
15,221 |
|
| R1 |
15,320 |
15,320 |
15,179 |
15,412 |
| PP |
15,043 |
15,043 |
15,043 |
15,089 |
| S1 |
14,860 |
14,860 |
15,095 |
14,952 |
| S2 |
14,583 |
14,583 |
15,053 |
|
| S3 |
14,123 |
14,400 |
15,011 |
|
| S4 |
13,663 |
13,940 |
14,884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,226 |
14,766 |
460 |
3.0% |
217 |
1.4% |
81% |
False |
False |
1,188 |
| 10 |
15,435 |
14,766 |
669 |
4.4% |
206 |
1.4% |
55% |
False |
False |
775 |
| 20 |
15,447 |
14,766 |
681 |
4.5% |
170 |
1.1% |
54% |
False |
False |
426 |
| 40 |
15,447 |
14,312 |
1,135 |
7.5% |
146 |
1.0% |
73% |
False |
False |
253 |
| 60 |
15,447 |
14,241 |
1,206 |
8.0% |
124 |
0.8% |
74% |
False |
False |
172 |
| 80 |
15,447 |
13,642 |
1,805 |
11.9% |
97 |
0.6% |
83% |
False |
False |
129 |
| 100 |
15,447 |
13,282 |
2,165 |
14.3% |
77 |
0.5% |
86% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,319 |
|
2.618 |
15,880 |
|
1.618 |
15,611 |
|
1.000 |
15,445 |
|
0.618 |
15,342 |
|
HIGH |
15,176 |
|
0.618 |
15,073 |
|
0.500 |
15,042 |
|
0.382 |
15,010 |
|
LOW |
14,907 |
|
0.618 |
14,741 |
|
1.000 |
14,638 |
|
1.618 |
14,472 |
|
2.618 |
14,203 |
|
4.250 |
13,764 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,105 |
15,082 |
| PP |
15,073 |
15,026 |
| S1 |
15,042 |
14,971 |
|