Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,016.58 |
14,911.60 |
-104.98 |
-0.7% |
14,795.79 |
High |
15,034.63 |
15,083.28 |
48.65 |
0.3% |
15,075.01 |
Low |
14,884.80 |
14,911.60 |
26.80 |
0.2% |
14,551.27 |
Close |
14,909.60 |
14,974.96 |
65.36 |
0.4% |
14,909.60 |
Range |
149.83 |
171.68 |
21.85 |
14.6% |
523.74 |
ATR |
183.12 |
182.45 |
-0.67 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,504.99 |
15,411.65 |
15,069.38 |
|
R3 |
15,333.31 |
15,239.97 |
15,022.17 |
|
R2 |
15,161.63 |
15,161.63 |
15,006.43 |
|
R1 |
15,068.29 |
15,068.29 |
14,990.70 |
15,114.96 |
PP |
14,989.95 |
14,989.95 |
14,989.95 |
15,013.28 |
S1 |
14,896.61 |
14,896.61 |
14,959.22 |
14,943.28 |
S2 |
14,818.27 |
14,818.27 |
14,943.49 |
|
S3 |
14,646.59 |
14,724.93 |
14,927.75 |
|
S4 |
14,474.91 |
14,553.25 |
14,880.54 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,416.51 |
16,186.80 |
15,197.66 |
|
R3 |
15,892.77 |
15,663.06 |
15,053.63 |
|
R2 |
15,369.03 |
15,369.03 |
15,005.62 |
|
R1 |
15,139.32 |
15,139.32 |
14,957.61 |
15,254.18 |
PP |
14,845.29 |
14,845.29 |
14,845.29 |
14,902.72 |
S1 |
14,615.58 |
14,615.58 |
14,861.59 |
14,730.44 |
S2 |
14,321.55 |
14,321.55 |
14,813.58 |
|
S3 |
13,797.81 |
14,091.84 |
14,765.57 |
|
S4 |
13,274.07 |
13,568.10 |
14,621.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,083.28 |
14,669.69 |
413.59 |
2.8% |
157.38 |
1.1% |
74% |
True |
False |
|
10 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
193.88 |
1.3% |
54% |
False |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
194.05 |
1.3% |
54% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
161.33 |
1.1% |
43% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
152.49 |
1.0% |
48% |
False |
False |
|
80 |
15,542.40 |
14,329.49 |
1,212.91 |
8.1% |
140.31 |
0.9% |
53% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
135.36 |
0.9% |
68% |
False |
False |
|
120 |
15,542.40 |
13,329.08 |
2,213.32 |
14.8% |
127.97 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,812.92 |
2.618 |
15,532.74 |
1.618 |
15,361.06 |
1.000 |
15,254.96 |
0.618 |
15,189.38 |
HIGH |
15,083.28 |
0.618 |
15,017.70 |
0.500 |
14,997.44 |
0.382 |
14,977.18 |
LOW |
14,911.60 |
0.618 |
14,805.50 |
1.000 |
14,739.92 |
1.618 |
14,633.82 |
2.618 |
14,462.14 |
4.250 |
14,181.96 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,997.44 |
14,984.04 |
PP |
14,989.95 |
14,981.01 |
S1 |
14,982.45 |
14,977.99 |
|