Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,973.04 |
14,923.73 |
-49.31 |
-0.3% |
14,795.79 |
High |
15,049.22 |
15,025.90 |
-23.32 |
-0.2% |
15,075.01 |
Low |
14,870.51 |
14,858.93 |
-11.58 |
-0.1% |
14,551.27 |
Close |
14,932.41 |
14,988.55 |
56.14 |
0.4% |
14,909.60 |
Range |
178.71 |
166.97 |
-11.74 |
-6.6% |
523.74 |
ATR |
182.18 |
181.09 |
-1.09 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,458.70 |
15,390.60 |
15,080.38 |
|
R3 |
15,291.73 |
15,223.63 |
15,034.47 |
|
R2 |
15,124.76 |
15,124.76 |
15,019.16 |
|
R1 |
15,056.66 |
15,056.66 |
15,003.86 |
15,090.71 |
PP |
14,957.79 |
14,957.79 |
14,957.79 |
14,974.82 |
S1 |
14,889.69 |
14,889.69 |
14,973.24 |
14,923.74 |
S2 |
14,790.82 |
14,790.82 |
14,957.94 |
|
S3 |
14,623.85 |
14,722.72 |
14,942.63 |
|
S4 |
14,456.88 |
14,555.75 |
14,896.72 |
|
|
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 |
14,858.93 |
224.35 |
1.5% |
164.18 |
1.1% |
58% |
False |
True |
|
10 |
15,105.51 |
14,551.27 |
554.24 |
3.7% |
192.07 |
1.3% |
79% |
False |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
189.97 |
1.3% |
55% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
166.59 |
1.1% |
44% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
154.36 |
1.0% |
50% |
False |
False |
|
80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.7% |
142.65 |
1.0% |
52% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.7% |
136.67 |
0.9% |
69% |
False |
False |
|
120 |
15,542.40 |
13,439.97 |
2,102.43 |
14.0% |
129.32 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,735.52 |
2.618 |
15,463.03 |
1.618 |
15,296.06 |
1.000 |
15,192.87 |
0.618 |
15,129.09 |
HIGH |
15,025.90 |
0.618 |
14,962.12 |
0.500 |
14,942.42 |
0.382 |
14,922.71 |
LOW |
14,858.93 |
0.618 |
14,755.74 |
1.000 |
14,691.96 |
1.618 |
14,588.77 |
2.618 |
14,421.80 |
4.250 |
14,149.31 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,973.17 |
14,982.74 |
PP |
14,957.79 |
14,976.92 |
S1 |
14,942.42 |
14,971.11 |
|