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 |
1,199.5 |
1,232.9 |
33.4 |
2.8% |
1,296.3 |
High |
1,234.8 |
1,261.7 |
26.9 |
2.2% |
1,300.7 |
Low |
1,179.4 |
1,224.1 |
44.7 |
3.8% |
1,179.4 |
Close |
1,223.7 |
1,255.7 |
32.0 |
2.6% |
1,223.7 |
Range |
55.4 |
37.6 |
-17.8 |
-32.1% |
121.3 |
ATR |
34.8 |
35.0 |
0.2 |
0.7% |
0.0 |
Volume |
309,347 |
204,048 |
-105,299 |
-34.0% |
1,211,269 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.0 |
1,345.4 |
1,276.4 |
|
R3 |
1,322.4 |
1,307.8 |
1,266.0 |
|
R2 |
1,284.8 |
1,284.8 |
1,262.6 |
|
R1 |
1,270.2 |
1,270.2 |
1,259.1 |
1,277.5 |
PP |
1,247.2 |
1,247.2 |
1,247.2 |
1,250.8 |
S1 |
1,232.6 |
1,232.6 |
1,252.3 |
1,239.9 |
S2 |
1,209.6 |
1,209.6 |
1,248.8 |
|
S3 |
1,172.0 |
1,195.0 |
1,245.4 |
|
S4 |
1,134.4 |
1,157.4 |
1,235.0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.5 |
1,532.4 |
1,290.4 |
|
R3 |
1,477.2 |
1,411.1 |
1,257.1 |
|
R2 |
1,355.9 |
1,355.9 |
1,245.9 |
|
R1 |
1,289.8 |
1,289.8 |
1,234.8 |
1,262.2 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,220.8 |
S1 |
1,168.5 |
1,168.5 |
1,212.6 |
1,140.9 |
S2 |
1,113.3 |
1,113.3 |
1,201.5 |
|
S3 |
992.0 |
1,047.2 |
1,190.3 |
|
S4 |
870.7 |
925.9 |
1,157.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.0 |
1,179.4 |
109.6 |
8.7% |
43.2 |
3.4% |
70% |
False |
False |
250,996 |
10 |
1,385.4 |
1,179.4 |
206.0 |
16.4% |
40.3 |
3.2% |
37% |
False |
False |
223,959 |
20 |
1,423.3 |
1,179.4 |
243.9 |
19.4% |
30.2 |
2.4% |
31% |
False |
False |
177,366 |
40 |
1,479.6 |
1,179.4 |
300.2 |
23.9% |
31.4 |
2.5% |
25% |
False |
False |
116,636 |
60 |
1,591.6 |
1,179.4 |
412.2 |
32.8% |
34.6 |
2.8% |
19% |
False |
False |
80,417 |
80 |
1,619.3 |
1,179.4 |
439.9 |
35.0% |
29.8 |
2.4% |
17% |
False |
False |
61,445 |
100 |
1,686.4 |
1,179.4 |
507.0 |
40.4% |
27.9 |
2.2% |
15% |
False |
False |
49,842 |
120 |
1,702.4 |
1,179.4 |
523.0 |
41.7% |
25.6 |
2.0% |
15% |
False |
False |
41,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.5 |
2.618 |
1,360.1 |
1.618 |
1,322.5 |
1.000 |
1,299.3 |
0.618 |
1,284.9 |
HIGH |
1,261.7 |
0.618 |
1,247.3 |
0.500 |
1,242.9 |
0.382 |
1,238.5 |
LOW |
1,224.1 |
0.618 |
1,200.9 |
1.000 |
1,186.5 |
1.618 |
1,163.3 |
2.618 |
1,125.7 |
4.250 |
1,064.3 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,251.4 |
1,244.0 |
PP |
1,247.2 |
1,232.3 |
S1 |
1,242.9 |
1,220.6 |
|