| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1,232.9 |
1,252.7 |
19.8 |
1.6% |
1,296.3 |
| High |
1,261.7 |
1,267.0 |
5.3 |
0.4% |
1,300.7 |
| Low |
1,224.1 |
1,238.8 |
14.7 |
1.2% |
1,179.4 |
| Close |
1,255.7 |
1,243.4 |
-12.3 |
-1.0% |
1,223.7 |
| Range |
37.6 |
28.2 |
-9.4 |
-25.0% |
121.3 |
| ATR |
35.0 |
34.6 |
-0.5 |
-1.4% |
0.0 |
| Volume |
204,048 |
169,736 |
-34,312 |
-16.8% |
1,211,269 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.3 |
1,317.1 |
1,258.9 |
|
| R3 |
1,306.1 |
1,288.9 |
1,251.2 |
|
| R2 |
1,277.9 |
1,277.9 |
1,248.6 |
|
| R1 |
1,260.7 |
1,260.7 |
1,246.0 |
1,255.2 |
| PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,247.0 |
| S1 |
1,232.5 |
1,232.5 |
1,240.8 |
1,227.0 |
| S2 |
1,221.5 |
1,221.5 |
1,238.2 |
|
| S3 |
1,193.3 |
1,204.3 |
1,235.6 |
|
| S4 |
1,165.1 |
1,176.1 |
1,227.9 |
|
|
| 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 |
1,277.5 |
1,179.4 |
98.1 |
7.9% |
45.2 |
3.6% |
65% |
False |
False |
252,583 |
| 10 |
1,376.0 |
1,179.4 |
196.6 |
15.8% |
40.6 |
3.3% |
33% |
False |
False |
228,054 |
| 20 |
1,423.3 |
1,179.4 |
243.9 |
19.6% |
30.3 |
2.4% |
26% |
False |
False |
179,977 |
| 40 |
1,477.1 |
1,179.4 |
297.7 |
23.9% |
31.8 |
2.6% |
21% |
False |
False |
120,681 |
| 60 |
1,591.6 |
1,179.4 |
412.2 |
33.2% |
34.8 |
2.8% |
16% |
False |
False |
83,049 |
| 80 |
1,619.3 |
1,179.4 |
439.9 |
35.4% |
29.9 |
2.4% |
15% |
False |
False |
63,469 |
| 100 |
1,677.8 |
1,179.4 |
498.4 |
40.1% |
28.0 |
2.3% |
13% |
False |
False |
51,530 |
| 120 |
1,702.4 |
1,179.4 |
523.0 |
42.1% |
25.7 |
2.1% |
12% |
False |
False |
43,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.9 |
|
2.618 |
1,340.8 |
|
1.618 |
1,312.6 |
|
1.000 |
1,295.2 |
|
0.618 |
1,284.4 |
|
HIGH |
1,267.0 |
|
0.618 |
1,256.2 |
|
0.500 |
1,252.9 |
|
0.382 |
1,249.6 |
|
LOW |
1,238.8 |
|
0.618 |
1,221.4 |
|
1.000 |
1,210.6 |
|
1.618 |
1,193.2 |
|
2.618 |
1,165.0 |
|
4.250 |
1,119.0 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.9 |
1,236.7 |
| PP |
1,249.7 |
1,229.9 |
| S1 |
1,246.6 |
1,223.2 |
|