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 |
1,252.7 |
1,241.9 |
-10.8 |
-0.9% |
1,296.3 |
High |
1,267.0 |
1,259.3 |
-7.7 |
-0.6% |
1,300.7 |
Low |
1,238.8 |
1,236.0 |
-2.8 |
-0.2% |
1,179.4 |
Close |
1,243.4 |
1,251.9 |
8.5 |
0.7% |
1,223.7 |
Range |
28.2 |
23.3 |
-4.9 |
-17.4% |
121.3 |
ATR |
34.6 |
33.8 |
-0.8 |
-2.3% |
0.0 |
Volume |
169,736 |
152,851 |
-16,885 |
-9.9% |
1,211,269 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.0 |
1,308.7 |
1,264.7 |
|
R3 |
1,295.7 |
1,285.4 |
1,258.3 |
|
R2 |
1,272.4 |
1,272.4 |
1,256.2 |
|
R1 |
1,262.1 |
1,262.1 |
1,254.0 |
1,267.3 |
PP |
1,249.1 |
1,249.1 |
1,249.1 |
1,251.6 |
S1 |
1,238.8 |
1,238.8 |
1,249.8 |
1,244.0 |
S2 |
1,225.8 |
1,225.8 |
1,247.6 |
|
S3 |
1,202.5 |
1,215.5 |
1,245.5 |
|
S4 |
1,179.2 |
1,192.2 |
1,239.1 |
|
|
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 |
1,267.0 |
1,179.4 |
87.6 |
7.0% |
38.5 |
3.1% |
83% |
False |
False |
219,474 |
10 |
1,351.2 |
1,179.4 |
171.8 |
13.7% |
40.2 |
3.2% |
42% |
False |
False |
229,693 |
20 |
1,423.3 |
1,179.4 |
243.9 |
19.5% |
30.7 |
2.5% |
30% |
False |
False |
180,636 |
40 |
1,477.1 |
1,179.4 |
297.7 |
23.8% |
31.6 |
2.5% |
24% |
False |
False |
124,406 |
60 |
1,589.9 |
1,179.4 |
410.5 |
32.8% |
34.8 |
2.8% |
18% |
False |
False |
85,540 |
80 |
1,619.3 |
1,179.4 |
439.9 |
35.1% |
30.1 |
2.4% |
16% |
False |
False |
65,352 |
100 |
1,673.0 |
1,179.4 |
493.6 |
39.4% |
28.2 |
2.2% |
15% |
False |
False |
53,048 |
120 |
1,702.4 |
1,179.4 |
523.0 |
41.8% |
25.7 |
2.1% |
14% |
False |
False |
44,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.3 |
2.618 |
1,320.3 |
1.618 |
1,297.0 |
1.000 |
1,282.6 |
0.618 |
1,273.7 |
HIGH |
1,259.3 |
0.618 |
1,250.4 |
0.500 |
1,247.7 |
0.382 |
1,244.9 |
LOW |
1,236.0 |
0.618 |
1,221.6 |
1.000 |
1,212.7 |
1.618 |
1,198.3 |
2.618 |
1,175.0 |
4.250 |
1,137.0 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,250.5 |
1,249.8 |
PP |
1,249.1 |
1,247.7 |
S1 |
1,247.7 |
1,245.6 |
|