| 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 |
2,619.0 |
2,598.0 |
-21.0 |
-0.8% |
2,533.0 |
| High |
2,634.0 |
2,634.0 |
0.0 |
0.0% |
2,634.0 |
| Low |
2,586.0 |
2,586.0 |
0.0 |
0.0% |
2,488.0 |
| Close |
2,598.0 |
2,617.0 |
19.0 |
0.7% |
2,598.0 |
| Range |
48.0 |
48.0 |
0.0 |
0.0% |
146.0 |
| ATR |
55.2 |
54.7 |
-0.5 |
-0.9% |
0.0 |
| Volume |
819,240 |
806,059 |
-13,181 |
-1.6% |
5,161,237 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.3 |
2,734.7 |
2,643.4 |
|
| R3 |
2,708.3 |
2,686.7 |
2,630.2 |
|
| R2 |
2,660.3 |
2,660.3 |
2,625.8 |
|
| R1 |
2,638.7 |
2,638.7 |
2,621.4 |
2,649.5 |
| PP |
2,612.3 |
2,612.3 |
2,612.3 |
2,617.8 |
| S1 |
2,590.7 |
2,590.7 |
2,612.6 |
2,601.5 |
| S2 |
2,564.3 |
2,564.3 |
2,608.2 |
|
| S3 |
2,516.3 |
2,542.7 |
2,603.8 |
|
| S4 |
2,468.3 |
2,494.7 |
2,590.6 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.3 |
2,950.7 |
2,678.3 |
|
| R3 |
2,865.3 |
2,804.7 |
2,638.2 |
|
| R2 |
2,719.3 |
2,719.3 |
2,624.8 |
|
| R1 |
2,658.7 |
2,658.7 |
2,611.4 |
2,689.0 |
| PP |
2,573.3 |
2,573.3 |
2,573.3 |
2,588.5 |
| S1 |
2,512.7 |
2,512.7 |
2,584.6 |
2,543.0 |
| S2 |
2,427.3 |
2,427.3 |
2,571.2 |
|
| S3 |
2,281.3 |
2,366.7 |
2,557.9 |
|
| S4 |
2,135.3 |
2,220.7 |
2,517.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.0 |
2,513.0 |
121.0 |
4.6% |
52.0 |
2.0% |
86% |
True |
False |
955,301 |
| 10 |
2,705.0 |
2,488.0 |
217.0 |
8.3% |
55.0 |
2.1% |
59% |
False |
False |
1,160,151 |
| 20 |
2,771.0 |
2,488.0 |
283.0 |
10.8% |
54.5 |
2.1% |
46% |
False |
False |
743,227 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.5% |
44.8 |
1.7% |
36% |
False |
False |
374,025 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
43.8 |
1.7% |
39% |
False |
False |
250,274 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
42.9 |
1.6% |
39% |
False |
False |
188,301 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
40.2 |
1.5% |
39% |
False |
False |
150,715 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.0% |
36.0 |
1.4% |
39% |
False |
False |
125,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.0 |
|
2.618 |
2,759.7 |
|
1.618 |
2,711.7 |
|
1.000 |
2,682.0 |
|
0.618 |
2,663.7 |
|
HIGH |
2,634.0 |
|
0.618 |
2,615.7 |
|
0.500 |
2,610.0 |
|
0.382 |
2,604.3 |
|
LOW |
2,586.0 |
|
0.618 |
2,556.3 |
|
1.000 |
2,538.0 |
|
1.618 |
2,508.3 |
|
2.618 |
2,460.3 |
|
4.250 |
2,382.0 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.7 |
2,614.2 |
| PP |
2,612.3 |
2,611.3 |
| S1 |
2,610.0 |
2,608.5 |
|