| 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 |
2,598.0 |
2,617.0 |
19.0 |
0.7% |
2,533.0 |
| High |
2,634.0 |
2,626.0 |
-8.0 |
-0.3% |
2,634.0 |
| Low |
2,586.0 |
2,571.0 |
-15.0 |
-0.6% |
2,488.0 |
| Close |
2,617.0 |
2,598.0 |
-19.0 |
-0.7% |
2,598.0 |
| Range |
48.0 |
55.0 |
7.0 |
14.6% |
146.0 |
| ATR |
54.7 |
54.7 |
0.0 |
0.0% |
0.0 |
| Volume |
806,059 |
1,044,306 |
238,247 |
29.6% |
5,161,237 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.3 |
2,735.7 |
2,628.3 |
|
| R3 |
2,708.3 |
2,680.7 |
2,613.1 |
|
| R2 |
2,653.3 |
2,653.3 |
2,608.1 |
|
| R1 |
2,625.7 |
2,625.7 |
2,603.0 |
2,612.0 |
| PP |
2,598.3 |
2,598.3 |
2,598.3 |
2,591.5 |
| S1 |
2,570.7 |
2,570.7 |
2,593.0 |
2,557.0 |
| S2 |
2,543.3 |
2,543.3 |
2,587.9 |
|
| S3 |
2,488.3 |
2,515.7 |
2,582.9 |
|
| S4 |
2,433.3 |
2,460.7 |
2,567.8 |
|
|
| 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 |
2,533.0 |
101.0 |
3.9% |
54.4 |
2.1% |
64% |
False |
False |
932,433 |
| 10 |
2,704.0 |
2,488.0 |
216.0 |
8.3% |
58.0 |
2.2% |
51% |
False |
False |
1,158,230 |
| 20 |
2,746.0 |
2,488.0 |
258.0 |
9.9% |
55.0 |
2.1% |
43% |
False |
False |
791,625 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.6% |
45.8 |
1.8% |
31% |
False |
False |
400,131 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
43.8 |
1.7% |
34% |
False |
False |
267,677 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
43.3 |
1.7% |
34% |
False |
False |
201,299 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
40.5 |
1.6% |
34% |
False |
False |
161,158 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.1% |
36.4 |
1.4% |
34% |
False |
False |
134,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.8 |
|
2.618 |
2,770.0 |
|
1.618 |
2,715.0 |
|
1.000 |
2,681.0 |
|
0.618 |
2,660.0 |
|
HIGH |
2,626.0 |
|
0.618 |
2,605.0 |
|
0.500 |
2,598.5 |
|
0.382 |
2,592.0 |
|
LOW |
2,571.0 |
|
0.618 |
2,537.0 |
|
1.000 |
2,516.0 |
|
1.618 |
2,482.0 |
|
2.618 |
2,427.0 |
|
4.250 |
2,337.3 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,598.5 |
2,602.5 |
| PP |
2,598.3 |
2,601.0 |
| S1 |
2,598.2 |
2,599.5 |
|