| 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 |
2,617.0 |
2,579.0 |
-38.0 |
-1.5% |
2,533.0 |
| High |
2,626.0 |
2,584.0 |
-42.0 |
-1.6% |
2,634.0 |
| Low |
2,571.0 |
2,535.0 |
-36.0 |
-1.4% |
2,488.0 |
| Close |
2,598.0 |
2,570.0 |
-28.0 |
-1.1% |
2,598.0 |
| Range |
55.0 |
49.0 |
-6.0 |
-10.9% |
146.0 |
| ATR |
54.7 |
55.3 |
0.6 |
1.1% |
0.0 |
| Volume |
1,044,306 |
863,110 |
-181,196 |
-17.4% |
5,161,237 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.0 |
2,689.0 |
2,597.0 |
|
| R3 |
2,661.0 |
2,640.0 |
2,583.5 |
|
| R2 |
2,612.0 |
2,612.0 |
2,579.0 |
|
| R1 |
2,591.0 |
2,591.0 |
2,574.5 |
2,577.0 |
| PP |
2,563.0 |
2,563.0 |
2,563.0 |
2,556.0 |
| S1 |
2,542.0 |
2,542.0 |
2,565.5 |
2,528.0 |
| S2 |
2,514.0 |
2,514.0 |
2,561.0 |
|
| S3 |
2,465.0 |
2,493.0 |
2,556.5 |
|
| S4 |
2,416.0 |
2,444.0 |
2,543.1 |
|
|
| 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 |
2,535.0 |
99.0 |
3.9% |
49.6 |
1.9% |
35% |
False |
True |
911,886 |
| 10 |
2,637.0 |
2,488.0 |
149.0 |
5.8% |
57.8 |
2.2% |
55% |
False |
False |
1,115,745 |
| 20 |
2,729.0 |
2,488.0 |
241.0 |
9.4% |
55.0 |
2.1% |
34% |
False |
False |
829,024 |
| 40 |
2,842.0 |
2,488.0 |
354.0 |
13.8% |
46.4 |
1.8% |
23% |
False |
False |
421,691 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
14.3% |
44.3 |
1.7% |
26% |
False |
False |
282,062 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
14.3% |
43.7 |
1.7% |
26% |
False |
False |
212,032 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
14.3% |
40.9 |
1.6% |
26% |
False |
False |
169,786 |
| 120 |
2,842.0 |
2,475.0 |
367.0 |
14.3% |
36.8 |
1.4% |
26% |
False |
False |
141,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.3 |
|
2.618 |
2,712.3 |
|
1.618 |
2,663.3 |
|
1.000 |
2,633.0 |
|
0.618 |
2,614.3 |
|
HIGH |
2,584.0 |
|
0.618 |
2,565.3 |
|
0.500 |
2,559.5 |
|
0.382 |
2,553.7 |
|
LOW |
2,535.0 |
|
0.618 |
2,504.7 |
|
1.000 |
2,486.0 |
|
1.618 |
2,455.7 |
|
2.618 |
2,406.7 |
|
4.250 |
2,326.8 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,566.5 |
2,584.5 |
| PP |
2,563.0 |
2,579.7 |
| S1 |
2,559.5 |
2,574.8 |
|