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 |
4,795.0 |
4,758.0 |
-37.0 |
-0.8% |
4,651.0 |
High |
4,803.0 |
4,761.0 |
-42.0 |
-0.9% |
4,803.0 |
Low |
4,756.0 |
4,663.0 |
-93.0 |
-2.0% |
4,598.0 |
Close |
4,769.0 |
4,688.0 |
-81.0 |
-1.7% |
4,769.0 |
Range |
47.0 |
98.0 |
51.0 |
108.5% |
205.0 |
ATR |
65.7 |
68.6 |
2.9 |
4.4% |
0.0 |
Volume |
27,150 |
34,437 |
7,287 |
26.8% |
156,555 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,998.0 |
4,941.0 |
4,741.9 |
|
R3 |
4,900.0 |
4,843.0 |
4,715.0 |
|
R2 |
4,802.0 |
4,802.0 |
4,706.0 |
|
R1 |
4,745.0 |
4,745.0 |
4,697.0 |
4,724.5 |
PP |
4,704.0 |
4,704.0 |
4,704.0 |
4,693.8 |
S1 |
4,647.0 |
4,647.0 |
4,679.0 |
4,626.5 |
S2 |
4,606.0 |
4,606.0 |
4,670.0 |
|
S3 |
4,508.0 |
4,549.0 |
4,661.1 |
|
S4 |
4,410.0 |
4,451.0 |
4,634.1 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,338.3 |
5,258.7 |
4,881.8 |
|
R3 |
5,133.3 |
5,053.7 |
4,825.4 |
|
R2 |
4,928.3 |
4,928.3 |
4,806.6 |
|
R1 |
4,848.7 |
4,848.7 |
4,787.8 |
4,888.5 |
PP |
4,723.3 |
4,723.3 |
4,723.3 |
4,743.3 |
S1 |
4,643.7 |
4,643.7 |
4,750.2 |
4,683.5 |
S2 |
4,518.3 |
4,518.3 |
4,731.4 |
|
S3 |
4,313.3 |
4,438.7 |
4,712.6 |
|
S4 |
4,108.3 |
4,233.7 |
4,656.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,803.0 |
4,598.0 |
205.0 |
4.4% |
71.0 |
1.5% |
44% |
False |
False |
32,280 |
10 |
4,842.0 |
4,598.0 |
244.0 |
5.2% |
73.4 |
1.6% |
37% |
False |
False |
48,489 |
20 |
4,903.0 |
4,598.0 |
305.0 |
6.5% |
58.9 |
1.3% |
30% |
False |
False |
29,514 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.7% |
42.3 |
0.9% |
15% |
False |
False |
14,867 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.7% |
31.8 |
0.7% |
15% |
False |
False |
9,918 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.7% |
25.5 |
0.5% |
15% |
False |
False |
7,447 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.7% |
20.6 |
0.4% |
15% |
False |
False |
5,968 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.7% |
17.4 |
0.4% |
15% |
False |
False |
4,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,177.5 |
2.618 |
5,017.6 |
1.618 |
4,919.6 |
1.000 |
4,859.0 |
0.618 |
4,821.6 |
HIGH |
4,761.0 |
0.618 |
4,723.6 |
0.500 |
4,712.0 |
0.382 |
4,700.4 |
LOW |
4,663.0 |
0.618 |
4,602.4 |
1.000 |
4,565.0 |
1.618 |
4,504.4 |
2.618 |
4,406.4 |
4.250 |
4,246.5 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,712.0 |
4,733.0 |
PP |
4,704.0 |
4,718.0 |
S1 |
4,696.0 |
4,703.0 |
|