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 |
4,758.0 |
4,711.0 |
-47.0 |
-1.0% |
4,651.0 |
High |
4,761.0 |
4,802.0 |
41.0 |
0.9% |
4,803.0 |
Low |
4,663.0 |
4,708.0 |
45.0 |
1.0% |
4,598.0 |
Close |
4,688.0 |
4,789.0 |
101.0 |
2.2% |
4,769.0 |
Range |
98.0 |
94.0 |
-4.0 |
-4.1% |
205.0 |
ATR |
68.6 |
71.8 |
3.2 |
4.7% |
0.0 |
Volume |
34,437 |
30,912 |
-3,525 |
-10.2% |
156,555 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.3 |
5,012.7 |
4,840.7 |
|
R3 |
4,954.3 |
4,918.7 |
4,814.9 |
|
R2 |
4,860.3 |
4,860.3 |
4,806.2 |
|
R1 |
4,824.7 |
4,824.7 |
4,797.6 |
4,842.5 |
PP |
4,766.3 |
4,766.3 |
4,766.3 |
4,775.3 |
S1 |
4,730.7 |
4,730.7 |
4,780.4 |
4,748.5 |
S2 |
4,672.3 |
4,672.3 |
4,771.8 |
|
S3 |
4,578.3 |
4,636.7 |
4,763.2 |
|
S4 |
4,484.3 |
4,542.7 |
4,737.3 |
|
|
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 |
4,654.0 |
149.0 |
3.1% |
77.6 |
1.6% |
91% |
False |
False |
31,063 |
10 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
75.4 |
1.6% |
78% |
False |
False |
35,271 |
20 |
4,868.0 |
4,598.0 |
270.0 |
5.6% |
62.3 |
1.3% |
71% |
False |
False |
31,031 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
44.6 |
0.9% |
32% |
False |
False |
15,637 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
33.2 |
0.7% |
32% |
False |
False |
10,430 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
26.7 |
0.6% |
32% |
False |
False |
7,833 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
21.6 |
0.5% |
32% |
False |
False |
6,276 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.4% |
18.2 |
0.4% |
32% |
False |
False |
5,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,201.5 |
2.618 |
5,048.1 |
1.618 |
4,954.1 |
1.000 |
4,896.0 |
0.618 |
4,860.1 |
HIGH |
4,802.0 |
0.618 |
4,766.1 |
0.500 |
4,755.0 |
0.382 |
4,743.9 |
LOW |
4,708.0 |
0.618 |
4,649.9 |
1.000 |
4,614.0 |
1.618 |
4,555.9 |
2.618 |
4,461.9 |
4.250 |
4,308.5 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,777.7 |
4,770.3 |
PP |
4,766.3 |
4,751.7 |
S1 |
4,755.0 |
4,733.0 |
|