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 |
4,711.0 |
4,775.0 |
64.0 |
1.4% |
4,651.0 |
High |
4,802.0 |
4,775.0 |
-27.0 |
-0.6% |
4,803.0 |
Low |
4,708.0 |
4,679.0 |
-29.0 |
-0.6% |
4,598.0 |
Close |
4,789.0 |
4,707.0 |
-82.0 |
-1.7% |
4,769.0 |
Range |
94.0 |
96.0 |
2.0 |
2.1% |
205.0 |
ATR |
71.8 |
74.5 |
2.7 |
3.8% |
0.0 |
Volume |
30,912 |
38,019 |
7,107 |
23.0% |
156,555 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,008.3 |
4,953.7 |
4,759.8 |
|
R3 |
4,912.3 |
4,857.7 |
4,733.4 |
|
R2 |
4,816.3 |
4,816.3 |
4,724.6 |
|
R1 |
4,761.7 |
4,761.7 |
4,715.8 |
4,741.0 |
PP |
4,720.3 |
4,720.3 |
4,720.3 |
4,710.0 |
S1 |
4,665.7 |
4,665.7 |
4,698.2 |
4,645.0 |
S2 |
4,624.3 |
4,624.3 |
4,689.4 |
|
S3 |
4,528.3 |
4,569.7 |
4,680.6 |
|
S4 |
4,432.3 |
4,473.7 |
4,654.2 |
|
|
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 |
4,663.0 |
140.0 |
3.0% |
83.8 |
1.8% |
31% |
False |
False |
32,500 |
10 |
4,803.0 |
4,598.0 |
205.0 |
4.4% |
79.5 |
1.7% |
53% |
False |
False |
32,704 |
20 |
4,842.0 |
4,598.0 |
244.0 |
5.2% |
65.3 |
1.4% |
45% |
False |
False |
32,924 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
46.4 |
1.0% |
18% |
False |
False |
16,585 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
34.4 |
0.7% |
18% |
False |
False |
11,064 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
27.9 |
0.6% |
18% |
False |
False |
8,309 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
22.5 |
0.5% |
18% |
False |
False |
6,656 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.6% |
19.0 |
0.4% |
18% |
False |
False |
5,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,183.0 |
2.618 |
5,026.3 |
1.618 |
4,930.3 |
1.000 |
4,871.0 |
0.618 |
4,834.3 |
HIGH |
4,775.0 |
0.618 |
4,738.3 |
0.500 |
4,727.0 |
0.382 |
4,715.7 |
LOW |
4,679.0 |
0.618 |
4,619.7 |
1.000 |
4,583.0 |
1.618 |
4,523.7 |
2.618 |
4,427.7 |
4.250 |
4,271.0 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,727.0 |
4,732.5 |
PP |
4,720.3 |
4,724.0 |
S1 |
4,713.7 |
4,715.5 |
|