Trading Metrics calculated at close of trading on 04-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
04-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
4,775.0 |
4,730.0 |
-45.0 |
-0.9% |
4,651.0 |
High |
4,775.0 |
4,765.0 |
-10.0 |
-0.2% |
4,803.0 |
Low |
4,679.0 |
4,728.0 |
49.0 |
1.0% |
4,598.0 |
Close |
4,707.0 |
4,748.0 |
41.0 |
0.9% |
4,769.0 |
Range |
96.0 |
37.0 |
-59.0 |
-61.5% |
205.0 |
ATR |
74.5 |
73.4 |
-1.2 |
-1.6% |
0.0 |
Volume |
38,019 |
14,759 |
-23,260 |
-61.2% |
156,555 |
|
Daily Pivots for day following 04-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,858.0 |
4,840.0 |
4,768.4 |
|
R3 |
4,821.0 |
4,803.0 |
4,758.2 |
|
R2 |
4,784.0 |
4,784.0 |
4,754.8 |
|
R1 |
4,766.0 |
4,766.0 |
4,751.4 |
4,775.0 |
PP |
4,747.0 |
4,747.0 |
4,747.0 |
4,751.5 |
S1 |
4,729.0 |
4,729.0 |
4,744.6 |
4,738.0 |
S2 |
4,710.0 |
4,710.0 |
4,741.2 |
|
S3 |
4,673.0 |
4,692.0 |
4,737.8 |
|
S4 |
4,636.0 |
4,655.0 |
4,727.7 |
|
|
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 |
2.9% |
74.4 |
1.6% |
61% |
False |
False |
29,055 |
10 |
4,803.0 |
4,598.0 |
205.0 |
4.3% |
73.3 |
1.5% |
73% |
False |
False |
30,635 |
20 |
4,842.0 |
4,598.0 |
244.0 |
5.1% |
65.7 |
1.4% |
61% |
False |
False |
33,658 |
40 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
47.3 |
1.0% |
25% |
False |
False |
16,954 |
60 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
35.0 |
0.7% |
25% |
False |
False |
11,310 |
80 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
28.3 |
0.6% |
25% |
False |
False |
8,493 |
100 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
22.9 |
0.5% |
25% |
False |
False |
6,803 |
120 |
5,192.0 |
4,598.0 |
594.0 |
12.5% |
19.3 |
0.4% |
25% |
False |
False |
5,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,922.3 |
2.618 |
4,861.9 |
1.618 |
4,824.9 |
1.000 |
4,802.0 |
0.618 |
4,787.9 |
HIGH |
4,765.0 |
0.618 |
4,750.9 |
0.500 |
4,746.5 |
0.382 |
4,742.1 |
LOW |
4,728.0 |
0.618 |
4,705.1 |
1.000 |
4,691.0 |
1.618 |
4,668.1 |
2.618 |
4,631.1 |
4.250 |
4,570.8 |
|
|
Fisher Pivots for day following 04-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
4,747.5 |
4,745.5 |
PP |
4,747.0 |
4,743.0 |
S1 |
4,746.5 |
4,740.5 |
|