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 |
8,003.5 |
7,955.5 |
-48.0 |
-0.6% |
7,755.0 |
High |
8,044.5 |
8,028.5 |
-16.0 |
-0.2% |
8,044.5 |
Low |
7,910.5 |
7,892.5 |
-18.0 |
-0.2% |
7,660.0 |
Close |
7,966.5 |
7,981.5 |
15.0 |
0.2% |
7,966.5 |
Range |
134.0 |
136.0 |
2.0 |
1.5% |
384.5 |
ATR |
149.9 |
148.9 |
-1.0 |
-0.7% |
0.0 |
Volume |
117,571 |
113,459 |
-4,112 |
-3.5% |
582,183 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,375.5 |
8,314.5 |
8,056.3 |
|
R3 |
8,239.5 |
8,178.5 |
8,018.9 |
|
R2 |
8,103.5 |
8,103.5 |
8,006.4 |
|
R1 |
8,042.5 |
8,042.5 |
7,994.0 |
8,073.0 |
PP |
7,967.5 |
7,967.5 |
7,967.5 |
7,982.8 |
S1 |
7,906.5 |
7,906.5 |
7,969.0 |
7,937.0 |
S2 |
7,831.5 |
7,831.5 |
7,956.6 |
|
S3 |
7,695.5 |
7,770.5 |
7,944.1 |
|
S4 |
7,559.5 |
7,634.5 |
7,906.7 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,043.8 |
8,889.7 |
8,178.0 |
|
R3 |
8,659.3 |
8,505.2 |
8,072.2 |
|
R2 |
8,274.8 |
8,274.8 |
8,037.0 |
|
R1 |
8,120.7 |
8,120.7 |
8,001.7 |
8,197.8 |
PP |
7,890.3 |
7,890.3 |
7,890.3 |
7,928.9 |
S1 |
7,736.2 |
7,736.2 |
7,931.3 |
7,813.3 |
S2 |
7,505.8 |
7,505.8 |
7,896.0 |
|
S3 |
7,121.3 |
7,351.7 |
7,860.8 |
|
S4 |
6,736.8 |
6,967.2 |
7,755.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,044.5 |
7,716.0 |
328.5 |
4.1% |
135.9 |
1.7% |
81% |
False |
False |
111,475 |
10 |
8,291.0 |
7,660.0 |
631.0 |
7.9% |
148.8 |
1.9% |
51% |
False |
False |
118,613 |
20 |
8,394.0 |
7,660.0 |
734.0 |
9.2% |
149.8 |
1.9% |
44% |
False |
False |
67,401 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.4% |
124.8 |
1.6% |
35% |
False |
False |
33,874 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
121.0 |
1.5% |
48% |
False |
False |
22,743 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
114.4 |
1.4% |
48% |
False |
False |
17,464 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
111.0 |
1.4% |
48% |
False |
False |
14,026 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.2% |
102.7 |
1.3% |
48% |
False |
False |
11,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,606.5 |
2.618 |
8,384.5 |
1.618 |
8,248.5 |
1.000 |
8,164.5 |
0.618 |
8,112.5 |
HIGH |
8,028.5 |
0.618 |
7,976.5 |
0.500 |
7,960.5 |
0.382 |
7,944.5 |
LOW |
7,892.5 |
0.618 |
7,808.5 |
1.000 |
7,756.5 |
1.618 |
7,672.5 |
2.618 |
7,536.5 |
4.250 |
7,314.5 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
7,974.5 |
7,977.2 |
PP |
7,967.5 |
7,972.8 |
S1 |
7,960.5 |
7,968.5 |
|