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 |
7,955.5 |
7,982.5 |
27.0 |
0.3% |
7,755.0 |
High |
8,028.5 |
7,997.0 |
-31.5 |
-0.4% |
8,044.5 |
Low |
7,892.5 |
7,848.5 |
-44.0 |
-0.6% |
7,660.0 |
Close |
7,981.5 |
7,909.5 |
-72.0 |
-0.9% |
7,966.5 |
Range |
136.0 |
148.5 |
12.5 |
9.2% |
384.5 |
ATR |
148.9 |
148.9 |
0.0 |
0.0% |
0.0 |
Volume |
113,459 |
121,815 |
8,356 |
7.4% |
582,183 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,363.8 |
8,285.2 |
7,991.2 |
|
R3 |
8,215.3 |
8,136.7 |
7,950.3 |
|
R2 |
8,066.8 |
8,066.8 |
7,936.7 |
|
R1 |
7,988.2 |
7,988.2 |
7,923.1 |
7,953.3 |
PP |
7,918.3 |
7,918.3 |
7,918.3 |
7,900.9 |
S1 |
7,839.7 |
7,839.7 |
7,895.9 |
7,804.8 |
S2 |
7,769.8 |
7,769.8 |
7,882.3 |
|
S3 |
7,621.3 |
7,691.2 |
7,868.7 |
|
S4 |
7,472.8 |
7,542.7 |
7,827.8 |
|
|
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 |
7,805.5 |
239.0 |
3.0% |
138.7 |
1.8% |
44% |
False |
False |
112,441 |
10 |
8,291.0 |
7,660.0 |
631.0 |
8.0% |
156.8 |
2.0% |
40% |
False |
False |
123,677 |
20 |
8,366.0 |
7,660.0 |
706.0 |
8.9% |
150.0 |
1.9% |
35% |
False |
False |
73,363 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.5% |
126.5 |
1.6% |
27% |
False |
False |
36,914 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.3% |
122.6 |
1.6% |
42% |
False |
False |
24,770 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.3% |
115.7 |
1.5% |
42% |
False |
False |
18,959 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.3% |
111.7 |
1.4% |
42% |
False |
False |
15,239 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.3% |
103.6 |
1.3% |
42% |
False |
False |
12,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,628.1 |
2.618 |
8,385.8 |
1.618 |
8,237.3 |
1.000 |
8,145.5 |
0.618 |
8,088.8 |
HIGH |
7,997.0 |
0.618 |
7,940.3 |
0.500 |
7,922.8 |
0.382 |
7,905.2 |
LOW |
7,848.5 |
0.618 |
7,756.7 |
1.000 |
7,700.0 |
1.618 |
7,608.2 |
2.618 |
7,459.7 |
4.250 |
7,217.4 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
7,922.8 |
7,946.5 |
PP |
7,918.3 |
7,934.2 |
S1 |
7,913.9 |
7,921.8 |
|