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 |
7,982.5 |
7,866.0 |
-116.5 |
-1.5% |
7,755.0 |
High |
7,997.0 |
7,878.0 |
-119.0 |
-1.5% |
8,044.5 |
Low |
7,848.5 |
7,735.0 |
-113.5 |
-1.4% |
7,660.0 |
Close |
7,909.5 |
7,839.0 |
-70.5 |
-0.9% |
7,966.5 |
Range |
148.5 |
143.0 |
-5.5 |
-3.7% |
384.5 |
ATR |
148.9 |
150.7 |
1.8 |
1.2% |
0.0 |
Volume |
121,815 |
86,980 |
-34,835 |
-28.6% |
582,183 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,246.3 |
8,185.7 |
7,917.7 |
|
R3 |
8,103.3 |
8,042.7 |
7,878.3 |
|
R2 |
7,960.3 |
7,960.3 |
7,865.2 |
|
R1 |
7,899.7 |
7,899.7 |
7,852.1 |
7,858.5 |
PP |
7,817.3 |
7,817.3 |
7,817.3 |
7,796.8 |
S1 |
7,756.7 |
7,756.7 |
7,825.9 |
7,715.5 |
S2 |
7,674.3 |
7,674.3 |
7,812.8 |
|
S3 |
7,531.3 |
7,613.7 |
7,799.7 |
|
S4 |
7,388.3 |
7,470.7 |
7,760.4 |
|
|
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 |
7,735.0 |
309.5 |
3.9% |
133.8 |
1.7% |
34% |
False |
True |
111,020 |
10 |
8,082.0 |
7,660.0 |
422.0 |
5.4% |
155.9 |
2.0% |
42% |
False |
False |
123,947 |
20 |
8,366.0 |
7,660.0 |
706.0 |
9.0% |
151.0 |
1.9% |
25% |
False |
False |
77,618 |
40 |
8,568.0 |
7,660.0 |
908.0 |
11.6% |
128.1 |
1.6% |
20% |
False |
False |
39,085 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
123.3 |
1.6% |
36% |
False |
False |
26,217 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
116.4 |
1.5% |
36% |
False |
False |
20,016 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
112.5 |
1.4% |
36% |
False |
False |
16,108 |
120 |
8,568.0 |
7,437.5 |
1,130.5 |
14.4% |
104.8 |
1.3% |
36% |
False |
False |
13,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,485.8 |
2.618 |
8,252.4 |
1.618 |
8,109.4 |
1.000 |
8,021.0 |
0.618 |
7,966.4 |
HIGH |
7,878.0 |
0.618 |
7,823.4 |
0.500 |
7,806.5 |
0.382 |
7,789.6 |
LOW |
7,735.0 |
0.618 |
7,646.6 |
1.000 |
7,592.0 |
1.618 |
7,503.6 |
2.618 |
7,360.6 |
4.250 |
7,127.3 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
7,828.2 |
7,881.8 |
PP |
7,817.3 |
7,867.5 |
S1 |
7,806.5 |
7,853.3 |
|