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 |
13,550 |
13,830 |
280 |
2.1% |
13,485 |
High |
13,915 |
14,170 |
255 |
1.8% |
13,915 |
Low |
13,460 |
13,695 |
235 |
1.7% |
12,865 |
Close |
13,840 |
14,055 |
215 |
1.6% |
13,840 |
Range |
455 |
475 |
20 |
4.4% |
1,050 |
ATR |
552 |
546 |
-5 |
-1.0% |
0 |
Volume |
17,849 |
17,068 |
-781 |
-4.4% |
106,153 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,398 |
15,202 |
14,316 |
|
R3 |
14,923 |
14,727 |
14,186 |
|
R2 |
14,448 |
14,448 |
14,142 |
|
R1 |
14,252 |
14,252 |
14,099 |
14,350 |
PP |
13,973 |
13,973 |
13,973 |
14,023 |
S1 |
13,777 |
13,777 |
14,012 |
13,875 |
S2 |
13,498 |
13,498 |
13,968 |
|
S3 |
13,023 |
13,302 |
13,925 |
|
S4 |
12,548 |
12,827 |
13,794 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,690 |
16,315 |
14,418 |
|
R3 |
15,640 |
15,265 |
14,129 |
|
R2 |
14,590 |
14,590 |
14,033 |
|
R1 |
14,215 |
14,215 |
13,936 |
14,403 |
PP |
13,540 |
13,540 |
13,540 |
13,634 |
S1 |
13,165 |
13,165 |
13,744 |
13,353 |
S2 |
12,490 |
12,490 |
13,648 |
|
S3 |
11,440 |
12,115 |
13,551 |
|
S4 |
10,390 |
11,065 |
13,263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,170 |
12,865 |
1,305 |
9.3% |
495 |
3.5% |
91% |
True |
False |
19,274 |
10 |
14,170 |
12,815 |
1,355 |
9.6% |
526 |
3.7% |
92% |
True |
False |
22,548 |
20 |
14,170 |
12,420 |
1,750 |
12.5% |
610 |
4.3% |
93% |
True |
False |
22,417 |
40 |
16,120 |
12,420 |
3,700 |
26.3% |
511 |
3.6% |
44% |
False |
False |
11,529 |
60 |
16,120 |
12,420 |
3,700 |
26.3% |
403 |
2.9% |
44% |
False |
False |
7,725 |
80 |
16,120 |
12,015 |
4,105 |
29.2% |
339 |
2.4% |
50% |
False |
False |
5,795 |
100 |
16,120 |
11,060 |
5,060 |
36.0% |
303 |
2.2% |
59% |
False |
False |
4,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,189 |
2.618 |
15,414 |
1.618 |
14,939 |
1.000 |
14,645 |
0.618 |
14,464 |
HIGH |
14,170 |
0.618 |
13,989 |
0.500 |
13,933 |
0.382 |
13,877 |
LOW |
13,695 |
0.618 |
13,402 |
1.000 |
13,220 |
1.618 |
12,927 |
2.618 |
12,452 |
4.250 |
11,676 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,014 |
13,898 |
PP |
13,973 |
13,742 |
S1 |
13,933 |
13,585 |
|