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 |
13,830 |
14,075 |
245 |
1.8% |
13,485 |
High |
14,170 |
14,445 |
275 |
1.9% |
13,915 |
Low |
13,695 |
14,030 |
335 |
2.4% |
12,865 |
Close |
14,055 |
14,305 |
250 |
1.8% |
13,840 |
Range |
475 |
415 |
-60 |
-12.6% |
1,050 |
ATR |
546 |
537 |
-9 |
-1.7% |
0 |
Volume |
17,068 |
16,717 |
-351 |
-2.1% |
106,153 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,505 |
15,320 |
14,533 |
|
R3 |
15,090 |
14,905 |
14,419 |
|
R2 |
14,675 |
14,675 |
14,381 |
|
R1 |
14,490 |
14,490 |
14,343 |
14,583 |
PP |
14,260 |
14,260 |
14,260 |
14,306 |
S1 |
14,075 |
14,075 |
14,267 |
14,168 |
S2 |
13,845 |
13,845 |
14,229 |
|
S3 |
13,430 |
13,660 |
14,191 |
|
S4 |
13,015 |
13,245 |
14,077 |
|
|
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 |
14,445 |
12,890 |
1,555 |
10.9% |
480 |
3.4% |
91% |
True |
False |
18,392 |
10 |
14,445 |
12,815 |
1,630 |
11.4% |
529 |
3.7% |
91% |
True |
False |
22,147 |
20 |
14,445 |
12,420 |
2,025 |
14.2% |
604 |
4.2% |
93% |
True |
False |
23,159 |
40 |
16,120 |
12,420 |
3,700 |
25.9% |
520 |
3.6% |
51% |
False |
False |
11,946 |
60 |
16,120 |
12,420 |
3,700 |
25.9% |
405 |
2.8% |
51% |
False |
False |
8,004 |
80 |
16,120 |
12,015 |
4,105 |
28.7% |
342 |
2.4% |
56% |
False |
False |
6,004 |
100 |
16,120 |
11,060 |
5,060 |
35.4% |
307 |
2.1% |
64% |
False |
False |
4,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,209 |
2.618 |
15,532 |
1.618 |
15,117 |
1.000 |
14,860 |
0.618 |
14,702 |
HIGH |
14,445 |
0.618 |
14,287 |
0.500 |
14,238 |
0.382 |
14,189 |
LOW |
14,030 |
0.618 |
13,774 |
1.000 |
13,615 |
1.618 |
13,359 |
2.618 |
12,944 |
4.250 |
12,266 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,283 |
14,188 |
PP |
14,260 |
14,070 |
S1 |
14,238 |
13,953 |
|