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 |
14,075 |
14,345 |
270 |
1.9% |
13,485 |
High |
14,445 |
14,435 |
-10 |
-0.1% |
13,915 |
Low |
14,030 |
13,905 |
-125 |
-0.9% |
12,865 |
Close |
14,305 |
14,175 |
-130 |
-0.9% |
13,840 |
Range |
415 |
530 |
115 |
27.7% |
1,050 |
ATR |
537 |
536 |
0 |
-0.1% |
0 |
Volume |
16,717 |
20,861 |
4,144 |
24.8% |
106,153 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,762 |
15,498 |
14,467 |
|
R3 |
15,232 |
14,968 |
14,321 |
|
R2 |
14,702 |
14,702 |
14,272 |
|
R1 |
14,438 |
14,438 |
14,224 |
14,305 |
PP |
14,172 |
14,172 |
14,172 |
14,105 |
S1 |
13,908 |
13,908 |
14,127 |
13,775 |
S2 |
13,642 |
13,642 |
14,078 |
|
S3 |
13,112 |
13,378 |
14,029 |
|
S4 |
12,582 |
12,848 |
13,884 |
|
|
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 |
13,000 |
1,445 |
10.2% |
492 |
3.5% |
81% |
False |
False |
18,259 |
10 |
14,445 |
12,815 |
1,630 |
11.5% |
542 |
3.8% |
83% |
False |
False |
21,848 |
20 |
14,445 |
12,420 |
2,025 |
14.3% |
587 |
4.1% |
87% |
False |
False |
24,077 |
40 |
16,120 |
12,420 |
3,700 |
26.1% |
531 |
3.7% |
47% |
False |
False |
12,466 |
60 |
16,120 |
12,420 |
3,700 |
26.1% |
410 |
2.9% |
47% |
False |
False |
8,351 |
80 |
16,120 |
12,015 |
4,105 |
29.0% |
348 |
2.5% |
53% |
False |
False |
6,265 |
100 |
16,120 |
11,060 |
5,060 |
35.7% |
311 |
2.2% |
62% |
False |
False |
5,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,688 |
2.618 |
15,823 |
1.618 |
15,293 |
1.000 |
14,965 |
0.618 |
14,763 |
HIGH |
14,435 |
0.618 |
14,233 |
0.500 |
14,170 |
0.382 |
14,108 |
LOW |
13,905 |
0.618 |
13,578 |
1.000 |
13,375 |
1.618 |
13,048 |
2.618 |
12,518 |
4.250 |
11,653 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,173 |
14,140 |
PP |
14,172 |
14,105 |
S1 |
14,170 |
14,070 |
|