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 |
6,232.5 |
6,237.5 |
5.0 |
0.1% |
6,088.5 |
High |
6,266.0 |
6,237.5 |
-28.5 |
-0.5% |
6,224.5 |
Low |
6,206.5 |
6,130.0 |
-76.5 |
-1.2% |
5,955.5 |
Close |
6,252.5 |
6,185.0 |
-67.5 |
-1.1% |
6,161.5 |
Range |
59.5 |
107.5 |
48.0 |
80.7% |
269.0 |
ATR |
99.2 |
100.9 |
1.7 |
1.7% |
0.0 |
Volume |
91,329 |
95,712 |
4,383 |
4.8% |
488,779 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,506.5 |
6,453.5 |
6,244.0 |
|
R3 |
6,399.0 |
6,346.0 |
6,214.5 |
|
R2 |
6,291.5 |
6,291.5 |
6,204.5 |
|
R1 |
6,238.5 |
6,238.5 |
6,195.0 |
6,211.0 |
PP |
6,184.0 |
6,184.0 |
6,184.0 |
6,170.5 |
S1 |
6,131.0 |
6,131.0 |
6,175.0 |
6,104.0 |
S2 |
6,076.5 |
6,076.5 |
6,165.5 |
|
S3 |
5,969.0 |
6,023.5 |
6,155.5 |
|
S4 |
5,861.5 |
5,916.0 |
6,126.0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.0 |
6,810.0 |
6,309.5 |
|
R3 |
6,652.0 |
6,541.0 |
6,235.5 |
|
R2 |
6,383.0 |
6,383.0 |
6,211.0 |
|
R1 |
6,272.0 |
6,272.0 |
6,186.0 |
6,327.5 |
PP |
6,114.0 |
6,114.0 |
6,114.0 |
6,141.5 |
S1 |
6,003.0 |
6,003.0 |
6,137.0 |
6,058.5 |
S2 |
5,845.0 |
5,845.0 |
6,112.0 |
|
S3 |
5,576.0 |
5,734.0 |
6,087.5 |
|
S4 |
5,307.0 |
5,465.0 |
6,013.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,270.0 |
6,121.0 |
149.0 |
2.4% |
90.5 |
1.5% |
43% |
False |
False |
95,002 |
10 |
6,270.0 |
5,955.5 |
314.5 |
5.1% |
114.0 |
1.8% |
73% |
False |
False |
104,841 |
20 |
6,374.5 |
5,955.5 |
419.0 |
6.8% |
104.0 |
1.7% |
55% |
False |
False |
102,130 |
40 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
85.5 |
1.4% |
27% |
False |
False |
51,832 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
67.0 |
1.1% |
27% |
False |
False |
34,600 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
57.0 |
0.9% |
27% |
False |
False |
25,962 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.9% |
46.0 |
0.7% |
27% |
False |
False |
20,776 |
120 |
6,815.0 |
5,954.0 |
861.0 |
13.9% |
38.5 |
0.6% |
27% |
False |
False |
17,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,694.5 |
2.618 |
6,519.0 |
1.618 |
6,411.5 |
1.000 |
6,345.0 |
0.618 |
6,304.0 |
HIGH |
6,237.5 |
0.618 |
6,196.5 |
0.500 |
6,184.0 |
0.382 |
6,171.0 |
LOW |
6,130.0 |
0.618 |
6,063.5 |
1.000 |
6,022.5 |
1.618 |
5,956.0 |
2.618 |
5,848.5 |
4.250 |
5,673.0 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
6,184.5 |
6,200.0 |
PP |
6,184.0 |
6,195.0 |
S1 |
6,184.0 |
6,190.0 |
|