Trading Metrics calculated at close of trading on 04-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
04-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
6,237.5 |
6,195.0 |
-42.5 |
-0.7% |
6,088.5 |
High |
6,237.5 |
6,385.5 |
148.0 |
2.4% |
6,224.5 |
Low |
6,130.0 |
6,184.0 |
54.0 |
0.9% |
5,955.5 |
Close |
6,185.0 |
6,376.5 |
191.5 |
3.1% |
6,161.5 |
Range |
107.5 |
201.5 |
94.0 |
87.4% |
269.0 |
ATR |
100.9 |
108.1 |
7.2 |
7.1% |
0.0 |
Volume |
95,712 |
145,226 |
49,514 |
51.7% |
488,779 |
|
Daily Pivots for day following 04-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,920.0 |
6,849.5 |
6,487.5 |
|
R3 |
6,718.5 |
6,648.0 |
6,432.0 |
|
R2 |
6,517.0 |
6,517.0 |
6,413.5 |
|
R1 |
6,446.5 |
6,446.5 |
6,395.0 |
6,482.0 |
PP |
6,315.5 |
6,315.5 |
6,315.5 |
6,333.0 |
S1 |
6,245.0 |
6,245.0 |
6,358.0 |
6,280.0 |
S2 |
6,114.0 |
6,114.0 |
6,339.5 |
|
S3 |
5,912.5 |
6,043.5 |
6,321.0 |
|
S4 |
5,711.0 |
5,842.0 |
6,265.5 |
|
|
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 |
6,385.5 |
6,130.0 |
255.5 |
4.0% |
110.0 |
1.7% |
96% |
True |
False |
101,449 |
10 |
6,385.5 |
5,955.5 |
430.0 |
6.7% |
114.5 |
1.8% |
98% |
True |
False |
103,054 |
20 |
6,385.5 |
5,955.5 |
430.0 |
6.7% |
107.5 |
1.7% |
98% |
True |
False |
109,078 |
40 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
89.5 |
1.4% |
49% |
False |
False |
55,461 |
60 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
70.0 |
1.1% |
49% |
False |
False |
37,020 |
80 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
59.5 |
0.9% |
49% |
False |
False |
27,777 |
100 |
6,815.0 |
5,955.5 |
859.5 |
13.5% |
48.0 |
0.8% |
49% |
False |
False |
22,228 |
120 |
6,815.0 |
5,954.0 |
861.0 |
13.5% |
40.0 |
0.6% |
49% |
False |
False |
18,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,242.0 |
2.618 |
6,913.0 |
1.618 |
6,711.5 |
1.000 |
6,587.0 |
0.618 |
6,510.0 |
HIGH |
6,385.5 |
0.618 |
6,308.5 |
0.500 |
6,285.0 |
0.382 |
6,261.0 |
LOW |
6,184.0 |
0.618 |
6,059.5 |
1.000 |
5,982.5 |
1.618 |
5,858.0 |
2.618 |
5,656.5 |
4.250 |
5,327.5 |
|
|
Fisher Pivots for day following 04-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
6,346.0 |
6,337.0 |
PP |
6,315.5 |
6,297.5 |
S1 |
6,285.0 |
6,258.0 |
|