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 |
975.5 |
973.5 |
-2.0 |
-0.2% |
957.1 |
High |
982.1 |
991.7 |
9.6 |
1.0% |
982.1 |
Low |
963.7 |
970.6 |
6.9 |
0.7% |
938.0 |
Close |
974.7 |
985.6 |
10.9 |
1.1% |
974.7 |
Range |
18.4 |
21.1 |
2.7 |
14.7% |
44.1 |
ATR |
15.8 |
16.2 |
0.4 |
2.4% |
0.0 |
Volume |
141,511 |
121,636 |
-19,875 |
-14.0% |
671,874 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,046.0 |
1,036.8 |
997.3 |
|
R3 |
1,024.8 |
1,015.8 |
991.5 |
|
R2 |
1,003.8 |
1,003.8 |
989.5 |
|
R1 |
994.8 |
994.8 |
987.5 |
999.3 |
PP |
982.8 |
982.8 |
982.8 |
985.0 |
S1 |
973.5 |
973.5 |
983.8 |
978.0 |
S2 |
961.5 |
961.5 |
981.8 |
|
S3 |
940.5 |
952.5 |
979.8 |
|
S4 |
919.3 |
931.3 |
974.0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.3 |
1,080.0 |
999.0 |
|
R3 |
1,053.3 |
1,036.0 |
986.8 |
|
R2 |
1,009.0 |
1,009.0 |
982.8 |
|
R1 |
991.8 |
991.8 |
978.8 |
1,000.5 |
PP |
965.0 |
965.0 |
965.0 |
969.3 |
S1 |
947.8 |
947.8 |
970.8 |
956.3 |
S2 |
920.8 |
920.8 |
966.5 |
|
S3 |
876.8 |
903.8 |
962.5 |
|
S4 |
832.8 |
859.5 |
950.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
991.7 |
942.1 |
49.6 |
5.0% |
17.8 |
1.8% |
88% |
True |
False |
119,817 |
10 |
998.9 |
938.0 |
60.9 |
6.2% |
18.8 |
1.9% |
78% |
False |
False |
157,689 |
20 |
998.9 |
938.0 |
60.9 |
6.2% |
17.8 |
1.8% |
78% |
False |
False |
103,229 |
40 |
1,001.6 |
938.0 |
63.6 |
6.5% |
12.0 |
1.2% |
75% |
False |
False |
51,699 |
60 |
1,001.6 |
893.4 |
108.2 |
11.0% |
8.3 |
0.8% |
85% |
False |
False |
34,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.5 |
2.618 |
1,047.0 |
1.618 |
1,025.8 |
1.000 |
1,012.8 |
0.618 |
1,004.8 |
HIGH |
991.8 |
0.618 |
983.8 |
0.500 |
981.3 |
0.382 |
978.8 |
LOW |
970.5 |
0.618 |
957.5 |
1.000 |
949.5 |
1.618 |
936.5 |
2.618 |
915.3 |
4.250 |
881.0 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
984.0 |
982.3 |
PP |
982.8 |
978.8 |
S1 |
981.3 |
975.5 |
|