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 |
14,937 |
14,833 |
-104 |
-0.7% |
14,715 |
High |
15,002 |
15,012 |
10 |
0.1% |
15,003 |
Low |
14,801 |
14,791 |
-10 |
-0.1% |
14,474 |
Close |
14,824 |
14,882 |
58 |
0.4% |
14,824 |
Range |
201 |
221 |
20 |
10.0% |
529 |
ATR |
207 |
208 |
1 |
0.5% |
0 |
Volume |
179,853 |
140,989 |
-38,864 |
-21.6% |
955,298 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,558 |
15,441 |
15,004 |
|
R3 |
15,337 |
15,220 |
14,943 |
|
R2 |
15,116 |
15,116 |
14,923 |
|
R1 |
14,999 |
14,999 |
14,902 |
15,058 |
PP |
14,895 |
14,895 |
14,895 |
14,924 |
S1 |
14,778 |
14,778 |
14,862 |
14,837 |
S2 |
14,674 |
14,674 |
14,842 |
|
S3 |
14,453 |
14,557 |
14,821 |
|
S4 |
14,232 |
14,336 |
14,761 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,354 |
16,118 |
15,115 |
|
R3 |
15,825 |
15,589 |
14,970 |
|
R2 |
15,296 |
15,296 |
14,921 |
|
R1 |
15,060 |
15,060 |
14,873 |
15,178 |
PP |
14,767 |
14,767 |
14,767 |
14,826 |
S1 |
14,531 |
14,531 |
14,776 |
14,649 |
S2 |
14,238 |
14,238 |
14,727 |
|
S3 |
13,709 |
14,002 |
14,679 |
|
S4 |
13,180 |
13,473 |
14,533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,012 |
14,527 |
485 |
3.3% |
212 |
1.4% |
73% |
True |
False |
160,247 |
10 |
15,278 |
14,474 |
804 |
5.4% |
232 |
1.6% |
51% |
False |
False |
199,101 |
20 |
15,278 |
14,474 |
804 |
5.4% |
226 |
1.5% |
51% |
False |
False |
118,059 |
40 |
15,447 |
14,474 |
973 |
6.5% |
181 |
1.2% |
42% |
False |
False |
59,108 |
60 |
15,447 |
14,312 |
1,135 |
7.6% |
164 |
1.1% |
50% |
False |
False |
39,428 |
80 |
15,447 |
14,237 |
1,210 |
8.1% |
137 |
0.9% |
53% |
False |
False |
29,573 |
100 |
15,447 |
13,642 |
1,805 |
12.1% |
113 |
0.8% |
69% |
False |
False |
23,659 |
120 |
15,447 |
13,166 |
2,281 |
15.3% |
94 |
0.6% |
75% |
False |
False |
19,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,951 |
2.618 |
15,591 |
1.618 |
15,370 |
1.000 |
15,233 |
0.618 |
15,149 |
HIGH |
15,012 |
0.618 |
14,928 |
0.500 |
14,902 |
0.382 |
14,876 |
LOW |
14,791 |
0.618 |
14,655 |
1.000 |
14,570 |
1.618 |
14,434 |
2.618 |
14,213 |
4.250 |
13,852 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,902 |
14,902 |
PP |
14,895 |
14,895 |
S1 |
14,889 |
14,889 |
|