Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,833 |
14,886 |
53 |
0.4% |
14,715 |
High |
15,012 |
14,980 |
-32 |
-0.2% |
15,003 |
Low |
14,791 |
14,795 |
4 |
0.0% |
14,474 |
Close |
14,882 |
14,861 |
-21 |
-0.1% |
14,824 |
Range |
221 |
185 |
-36 |
-16.3% |
529 |
ATR |
208 |
207 |
-2 |
-0.8% |
0 |
Volume |
140,989 |
156,302 |
15,313 |
10.9% |
955,298 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,434 |
15,332 |
14,963 |
|
R3 |
15,249 |
15,147 |
14,912 |
|
R2 |
15,064 |
15,064 |
14,895 |
|
R1 |
14,962 |
14,962 |
14,878 |
14,921 |
PP |
14,879 |
14,879 |
14,879 |
14,858 |
S1 |
14,777 |
14,777 |
14,844 |
14,736 |
S2 |
14,694 |
14,694 |
14,827 |
|
S3 |
14,509 |
14,592 |
14,810 |
|
S4 |
14,324 |
14,407 |
14,759 |
|
|
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 |
14,621 |
391 |
2.6% |
207 |
1.4% |
61% |
False |
False |
153,915 |
10 |
15,278 |
14,474 |
804 |
5.4% |
234 |
1.6% |
48% |
False |
False |
200,145 |
20 |
15,278 |
14,474 |
804 |
5.4% |
225 |
1.5% |
48% |
False |
False |
125,856 |
40 |
15,447 |
14,474 |
973 |
6.5% |
185 |
1.2% |
40% |
False |
False |
63,014 |
60 |
15,447 |
14,312 |
1,135 |
7.6% |
165 |
1.1% |
48% |
False |
False |
42,033 |
80 |
15,447 |
14,241 |
1,206 |
8.1% |
140 |
0.9% |
51% |
False |
False |
31,527 |
100 |
15,447 |
13,642 |
1,805 |
12.1% |
115 |
0.8% |
68% |
False |
False |
25,222 |
120 |
15,447 |
13,247 |
2,200 |
14.8% |
96 |
0.6% |
73% |
False |
False |
21,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,766 |
2.618 |
15,464 |
1.618 |
15,279 |
1.000 |
15,165 |
0.618 |
15,094 |
HIGH |
14,980 |
0.618 |
14,909 |
0.500 |
14,888 |
0.382 |
14,866 |
LOW |
14,795 |
0.618 |
14,681 |
1.000 |
14,610 |
1.618 |
14,496 |
2.618 |
14,311 |
4.250 |
14,009 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,888 |
14,902 |
PP |
14,879 |
14,888 |
S1 |
14,870 |
14,875 |
|