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 |
14,886 |
14,860 |
-26 |
-0.2% |
14,715 |
High |
14,980 |
14,957 |
-23 |
-0.2% |
15,003 |
Low |
14,795 |
14,751 |
-44 |
-0.3% |
14,474 |
Close |
14,861 |
14,916 |
55 |
0.4% |
14,824 |
Range |
185 |
206 |
21 |
11.4% |
529 |
ATR |
207 |
207 |
0 |
0.0% |
0 |
Volume |
156,302 |
109,629 |
-46,673 |
-29.9% |
955,298 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,493 |
15,410 |
15,029 |
|
R3 |
15,287 |
15,204 |
14,973 |
|
R2 |
15,081 |
15,081 |
14,954 |
|
R1 |
14,998 |
14,998 |
14,935 |
15,040 |
PP |
14,875 |
14,875 |
14,875 |
14,895 |
S1 |
14,792 |
14,792 |
14,897 |
14,834 |
S2 |
14,669 |
14,669 |
14,878 |
|
S3 |
14,463 |
14,586 |
14,859 |
|
S4 |
14,257 |
14,380 |
14,803 |
|
|
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 |
14,751 |
261 |
1.7% |
199 |
1.3% |
63% |
False |
True |
145,963 |
10 |
15,046 |
14,474 |
572 |
3.8% |
229 |
1.5% |
77% |
False |
False |
191,995 |
20 |
15,278 |
14,474 |
804 |
5.4% |
222 |
1.5% |
55% |
False |
False |
131,283 |
40 |
15,447 |
14,474 |
973 |
6.5% |
188 |
1.3% |
45% |
False |
False |
65,753 |
60 |
15,447 |
14,312 |
1,135 |
7.6% |
167 |
1.1% |
53% |
False |
False |
43,860 |
80 |
15,447 |
14,241 |
1,206 |
8.1% |
142 |
1.0% |
56% |
False |
False |
32,897 |
100 |
15,447 |
13,642 |
1,805 |
12.1% |
117 |
0.8% |
71% |
False |
False |
26,318 |
120 |
15,447 |
13,279 |
2,168 |
14.5% |
97 |
0.7% |
76% |
False |
False |
21,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,833 |
2.618 |
15,496 |
1.618 |
15,290 |
1.000 |
15,163 |
0.618 |
15,084 |
HIGH |
14,957 |
0.618 |
14,878 |
0.500 |
14,854 |
0.382 |
14,830 |
LOW |
14,751 |
0.618 |
14,624 |
1.000 |
14,545 |
1.618 |
14,418 |
2.618 |
14,212 |
4.250 |
13,876 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,895 |
14,905 |
PP |
14,875 |
14,893 |
S1 |
14,854 |
14,882 |
|