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 |
1,606.25 |
1,600.25 |
-6.00 |
-0.4% |
1,583.75 |
High |
1,614.50 |
1,620.50 |
6.00 |
0.4% |
1,614.50 |
Low |
1,594.25 |
1,593.25 |
-1.00 |
-0.1% |
1,553.25 |
Close |
1,599.25 |
1,606.75 |
7.50 |
0.5% |
1,599.25 |
Range |
20.25 |
27.25 |
7.00 |
34.6% |
61.25 |
ATR |
24.71 |
24.89 |
0.18 |
0.7% |
0.00 |
Volume |
2,143,749 |
1,551,011 |
-592,738 |
-27.6% |
10,345,353 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.50 |
1,675.00 |
1,621.75 |
|
R3 |
1,661.25 |
1,647.75 |
1,614.25 |
|
R2 |
1,634.00 |
1,634.00 |
1,611.75 |
|
R1 |
1,620.50 |
1,620.50 |
1,609.25 |
1,627.25 |
PP |
1,606.75 |
1,606.75 |
1,606.75 |
1,610.25 |
S1 |
1,593.25 |
1,593.25 |
1,604.25 |
1,600.00 |
S2 |
1,579.50 |
1,579.50 |
1,601.75 |
|
S3 |
1,552.25 |
1,566.00 |
1,599.25 |
|
S4 |
1,525.00 |
1,538.75 |
1,591.75 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.75 |
1,747.25 |
1,633.00 |
|
R3 |
1,711.50 |
1,686.00 |
1,616.00 |
|
R2 |
1,650.25 |
1,650.25 |
1,610.50 |
|
R1 |
1,624.75 |
1,624.75 |
1,604.75 |
1,637.50 |
PP |
1,589.00 |
1,589.00 |
1,589.00 |
1,595.50 |
S1 |
1,563.50 |
1,563.50 |
1,593.75 |
1,576.25 |
S2 |
1,527.75 |
1,527.75 |
1,588.00 |
|
S3 |
1,466.50 |
1,502.25 |
1,582.50 |
|
S4 |
1,405.25 |
1,441.00 |
1,565.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,620.50 |
1,558.25 |
62.25 |
3.9% |
25.00 |
1.6% |
78% |
True |
False |
1,809,655 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
27.50 |
1.7% |
56% |
False |
False |
2,265,619 |
20 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
26.25 |
1.6% |
56% |
False |
False |
1,422,100 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.9% |
22.00 |
1.4% |
42% |
False |
False |
721,236 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.25 |
1.3% |
53% |
False |
False |
484,038 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.8% |
19.50 |
1.2% |
53% |
False |
False |
363,420 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
18.25 |
1.1% |
65% |
False |
False |
290,786 |
120 |
1,680.25 |
1,440.00 |
240.25 |
15.0% |
16.50 |
1.0% |
69% |
False |
False |
242,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.25 |
2.618 |
1,691.75 |
1.618 |
1,664.50 |
1.000 |
1,647.75 |
0.618 |
1,637.25 |
HIGH |
1,620.50 |
0.618 |
1,610.00 |
0.500 |
1,607.00 |
0.382 |
1,603.75 |
LOW |
1,593.25 |
0.618 |
1,576.50 |
1.000 |
1,566.00 |
1.618 |
1,549.25 |
2.618 |
1,522.00 |
4.250 |
1,477.50 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,607.00 |
1,607.00 |
PP |
1,606.75 |
1,606.75 |
S1 |
1,606.75 |
1,606.75 |
|