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 |
1,600.25 |
1,606.75 |
6.50 |
0.4% |
1,583.75 |
High |
1,620.50 |
1,618.50 |
-2.00 |
-0.1% |
1,614.50 |
Low |
1,593.25 |
1,600.25 |
7.00 |
0.4% |
1,553.25 |
Close |
1,606.75 |
1,607.25 |
0.50 |
0.0% |
1,599.25 |
Range |
27.25 |
18.25 |
-9.00 |
-33.0% |
61.25 |
ATR |
24.89 |
24.41 |
-0.47 |
-1.9% |
0.00 |
Volume |
1,551,011 |
1,670,998 |
119,987 |
7.7% |
10,345,353 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.50 |
1,653.50 |
1,617.25 |
|
R3 |
1,645.25 |
1,635.25 |
1,612.25 |
|
R2 |
1,627.00 |
1,627.00 |
1,610.50 |
|
R1 |
1,617.00 |
1,617.00 |
1,609.00 |
1,622.00 |
PP |
1,608.75 |
1,608.75 |
1,608.75 |
1,611.00 |
S1 |
1,598.75 |
1,598.75 |
1,605.50 |
1,603.75 |
S2 |
1,590.50 |
1,590.50 |
1,604.00 |
|
S3 |
1,572.25 |
1,580.50 |
1,602.25 |
|
S4 |
1,554.00 |
1,562.25 |
1,597.25 |
|
|
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 |
1,573.00 |
47.50 |
3.0% |
22.75 |
1.4% |
72% |
False |
False |
1,739,660 |
10 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
27.75 |
1.7% |
56% |
False |
False |
2,255,637 |
20 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
26.00 |
1.6% |
56% |
False |
False |
1,503,492 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.9% |
22.25 |
1.4% |
43% |
False |
False |
762,648 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.25 |
1.3% |
53% |
False |
False |
511,860 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.8% |
19.50 |
1.2% |
53% |
False |
False |
384,304 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
18.25 |
1.1% |
65% |
False |
False |
307,496 |
120 |
1,680.25 |
1,444.75 |
235.50 |
14.7% |
16.50 |
1.0% |
69% |
False |
False |
256,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,696.00 |
2.618 |
1,666.25 |
1.618 |
1,648.00 |
1.000 |
1,636.75 |
0.618 |
1,629.75 |
HIGH |
1,618.50 |
0.618 |
1,611.50 |
0.500 |
1,609.50 |
0.382 |
1,607.25 |
LOW |
1,600.25 |
0.618 |
1,589.00 |
1.000 |
1,582.00 |
1.618 |
1,570.75 |
2.618 |
1,552.50 |
4.250 |
1,522.75 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,609.50 |
1,607.00 |
PP |
1,608.75 |
1,607.00 |
S1 |
1,608.00 |
1,607.00 |
|