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 |
1,606.75 |
1,607.00 |
0.25 |
0.0% |
1,583.75 |
High |
1,618.50 |
1,613.00 |
-5.50 |
-0.3% |
1,614.50 |
Low |
1,600.25 |
1,594.00 |
-6.25 |
-0.4% |
1,553.25 |
Close |
1,607.25 |
1,609.00 |
1.75 |
0.1% |
1,599.25 |
Range |
18.25 |
19.00 |
0.75 |
4.1% |
61.25 |
ATR |
24.41 |
24.03 |
-0.39 |
-1.6% |
0.00 |
Volume |
1,670,998 |
1,031,771 |
-639,227 |
-38.3% |
10,345,353 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.25 |
1,654.75 |
1,619.50 |
|
R3 |
1,643.25 |
1,635.75 |
1,614.25 |
|
R2 |
1,624.25 |
1,624.25 |
1,612.50 |
|
R1 |
1,616.75 |
1,616.75 |
1,610.75 |
1,620.50 |
PP |
1,605.25 |
1,605.25 |
1,605.25 |
1,607.25 |
S1 |
1,597.75 |
1,597.75 |
1,607.25 |
1,601.50 |
S2 |
1,586.25 |
1,586.25 |
1,605.50 |
|
S3 |
1,567.25 |
1,578.75 |
1,603.75 |
|
S4 |
1,548.25 |
1,559.75 |
1,598.50 |
|
|
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 |
1,593.25 |
27.25 |
1.7% |
20.75 |
1.3% |
58% |
False |
False |
1,599,712 |
10 |
1,623.00 |
1,553.25 |
69.75 |
4.3% |
26.75 |
1.7% |
80% |
False |
False |
2,121,851 |
20 |
1,649.00 |
1,553.25 |
95.75 |
6.0% |
25.50 |
1.6% |
58% |
False |
False |
1,552,475 |
40 |
1,680.25 |
1,553.25 |
127.00 |
7.9% |
22.50 |
1.4% |
44% |
False |
False |
788,255 |
60 |
1,680.25 |
1,524.75 |
155.50 |
9.7% |
21.25 |
1.3% |
54% |
False |
False |
529,015 |
80 |
1,680.25 |
1,523.50 |
156.75 |
9.7% |
19.50 |
1.2% |
55% |
False |
False |
397,191 |
100 |
1,680.25 |
1,470.25 |
210.00 |
13.1% |
18.25 |
1.1% |
66% |
False |
False |
317,813 |
120 |
1,680.25 |
1,446.00 |
234.25 |
14.6% |
16.75 |
1.0% |
70% |
False |
False |
264,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,693.75 |
2.618 |
1,662.75 |
1.618 |
1,643.75 |
1.000 |
1,632.00 |
0.618 |
1,624.75 |
HIGH |
1,613.00 |
0.618 |
1,605.75 |
0.500 |
1,603.50 |
0.382 |
1,601.25 |
LOW |
1,594.00 |
0.618 |
1,582.25 |
1.000 |
1,575.00 |
1.618 |
1,563.25 |
2.618 |
1,544.25 |
4.250 |
1,513.25 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,607.25 |
1,608.25 |
PP |
1,605.25 |
1,607.50 |
S1 |
1,603.50 |
1,607.00 |
|