| 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 |
2,899.00 |
2,902.75 |
3.75 |
0.1% |
2,866.50 |
| High |
2,922.00 |
2,946.75 |
24.75 |
0.8% |
2,922.00 |
| Low |
2,884.25 |
2,894.25 |
10.00 |
0.3% |
2,817.75 |
| Close |
2,901.25 |
2,917.00 |
15.75 |
0.5% |
2,901.25 |
| Range |
37.75 |
52.50 |
14.75 |
39.1% |
104.25 |
| ATR |
42.92 |
43.61 |
0.68 |
1.6% |
0.00 |
| Volume |
239,222 |
200,624 |
-38,598 |
-16.1% |
1,225,707 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.75 |
3,049.50 |
2,946.00 |
|
| R3 |
3,024.25 |
2,997.00 |
2,931.50 |
|
| R2 |
2,971.75 |
2,971.75 |
2,926.50 |
|
| R1 |
2,944.50 |
2,944.50 |
2,921.75 |
2,958.00 |
| PP |
2,919.25 |
2,919.25 |
2,919.25 |
2,926.25 |
| S1 |
2,892.00 |
2,892.00 |
2,912.25 |
2,905.50 |
| S2 |
2,866.75 |
2,866.75 |
2,907.50 |
|
| S3 |
2,814.25 |
2,839.50 |
2,902.50 |
|
| S4 |
2,761.75 |
2,787.00 |
2,888.00 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.00 |
3,151.50 |
2,958.50 |
|
| R3 |
3,088.75 |
3,047.25 |
2,930.00 |
|
| R2 |
2,984.50 |
2,984.50 |
2,920.25 |
|
| R1 |
2,943.00 |
2,943.00 |
2,910.75 |
2,963.75 |
| PP |
2,880.25 |
2,880.25 |
2,880.25 |
2,890.75 |
| S1 |
2,838.75 |
2,838.75 |
2,891.75 |
2,859.50 |
| S2 |
2,776.00 |
2,776.00 |
2,882.25 |
|
| S3 |
2,671.75 |
2,734.50 |
2,872.50 |
|
| S4 |
2,567.50 |
2,630.25 |
2,844.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,946.75 |
2,830.75 |
116.00 |
4.0% |
43.25 |
1.5% |
74% |
True |
False |
213,505 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.2% |
48.25 |
1.7% |
55% |
False |
False |
283,057 |
| 20 |
3,000.75 |
2,817.75 |
183.00 |
6.3% |
46.50 |
1.6% |
54% |
False |
False |
175,426 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.8% |
37.25 |
1.3% |
44% |
False |
False |
87,991 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
35.00 |
1.2% |
59% |
False |
False |
58,685 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.7% |
30.75 |
1.1% |
59% |
False |
False |
44,017 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
26.00 |
0.9% |
64% |
False |
False |
35,214 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
22.50 |
0.8% |
64% |
False |
False |
29,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.00 |
|
2.618 |
3,084.25 |
|
1.618 |
3,031.75 |
|
1.000 |
2,999.25 |
|
0.618 |
2,979.25 |
|
HIGH |
2,946.75 |
|
0.618 |
2,926.75 |
|
0.500 |
2,920.50 |
|
0.382 |
2,914.25 |
|
LOW |
2,894.25 |
|
0.618 |
2,861.75 |
|
1.000 |
2,841.75 |
|
1.618 |
2,809.25 |
|
2.618 |
2,756.75 |
|
4.250 |
2,671.00 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,920.50 |
2,916.25 |
| PP |
2,919.25 |
2,915.25 |
| S1 |
2,918.25 |
2,914.50 |
|