| 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 |
2,902.75 |
2,919.25 |
16.50 |
0.6% |
2,866.50 |
| High |
2,946.75 |
2,941.25 |
-5.50 |
-0.2% |
2,922.00 |
| Low |
2,894.25 |
2,907.25 |
13.00 |
0.4% |
2,817.75 |
| Close |
2,917.00 |
2,923.25 |
6.25 |
0.2% |
2,901.25 |
| Range |
52.50 |
34.00 |
-18.50 |
-35.2% |
104.25 |
| ATR |
43.61 |
42.92 |
-0.69 |
-1.6% |
0.00 |
| Volume |
200,624 |
202,883 |
2,259 |
1.1% |
1,225,707 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.00 |
3,008.50 |
2,942.00 |
|
| R3 |
2,992.00 |
2,974.50 |
2,932.50 |
|
| R2 |
2,958.00 |
2,958.00 |
2,929.50 |
|
| R1 |
2,940.50 |
2,940.50 |
2,926.25 |
2,949.25 |
| PP |
2,924.00 |
2,924.00 |
2,924.00 |
2,928.25 |
| S1 |
2,906.50 |
2,906.50 |
2,920.25 |
2,915.25 |
| S2 |
2,890.00 |
2,890.00 |
2,917.00 |
|
| S3 |
2,856.00 |
2,872.50 |
2,914.00 |
|
| S4 |
2,822.00 |
2,838.50 |
2,904.50 |
|
|
| 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 |
2,845.75 |
101.00 |
3.5% |
41.50 |
1.4% |
77% |
False |
False |
202,510 |
| 10 |
2,999.00 |
2,817.75 |
181.25 |
6.2% |
48.25 |
1.7% |
58% |
False |
False |
279,562 |
| 20 |
2,999.00 |
2,817.75 |
181.25 |
6.2% |
46.00 |
1.6% |
58% |
False |
False |
185,369 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.7% |
37.75 |
1.3% |
47% |
False |
False |
93,057 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
35.25 |
1.2% |
61% |
False |
False |
62,066 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
31.25 |
1.1% |
61% |
False |
False |
46,553 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
26.25 |
0.9% |
66% |
False |
False |
37,242 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
22.75 |
0.8% |
66% |
False |
False |
31,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.75 |
|
2.618 |
3,030.25 |
|
1.618 |
2,996.25 |
|
1.000 |
2,975.25 |
|
0.618 |
2,962.25 |
|
HIGH |
2,941.25 |
|
0.618 |
2,928.25 |
|
0.500 |
2,924.25 |
|
0.382 |
2,920.25 |
|
LOW |
2,907.25 |
|
0.618 |
2,886.25 |
|
1.000 |
2,873.25 |
|
1.618 |
2,852.25 |
|
2.618 |
2,818.25 |
|
4.250 |
2,762.75 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,924.25 |
2,920.75 |
| PP |
2,924.00 |
2,918.00 |
| S1 |
2,923.50 |
2,915.50 |
|