| 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 |
2,919.25 |
2,923.25 |
4.00 |
0.1% |
2,866.50 |
| High |
2,941.25 |
2,949.00 |
7.75 |
0.3% |
2,922.00 |
| Low |
2,907.25 |
2,897.00 |
-10.25 |
-0.4% |
2,817.75 |
| Close |
2,923.25 |
2,936.50 |
13.25 |
0.5% |
2,901.25 |
| Range |
34.00 |
52.00 |
18.00 |
52.9% |
104.25 |
| ATR |
42.92 |
43.57 |
0.65 |
1.5% |
0.00 |
| Volume |
202,883 |
152,053 |
-50,830 |
-25.1% |
1,225,707 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.50 |
3,062.00 |
2,965.00 |
|
| R3 |
3,031.50 |
3,010.00 |
2,950.75 |
|
| R2 |
2,979.50 |
2,979.50 |
2,946.00 |
|
| R1 |
2,958.00 |
2,958.00 |
2,941.25 |
2,968.75 |
| PP |
2,927.50 |
2,927.50 |
2,927.50 |
2,933.00 |
| S1 |
2,906.00 |
2,906.00 |
2,931.75 |
2,916.75 |
| S2 |
2,875.50 |
2,875.50 |
2,927.00 |
|
| S3 |
2,823.50 |
2,854.00 |
2,922.25 |
|
| S4 |
2,771.50 |
2,802.00 |
2,908.00 |
|
|
| 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 |
2,949.00 |
2,882.25 |
66.75 |
2.3% |
42.50 |
1.4% |
81% |
True |
False |
193,651 |
| 10 |
2,956.50 |
2,817.75 |
138.75 |
4.7% |
49.00 |
1.7% |
86% |
False |
False |
264,890 |
| 20 |
2,999.00 |
2,817.75 |
181.25 |
6.2% |
46.25 |
1.6% |
66% |
False |
False |
192,902 |
| 40 |
3,044.00 |
2,817.75 |
226.25 |
7.7% |
38.75 |
1.3% |
52% |
False |
False |
96,854 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
35.75 |
1.2% |
65% |
False |
False |
64,600 |
| 80 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
31.75 |
1.1% |
65% |
False |
False |
48,453 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
26.75 |
0.9% |
70% |
False |
False |
38,763 |
| 120 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
23.25 |
0.8% |
70% |
False |
False |
32,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,170.00 |
|
2.618 |
3,085.25 |
|
1.618 |
3,033.25 |
|
1.000 |
3,001.00 |
|
0.618 |
2,981.25 |
|
HIGH |
2,949.00 |
|
0.618 |
2,929.25 |
|
0.500 |
2,923.00 |
|
0.382 |
2,916.75 |
|
LOW |
2,897.00 |
|
0.618 |
2,864.75 |
|
1.000 |
2,845.00 |
|
1.618 |
2,812.75 |
|
2.618 |
2,760.75 |
|
4.250 |
2,676.00 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,932.00 |
2,931.50 |
| PP |
2,927.50 |
2,926.50 |
| S1 |
2,923.00 |
2,921.50 |
|