| 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 |
1,203.0 |
1,236.4 |
33.4 |
2.8% |
1,300.1 |
| High |
1,236.9 |
1,263.1 |
26.2 |
2.1% |
1,302.8 |
| Low |
1,182.6 |
1,226.7 |
44.1 |
3.7% |
1,182.6 |
| Close |
1,225.9 |
1,258.0 |
32.1 |
2.6% |
1,225.9 |
| Range |
54.3 |
36.4 |
-17.9 |
-33.0% |
120.2 |
| ATR |
34.4 |
34.6 |
0.2 |
0.6% |
0.0 |
| Volume |
19,932 |
18,089 |
-1,843 |
-9.2% |
59,342 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.5 |
1,344.6 |
1,278.0 |
|
| R3 |
1,322.1 |
1,308.2 |
1,268.0 |
|
| R2 |
1,285.7 |
1,285.7 |
1,264.7 |
|
| R1 |
1,271.8 |
1,271.8 |
1,261.3 |
1,278.8 |
| PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,252.7 |
| S1 |
1,235.4 |
1,235.4 |
1,254.7 |
1,242.4 |
| S2 |
1,212.9 |
1,212.9 |
1,251.3 |
|
| S3 |
1,176.5 |
1,199.0 |
1,248.0 |
|
| S4 |
1,140.1 |
1,162.6 |
1,238.0 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.7 |
1,532.0 |
1,292.0 |
|
| R3 |
1,477.5 |
1,411.8 |
1,259.0 |
|
| R2 |
1,357.3 |
1,357.3 |
1,247.9 |
|
| R1 |
1,291.6 |
1,291.6 |
1,236.9 |
1,264.4 |
| PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,223.5 |
| S1 |
1,171.4 |
1,171.4 |
1,214.9 |
1,144.2 |
| S2 |
1,116.9 |
1,116.9 |
1,203.9 |
|
| S3 |
996.7 |
1,051.2 |
1,192.8 |
|
| S4 |
876.5 |
931.0 |
1,159.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,290.1 |
1,182.6 |
107.5 |
8.5% |
42.3 |
3.4% |
70% |
False |
False |
13,692 |
| 10 |
1,386.9 |
1,182.6 |
204.3 |
16.2% |
39.4 |
3.1% |
37% |
False |
False |
9,424 |
| 20 |
1,426.0 |
1,182.6 |
243.4 |
19.3% |
30.3 |
2.4% |
31% |
False |
False |
6,592 |
| 40 |
1,482.0 |
1,182.6 |
299.4 |
23.8% |
30.8 |
2.4% |
25% |
False |
False |
6,804 |
| 60 |
1,594.6 |
1,182.6 |
412.0 |
32.8% |
33.8 |
2.7% |
18% |
False |
False |
6,036 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
34.9% |
29.3 |
2.3% |
17% |
False |
False |
4,969 |
| 100 |
1,691.0 |
1,182.6 |
508.4 |
40.4% |
27.4 |
2.2% |
15% |
False |
False |
4,480 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
41.6% |
25.3 |
2.0% |
14% |
False |
False |
3,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.8 |
|
2.618 |
1,358.4 |
|
1.618 |
1,322.0 |
|
1.000 |
1,299.5 |
|
0.618 |
1,285.6 |
|
HIGH |
1,263.1 |
|
0.618 |
1,249.2 |
|
0.500 |
1,244.9 |
|
0.382 |
1,240.6 |
|
LOW |
1,226.7 |
|
0.618 |
1,204.2 |
|
1.000 |
1,190.3 |
|
1.618 |
1,167.8 |
|
2.618 |
1,131.4 |
|
4.250 |
1,072.0 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.6 |
1,246.3 |
| PP |
1,249.3 |
1,234.6 |
| S1 |
1,244.9 |
1,222.9 |
|