| 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 |
1,236.4 |
1,255.8 |
19.4 |
1.6% |
1,300.1 |
| High |
1,263.1 |
1,269.0 |
5.9 |
0.5% |
1,302.8 |
| Low |
1,226.7 |
1,241.9 |
15.2 |
1.2% |
1,182.6 |
| Close |
1,258.0 |
1,245.8 |
-12.2 |
-1.0% |
1,225.9 |
| Range |
36.4 |
27.1 |
-9.3 |
-25.5% |
120.2 |
| ATR |
34.6 |
34.1 |
-0.5 |
-1.6% |
0.0 |
| Volume |
18,089 |
15,883 |
-2,206 |
-12.2% |
59,342 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.5 |
1,316.8 |
1,260.7 |
|
| R3 |
1,306.4 |
1,289.7 |
1,253.3 |
|
| R2 |
1,279.3 |
1,279.3 |
1,250.8 |
|
| R1 |
1,262.6 |
1,262.6 |
1,248.3 |
1,257.4 |
| PP |
1,252.2 |
1,252.2 |
1,252.2 |
1,249.7 |
| S1 |
1,235.5 |
1,235.5 |
1,243.3 |
1,230.3 |
| S2 |
1,225.1 |
1,225.1 |
1,240.8 |
|
| S3 |
1,198.0 |
1,208.4 |
1,238.3 |
|
| S4 |
1,170.9 |
1,181.3 |
1,230.9 |
|
|
| 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 |
1,279.5 |
1,182.6 |
96.9 |
7.8% |
44.4 |
3.6% |
65% |
False |
False |
15,997 |
| 10 |
1,378.0 |
1,182.6 |
195.4 |
15.7% |
39.7 |
3.2% |
32% |
False |
False |
10,853 |
| 20 |
1,426.0 |
1,182.6 |
243.4 |
19.5% |
30.4 |
2.4% |
26% |
False |
False |
7,177 |
| 40 |
1,478.9 |
1,182.6 |
296.3 |
23.8% |
31.2 |
2.5% |
21% |
False |
False |
7,105 |
| 60 |
1,594.6 |
1,182.6 |
412.0 |
33.1% |
34.0 |
2.7% |
15% |
False |
False |
6,198 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
35.3% |
29.4 |
2.4% |
14% |
False |
False |
5,155 |
| 100 |
1,681.0 |
1,182.6 |
498.4 |
40.0% |
27.5 |
2.2% |
13% |
False |
False |
4,618 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
42.0% |
25.4 |
2.0% |
12% |
False |
False |
4,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.2 |
|
2.618 |
1,339.9 |
|
1.618 |
1,312.8 |
|
1.000 |
1,296.1 |
|
0.618 |
1,285.7 |
|
HIGH |
1,269.0 |
|
0.618 |
1,258.6 |
|
0.500 |
1,255.5 |
|
0.382 |
1,252.3 |
|
LOW |
1,241.9 |
|
0.618 |
1,225.2 |
|
1.000 |
1,214.8 |
|
1.618 |
1,198.1 |
|
2.618 |
1,171.0 |
|
4.250 |
1,126.7 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.5 |
1,239.1 |
| PP |
1,252.2 |
1,232.5 |
| S1 |
1,249.0 |
1,225.8 |
|