| 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 |
1,255.8 |
1,245.5 |
-10.3 |
-0.8% |
1,300.1 |
| High |
1,269.0 |
1,261.5 |
-7.5 |
-0.6% |
1,302.8 |
| Low |
1,241.9 |
1,238.3 |
-3.6 |
-0.3% |
1,182.6 |
| Close |
1,245.8 |
1,254.3 |
8.5 |
0.7% |
1,225.9 |
| Range |
27.1 |
23.2 |
-3.9 |
-14.4% |
120.2 |
| ATR |
34.1 |
33.3 |
-0.8 |
-2.3% |
0.0 |
| Volume |
15,883 |
19,463 |
3,580 |
22.5% |
59,342 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.0 |
1,310.8 |
1,267.1 |
|
| R3 |
1,297.8 |
1,287.6 |
1,260.7 |
|
| R2 |
1,274.6 |
1,274.6 |
1,258.6 |
|
| R1 |
1,264.4 |
1,264.4 |
1,256.4 |
1,269.5 |
| PP |
1,251.4 |
1,251.4 |
1,251.4 |
1,253.9 |
| S1 |
1,241.2 |
1,241.2 |
1,252.2 |
1,246.3 |
| S2 |
1,228.2 |
1,228.2 |
1,250.0 |
|
| S3 |
1,205.0 |
1,218.0 |
1,247.9 |
|
| S4 |
1,181.8 |
1,194.8 |
1,241.5 |
|
|
| 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 |
1,269.0 |
1,182.6 |
86.4 |
6.9% |
37.7 |
3.0% |
83% |
False |
False |
18,394 |
| 10 |
1,351.0 |
1,182.6 |
168.4 |
13.4% |
39.3 |
3.1% |
43% |
False |
False |
12,607 |
| 20 |
1,426.0 |
1,182.6 |
243.4 |
19.4% |
30.8 |
2.5% |
29% |
False |
False |
7,930 |
| 40 |
1,478.9 |
1,182.6 |
296.3 |
23.6% |
31.1 |
2.5% |
24% |
False |
False |
7,549 |
| 60 |
1,592.1 |
1,182.6 |
409.5 |
32.6% |
34.1 |
2.7% |
18% |
False |
False |
6,453 |
| 80 |
1,621.8 |
1,182.6 |
439.2 |
35.0% |
29.6 |
2.4% |
16% |
False |
False |
5,388 |
| 100 |
1,676.0 |
1,182.6 |
493.4 |
39.3% |
27.6 |
2.2% |
15% |
False |
False |
4,801 |
| 120 |
1,705.5 |
1,182.6 |
522.9 |
41.7% |
25.4 |
2.0% |
14% |
False |
False |
4,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.1 |
|
2.618 |
1,322.2 |
|
1.618 |
1,299.0 |
|
1.000 |
1,284.7 |
|
0.618 |
1,275.8 |
|
HIGH |
1,261.5 |
|
0.618 |
1,252.6 |
|
0.500 |
1,249.9 |
|
0.382 |
1,247.2 |
|
LOW |
1,238.3 |
|
0.618 |
1,224.0 |
|
1.000 |
1,215.1 |
|
1.618 |
1,200.8 |
|
2.618 |
1,177.6 |
|
4.250 |
1,139.7 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.8 |
1,252.2 |
| PP |
1,251.4 |
1,250.0 |
| S1 |
1,249.9 |
1,247.9 |
|