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 |
1,600.50 |
1,594.25 |
-6.25 |
-0.4% |
1,572.75 |
High |
1,608.25 |
1,614.00 |
5.75 |
0.4% |
1,608.25 |
Low |
1,588.00 |
1,586.50 |
-1.50 |
-0.1% |
1,547.25 |
Close |
1,593.00 |
1,600.50 |
7.50 |
0.5% |
1,593.00 |
Range |
20.25 |
27.50 |
7.25 |
35.8% |
61.00 |
ATR |
23.81 |
24.07 |
0.26 |
1.1% |
0.00 |
Volume |
6,848 |
3,556 |
-3,292 |
-48.1% |
30,182 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,682.75 |
1,669.25 |
1,615.50 |
|
R3 |
1,655.25 |
1,641.75 |
1,608.00 |
|
R2 |
1,627.75 |
1,627.75 |
1,605.50 |
|
R1 |
1,614.25 |
1,614.25 |
1,603.00 |
1,621.00 |
PP |
1,600.25 |
1,600.25 |
1,600.25 |
1,603.75 |
S1 |
1,586.75 |
1,586.75 |
1,598.00 |
1,593.50 |
S2 |
1,572.75 |
1,572.75 |
1,595.50 |
|
S3 |
1,545.25 |
1,559.25 |
1,593.00 |
|
S4 |
1,517.75 |
1,531.75 |
1,585.50 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.75 |
1,740.50 |
1,626.50 |
|
R3 |
1,704.75 |
1,679.50 |
1,609.75 |
|
R2 |
1,643.75 |
1,643.75 |
1,604.25 |
|
R1 |
1,618.50 |
1,618.50 |
1,598.50 |
1,631.00 |
PP |
1,582.75 |
1,582.75 |
1,582.75 |
1,589.25 |
S1 |
1,557.50 |
1,557.50 |
1,587.50 |
1,570.00 |
S2 |
1,521.75 |
1,521.75 |
1,581.75 |
|
S3 |
1,460.75 |
1,496.50 |
1,576.25 |
|
S4 |
1,399.75 |
1,435.50 |
1,559.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,614.00 |
1,549.75 |
64.25 |
4.0% |
25.00 |
1.6% |
79% |
True |
False |
5,530 |
10 |
1,642.25 |
1,547.25 |
95.00 |
5.9% |
27.50 |
1.7% |
56% |
False |
False |
4,553 |
20 |
1,642.25 |
1,547.25 |
95.00 |
5.9% |
25.00 |
1.6% |
56% |
False |
False |
2,524 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.7% |
20.25 |
1.3% |
43% |
False |
False |
1,433 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
18.50 |
1.2% |
54% |
False |
False |
999 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.5% |
16.50 |
1.0% |
54% |
False |
False |
801 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.8% |
15.50 |
1.0% |
66% |
False |
False |
646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.00 |
2.618 |
1,686.00 |
1.618 |
1,658.50 |
1.000 |
1,641.50 |
0.618 |
1,631.00 |
HIGH |
1,614.00 |
0.618 |
1,603.50 |
0.500 |
1,600.25 |
0.382 |
1,597.00 |
LOW |
1,586.50 |
0.618 |
1,569.50 |
1.000 |
1,559.00 |
1.618 |
1,542.00 |
2.618 |
1,514.50 |
4.250 |
1,469.50 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,600.50 |
1,600.50 |
PP |
1,600.25 |
1,600.25 |
S1 |
1,600.25 |
1,600.25 |
|