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 |
1,600.50 |
1,601.00 |
0.50 |
0.0% |
1,572.75 |
High |
1,612.00 |
1,606.50 |
-5.50 |
-0.3% |
1,608.25 |
Low |
1,594.00 |
1,588.25 |
-5.75 |
-0.4% |
1,547.25 |
Close |
1,601.00 |
1,602.75 |
1.75 |
0.1% |
1,593.00 |
Range |
18.00 |
18.25 |
0.25 |
1.4% |
61.00 |
ATR |
23.64 |
23.25 |
-0.38 |
-1.6% |
0.00 |
Volume |
2,800 |
5,172 |
2,372 |
84.7% |
30,182 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.00 |
1,646.50 |
1,612.75 |
|
R3 |
1,635.75 |
1,628.25 |
1,607.75 |
|
R2 |
1,617.50 |
1,617.50 |
1,606.00 |
|
R1 |
1,610.00 |
1,610.00 |
1,604.50 |
1,613.75 |
PP |
1,599.25 |
1,599.25 |
1,599.25 |
1,601.00 |
S1 |
1,591.75 |
1,591.75 |
1,601.00 |
1,595.50 |
S2 |
1,581.00 |
1,581.00 |
1,599.50 |
|
S3 |
1,562.75 |
1,573.50 |
1,597.75 |
|
S4 |
1,544.50 |
1,555.25 |
1,592.75 |
|
|
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 |
1,586.50 |
27.50 |
1.7% |
20.50 |
1.3% |
59% |
False |
False |
4,323 |
10 |
1,614.00 |
1,547.25 |
66.75 |
4.2% |
26.50 |
1.7% |
83% |
False |
False |
5,142 |
20 |
1,642.25 |
1,547.25 |
95.00 |
5.9% |
24.75 |
1.5% |
58% |
False |
False |
2,892 |
40 |
1,670.75 |
1,547.25 |
123.50 |
7.7% |
20.75 |
1.3% |
45% |
False |
False |
1,622 |
60 |
1,670.75 |
1,519.50 |
151.25 |
9.4% |
18.75 |
1.2% |
55% |
False |
False |
1,122 |
80 |
1,670.75 |
1,519.50 |
151.25 |
9.4% |
16.75 |
1.0% |
55% |
False |
False |
894 |
100 |
1,670.75 |
1,466.00 |
204.75 |
12.8% |
15.50 |
1.0% |
67% |
False |
False |
725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.00 |
2.618 |
1,654.25 |
1.618 |
1,636.00 |
1.000 |
1,624.75 |
0.618 |
1,617.75 |
HIGH |
1,606.50 |
0.618 |
1,599.50 |
0.500 |
1,597.50 |
0.382 |
1,595.25 |
LOW |
1,588.25 |
0.618 |
1,577.00 |
1.000 |
1,570.00 |
1.618 |
1,558.75 |
2.618 |
1,540.50 |
4.250 |
1,510.75 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1,601.00 |
1,602.00 |
PP |
1,599.25 |
1,601.00 |
S1 |
1,597.50 |
1,600.25 |
|