| 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 |
14,911.60 |
14,973.04 |
61.44 |
0.4% |
14,795.79 |
| High |
15,083.28 |
15,049.22 |
-34.06 |
-0.2% |
15,075.01 |
| Low |
14,911.60 |
14,870.51 |
-41.09 |
-0.3% |
14,551.27 |
| Close |
14,974.96 |
14,932.41 |
-42.55 |
-0.3% |
14,909.60 |
| Range |
171.68 |
178.71 |
7.03 |
4.1% |
523.74 |
| ATR |
182.45 |
182.18 |
-0.27 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,486.84 |
15,388.34 |
15,030.70 |
|
| R3 |
15,308.13 |
15,209.63 |
14,981.56 |
|
| R2 |
15,129.42 |
15,129.42 |
14,965.17 |
|
| R1 |
15,030.92 |
15,030.92 |
14,948.79 |
14,990.82 |
| PP |
14,950.71 |
14,950.71 |
14,950.71 |
14,930.66 |
| S1 |
14,852.21 |
14,852.21 |
14,916.03 |
14,812.11 |
| S2 |
14,772.00 |
14,772.00 |
14,899.65 |
|
| S3 |
14,593.29 |
14,673.50 |
14,883.26 |
|
| S4 |
14,414.58 |
14,494.79 |
14,834.12 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,416.51 |
16,186.80 |
15,197.66 |
|
| R3 |
15,892.77 |
15,663.06 |
15,053.63 |
|
| R2 |
15,369.03 |
15,369.03 |
15,005.62 |
|
| R1 |
15,139.32 |
15,139.32 |
14,957.61 |
15,254.18 |
| PP |
14,845.29 |
14,845.29 |
14,845.29 |
14,902.72 |
| S1 |
14,615.58 |
14,615.58 |
14,861.59 |
14,730.44 |
| S2 |
14,321.55 |
14,321.55 |
14,813.58 |
|
| S3 |
13,797.81 |
14,091.84 |
14,765.57 |
|
| S4 |
13,274.07 |
13,568.10 |
14,621.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,083.28 |
14,769.68 |
313.60 |
2.1% |
164.65 |
1.1% |
52% |
False |
False |
|
| 10 |
15,322.07 |
14,551.27 |
770.80 |
5.2% |
196.37 |
1.3% |
49% |
False |
False |
|
| 20 |
15,340.09 |
14,551.27 |
788.82 |
5.3% |
192.77 |
1.3% |
48% |
False |
False |
|
| 40 |
15,542.40 |
14,551.27 |
991.13 |
6.6% |
164.61 |
1.1% |
38% |
False |
False |
|
| 60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.4% |
153.54 |
1.0% |
44% |
False |
False |
|
| 80 |
15,542.40 |
14,373.32 |
1,169.08 |
7.8% |
141.50 |
0.9% |
48% |
False |
False |
|
| 100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.8% |
135.79 |
0.9% |
65% |
False |
False |
|
| 120 |
15,542.40 |
13,382.29 |
2,160.11 |
14.5% |
128.73 |
0.9% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,808.74 |
|
2.618 |
15,517.08 |
|
1.618 |
15,338.37 |
|
1.000 |
15,227.93 |
|
0.618 |
15,159.66 |
|
HIGH |
15,049.22 |
|
0.618 |
14,980.95 |
|
0.500 |
14,959.87 |
|
0.382 |
14,938.78 |
|
LOW |
14,870.51 |
|
0.618 |
14,760.07 |
|
1.000 |
14,691.80 |
|
1.618 |
14,581.36 |
|
2.618 |
14,402.65 |
|
4.250 |
14,110.99 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,959.87 |
14,976.90 |
| PP |
14,950.71 |
14,962.07 |
| S1 |
14,941.56 |
14,947.24 |
|