Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,923.73 |
14,995.46 |
71.73 |
0.5% |
14,911.60 |
High |
15,025.90 |
15,137.51 |
111.61 |
0.7% |
15,137.51 |
Low |
14,858.93 |
14,971.20 |
112.27 |
0.8% |
14,858.93 |
Close |
14,988.55 |
15,135.84 |
147.29 |
1.0% |
15,135.84 |
Range |
166.97 |
166.31 |
-0.66 |
-0.4% |
278.58 |
ATR |
181.09 |
180.04 |
-1.06 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,580.45 |
15,524.45 |
15,227.31 |
|
R3 |
15,414.14 |
15,358.14 |
15,181.58 |
|
R2 |
15,247.83 |
15,247.83 |
15,166.33 |
|
R1 |
15,191.83 |
15,191.83 |
15,151.09 |
15,219.83 |
PP |
15,081.52 |
15,081.52 |
15,081.52 |
15,095.52 |
S1 |
15,025.52 |
15,025.52 |
15,120.59 |
15,053.52 |
S2 |
14,915.21 |
14,915.21 |
15,105.35 |
|
S3 |
14,748.90 |
14,859.21 |
15,090.10 |
|
S4 |
14,582.59 |
14,692.90 |
15,044.37 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,879.83 |
15,786.42 |
15,289.06 |
|
R3 |
15,601.25 |
15,507.84 |
15,212.45 |
|
R2 |
15,322.67 |
15,322.67 |
15,186.91 |
|
R1 |
15,229.26 |
15,229.26 |
15,161.38 |
15,275.97 |
PP |
15,044.09 |
15,044.09 |
15,044.09 |
15,067.45 |
S1 |
14,950.68 |
14,950.68 |
15,110.30 |
14,997.39 |
S2 |
14,765.51 |
14,765.51 |
15,084.77 |
|
S3 |
14,486.93 |
14,672.10 |
15,059.23 |
|
S4 |
14,208.35 |
14,393.52 |
14,982.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,137.51 |
14,858.93 |
278.58 |
1.8% |
166.70 |
1.1% |
99% |
True |
False |
|
10 |
15,137.51 |
14,551.27 |
586.24 |
3.9% |
171.35 |
1.1% |
100% |
True |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.2% |
188.46 |
1.2% |
74% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.5% |
168.62 |
1.1% |
59% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.3% |
154.57 |
1.0% |
63% |
False |
False |
|
80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.7% |
143.90 |
1.0% |
65% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
137.81 |
0.9% |
77% |
False |
False |
|
120 |
15,542.40 |
13,445.80 |
2,096.60 |
13.9% |
130.23 |
0.9% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,844.33 |
2.618 |
15,572.91 |
1.618 |
15,406.60 |
1.000 |
15,303.82 |
0.618 |
15,240.29 |
HIGH |
15,137.51 |
0.618 |
15,073.98 |
0.500 |
15,054.36 |
0.382 |
15,034.73 |
LOW |
14,971.20 |
0.618 |
14,868.42 |
1.000 |
14,804.89 |
1.618 |
14,702.11 |
2.618 |
14,535.80 |
4.250 |
14,264.38 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,108.68 |
15,089.97 |
PP |
15,081.52 |
15,044.09 |
S1 |
15,054.36 |
14,998.22 |
|