Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,995.46 |
15,137.22 |
141.76 |
0.9% |
14,911.60 |
High |
15,137.51 |
15,262.72 |
125.21 |
0.8% |
15,137.51 |
Low |
14,971.20 |
15,137.22 |
166.02 |
1.1% |
14,858.93 |
Close |
15,135.84 |
15,224.69 |
88.85 |
0.6% |
15,135.84 |
Range |
166.31 |
125.50 |
-40.81 |
-24.5% |
278.58 |
ATR |
180.04 |
176.24 |
-3.80 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,584.71 |
15,530.20 |
15,293.72 |
|
R3 |
15,459.21 |
15,404.70 |
15,259.20 |
|
R2 |
15,333.71 |
15,333.71 |
15,247.70 |
|
R1 |
15,279.20 |
15,279.20 |
15,236.19 |
15,306.46 |
PP |
15,208.21 |
15,208.21 |
15,208.21 |
15,221.84 |
S1 |
15,153.70 |
15,153.70 |
15,213.19 |
15,180.96 |
S2 |
15,082.71 |
15,082.71 |
15,201.68 |
|
S3 |
14,957.21 |
15,028.20 |
15,190.18 |
|
S4 |
14,831.71 |
14,902.70 |
15,155.67 |
|
|
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 |
15,262.72 |
14,858.93 |
403.79 |
2.7% |
161.83 |
1.1% |
91% |
True |
False |
|
10 |
15,262.72 |
14,551.27 |
711.45 |
4.7% |
166.89 |
1.1% |
95% |
True |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.2% |
184.18 |
1.2% |
85% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.5% |
169.31 |
1.1% |
68% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
154.96 |
1.0% |
71% |
False |
False |
|
80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.6% |
144.70 |
1.0% |
73% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
138.37 |
0.9% |
82% |
False |
False |
|
120 |
15,542.40 |
13,445.80 |
2,096.60 |
13.8% |
130.78 |
0.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,796.10 |
2.618 |
15,591.28 |
1.618 |
15,465.78 |
1.000 |
15,388.22 |
0.618 |
15,340.28 |
HIGH |
15,262.72 |
0.618 |
15,214.78 |
0.500 |
15,199.97 |
0.382 |
15,185.16 |
LOW |
15,137.22 |
0.618 |
15,059.66 |
1.000 |
15,011.72 |
1.618 |
14,934.16 |
2.618 |
14,808.66 |
4.250 |
14,603.85 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,216.45 |
15,170.07 |
PP |
15,208.21 |
15,115.45 |
S1 |
15,199.97 |
15,060.83 |
|