Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,228.46 |
15,298.03 |
69.57 |
0.5% |
14,911.60 |
High |
15,320.42 |
15,348.95 |
28.53 |
0.2% |
15,137.51 |
Low |
15,228.46 |
15,258.89 |
30.43 |
0.2% |
14,858.93 |
Close |
15,300.34 |
15,291.66 |
-8.68 |
-0.1% |
15,135.84 |
Range |
91.96 |
90.06 |
-1.90 |
-2.1% |
278.58 |
ATR |
170.49 |
164.74 |
-5.74 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,570.01 |
15,520.90 |
15,341.19 |
|
R3 |
15,479.95 |
15,430.84 |
15,316.43 |
|
R2 |
15,389.89 |
15,389.89 |
15,308.17 |
|
R1 |
15,340.78 |
15,340.78 |
15,299.92 |
15,320.31 |
PP |
15,299.83 |
15,299.83 |
15,299.83 |
15,289.60 |
S1 |
15,250.72 |
15,250.72 |
15,283.40 |
15,230.25 |
S2 |
15,209.77 |
15,209.77 |
15,275.15 |
|
S3 |
15,119.71 |
15,160.66 |
15,266.89 |
|
S4 |
15,029.65 |
15,070.60 |
15,242.13 |
|
|
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 |
15,348.95 |
14,858.93 |
490.02 |
3.2% |
128.16 |
0.8% |
88% |
True |
False |
|
10 |
15,348.95 |
14,769.68 |
579.27 |
3.8% |
146.41 |
1.0% |
90% |
True |
False |
|
20 |
15,348.95 |
14,551.27 |
797.68 |
5.2% |
180.56 |
1.2% |
93% |
True |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.5% |
170.35 |
1.1% |
75% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
152.31 |
1.0% |
77% |
False |
False |
|
80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.6% |
145.07 |
0.9% |
78% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
138.67 |
0.9% |
86% |
False |
False |
|
120 |
15,542.40 |
13,510.24 |
2,032.16 |
13.3% |
130.91 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,731.71 |
2.618 |
15,584.73 |
1.618 |
15,494.67 |
1.000 |
15,439.01 |
0.618 |
15,404.61 |
HIGH |
15,348.95 |
0.618 |
15,314.55 |
0.500 |
15,303.92 |
0.382 |
15,293.29 |
LOW |
15,258.89 |
0.618 |
15,203.23 |
1.000 |
15,168.83 |
1.618 |
15,113.17 |
2.618 |
15,023.11 |
4.250 |
14,876.14 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,303.92 |
15,275.47 |
PP |
15,299.83 |
15,259.28 |
S1 |
15,295.75 |
15,243.09 |
|