Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,298.00 |
15,460.69 |
162.69 |
1.1% |
15,137.22 |
High |
15,483.55 |
15,498.39 |
14.84 |
0.1% |
15,498.39 |
Low |
15,298.00 |
15,410.27 |
112.27 |
0.7% |
15,137.22 |
Close |
15,460.92 |
15,464.30 |
3.38 |
0.0% |
15,464.30 |
Range |
185.55 |
88.12 |
-97.43 |
-52.5% |
361.17 |
ATR |
166.68 |
161.07 |
-5.61 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,722.01 |
15,681.28 |
15,512.77 |
|
R3 |
15,633.89 |
15,593.16 |
15,488.53 |
|
R2 |
15,545.77 |
15,545.77 |
15,480.46 |
|
R1 |
15,505.04 |
15,505.04 |
15,472.38 |
15,525.41 |
PP |
15,457.65 |
15,457.65 |
15,457.65 |
15,467.84 |
S1 |
15,416.92 |
15,416.92 |
15,456.22 |
15,437.29 |
S2 |
15,369.53 |
15,369.53 |
15,448.14 |
|
S3 |
15,281.41 |
15,328.80 |
15,440.07 |
|
S4 |
15,193.29 |
15,240.68 |
15,415.83 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,450.15 |
16,318.39 |
15,662.94 |
|
R3 |
16,088.98 |
15,957.22 |
15,563.62 |
|
R2 |
15,727.81 |
15,727.81 |
15,530.51 |
|
R1 |
15,596.05 |
15,596.05 |
15,497.41 |
15,661.93 |
PP |
15,366.64 |
15,366.64 |
15,366.64 |
15,399.58 |
S1 |
15,234.88 |
15,234.88 |
15,431.19 |
15,300.76 |
S2 |
15,005.47 |
15,005.47 |
15,398.09 |
|
S3 |
14,644.30 |
14,873.71 |
15,364.98 |
|
S4 |
14,283.13 |
14,512.54 |
15,265.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,498.39 |
15,137.22 |
361.17 |
2.3% |
116.24 |
0.8% |
91% |
True |
False |
|
10 |
15,498.39 |
14,858.93 |
639.46 |
4.1% |
141.47 |
0.9% |
95% |
True |
False |
|
20 |
15,498.39 |
14,551.27 |
947.12 |
6.1% |
168.80 |
1.1% |
96% |
True |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
170.79 |
1.1% |
92% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.1% |
150.90 |
1.0% |
93% |
False |
False |
|
80 |
15,542.40 |
14,383.02 |
1,159.38 |
7.5% |
145.37 |
0.9% |
93% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
139.78 |
0.9% |
96% |
False |
False |
|
120 |
15,542.40 |
13,622.96 |
1,919.44 |
12.4% |
131.50 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,872.90 |
2.618 |
15,729.09 |
1.618 |
15,640.97 |
1.000 |
15,586.51 |
0.618 |
15,552.85 |
HIGH |
15,498.39 |
0.618 |
15,464.73 |
0.500 |
15,454.33 |
0.382 |
15,443.93 |
LOW |
15,410.27 |
0.618 |
15,355.81 |
1.000 |
15,322.15 |
1.618 |
15,267.69 |
2.618 |
15,179.57 |
4.250 |
15,035.76 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,460.98 |
15,435.75 |
PP |
15,457.65 |
15,407.19 |
S1 |
15,454.33 |
15,378.64 |
|