Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,460.69 |
15,459.69 |
-1.00 |
0.0% |
15,137.22 |
High |
15,498.39 |
15,509.48 |
11.09 |
0.1% |
15,498.39 |
Low |
15,410.27 |
15,455.77 |
45.50 |
0.3% |
15,137.22 |
Close |
15,464.30 |
15,484.26 |
19.96 |
0.1% |
15,464.30 |
Range |
88.12 |
53.71 |
-34.41 |
-39.0% |
361.17 |
ATR |
161.07 |
153.40 |
-7.67 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,644.30 |
15,617.99 |
15,513.80 |
|
R3 |
15,590.59 |
15,564.28 |
15,499.03 |
|
R2 |
15,536.88 |
15,536.88 |
15,494.11 |
|
R1 |
15,510.57 |
15,510.57 |
15,489.18 |
15,523.73 |
PP |
15,483.17 |
15,483.17 |
15,483.17 |
15,489.75 |
S1 |
15,456.86 |
15,456.86 |
15,479.34 |
15,470.02 |
S2 |
15,429.46 |
15,429.46 |
15,474.41 |
|
S3 |
15,375.75 |
15,403.15 |
15,469.49 |
|
S4 |
15,322.04 |
15,349.44 |
15,454.72 |
|
|
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 |
15,509.48 |
15,228.46 |
281.02 |
1.8% |
101.88 |
0.7% |
91% |
True |
False |
|
10 |
15,509.48 |
14,858.93 |
650.55 |
4.2% |
131.86 |
0.9% |
96% |
True |
False |
|
20 |
15,509.48 |
14,551.27 |
958.21 |
6.2% |
163.43 |
1.1% |
97% |
True |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
169.97 |
1.1% |
94% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.1% |
149.21 |
1.0% |
95% |
False |
False |
|
80 |
15,542.40 |
14,383.02 |
1,159.38 |
7.5% |
144.90 |
0.9% |
95% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
138.93 |
0.9% |
97% |
False |
False |
|
120 |
15,542.40 |
13,710.13 |
1,832.27 |
11.8% |
131.21 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,737.75 |
2.618 |
15,650.09 |
1.618 |
15,596.38 |
1.000 |
15,563.19 |
0.618 |
15,542.67 |
HIGH |
15,509.48 |
0.618 |
15,488.96 |
0.500 |
15,482.63 |
0.382 |
15,476.29 |
LOW |
15,455.77 |
0.618 |
15,422.58 |
1.000 |
15,402.06 |
1.618 |
15,368.87 |
2.618 |
15,315.16 |
4.250 |
15,227.50 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,483.72 |
15,457.42 |
PP |
15,483.17 |
15,430.58 |
S1 |
15,482.63 |
15,403.74 |
|