Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,459.69 |
15,485.03 |
25.34 |
0.2% |
15,137.22 |
High |
15,509.48 |
15,498.16 |
-11.32 |
-0.1% |
15,498.39 |
Low |
15,455.77 |
15,415.71 |
-40.06 |
-0.3% |
15,137.22 |
Close |
15,484.26 |
15,451.85 |
-32.41 |
-0.2% |
15,464.30 |
Range |
53.71 |
82.45 |
28.74 |
53.5% |
361.17 |
ATR |
153.40 |
148.33 |
-5.07 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,702.59 |
15,659.67 |
15,497.20 |
|
R3 |
15,620.14 |
15,577.22 |
15,474.52 |
|
R2 |
15,537.69 |
15,537.69 |
15,466.97 |
|
R1 |
15,494.77 |
15,494.77 |
15,459.41 |
15,475.01 |
PP |
15,455.24 |
15,455.24 |
15,455.24 |
15,445.36 |
S1 |
15,412.32 |
15,412.32 |
15,444.29 |
15,392.56 |
S2 |
15,372.79 |
15,372.79 |
15,436.73 |
|
S3 |
15,290.34 |
15,329.87 |
15,429.18 |
|
S4 |
15,207.89 |
15,247.42 |
15,406.50 |
|
|
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 |
15,258.89 |
250.59 |
1.6% |
99.98 |
0.6% |
77% |
False |
False |
|
10 |
15,509.48 |
14,858.93 |
650.55 |
4.2% |
122.93 |
0.8% |
91% |
False |
False |
|
20 |
15,509.48 |
14,551.27 |
958.21 |
6.2% |
158.41 |
1.0% |
94% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
168.96 |
1.1% |
91% |
False |
False |
|
60 |
15,542.40 |
14,457.60 |
1,084.80 |
7.0% |
148.76 |
1.0% |
92% |
False |
False |
|
80 |
15,542.40 |
14,395.00 |
1,147.40 |
7.4% |
144.32 |
0.9% |
92% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
138.82 |
0.9% |
95% |
False |
False |
|
120 |
15,542.40 |
13,779.33 |
1,763.07 |
11.4% |
131.19 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,848.57 |
2.618 |
15,714.01 |
1.618 |
15,631.56 |
1.000 |
15,580.61 |
0.618 |
15,549.11 |
HIGH |
15,498.16 |
0.618 |
15,466.66 |
0.500 |
15,456.94 |
0.382 |
15,447.21 |
LOW |
15,415.71 |
0.618 |
15,364.76 |
1.000 |
15,333.26 |
1.618 |
15,282.31 |
2.618 |
15,199.86 |
4.250 |
15,065.30 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,456.94 |
15,459.88 |
PP |
15,455.24 |
15,457.20 |
S1 |
15,453.55 |
15,454.53 |
|