Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,485.03 |
15,456.92 |
-28.11 |
-0.2% |
15,137.22 |
High |
15,498.16 |
15,502.00 |
3.84 |
0.0% |
15,498.39 |
Low |
15,415.71 |
15,438.12 |
22.41 |
0.1% |
15,137.22 |
Close |
15,451.85 |
15,470.52 |
18.67 |
0.1% |
15,464.30 |
Range |
82.45 |
63.88 |
-18.57 |
-22.5% |
361.17 |
ATR |
148.33 |
142.30 |
-6.03 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,661.85 |
15,630.07 |
15,505.65 |
|
R3 |
15,597.97 |
15,566.19 |
15,488.09 |
|
R2 |
15,534.09 |
15,534.09 |
15,482.23 |
|
R1 |
15,502.31 |
15,502.31 |
15,476.38 |
15,518.20 |
PP |
15,470.21 |
15,470.21 |
15,470.21 |
15,478.16 |
S1 |
15,438.43 |
15,438.43 |
15,464.66 |
15,454.32 |
S2 |
15,406.33 |
15,406.33 |
15,458.81 |
|
S3 |
15,342.45 |
15,374.55 |
15,452.95 |
|
S4 |
15,278.57 |
15,310.67 |
15,435.39 |
|
|
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 |
15,298.00 |
211.48 |
1.4% |
94.74 |
0.6% |
82% |
False |
False |
|
10 |
15,509.48 |
14,858.93 |
650.55 |
4.2% |
111.45 |
0.7% |
94% |
False |
False |
|
20 |
15,509.48 |
14,551.27 |
958.21 |
6.2% |
153.91 |
1.0% |
96% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
168.62 |
1.1% |
93% |
False |
False |
|
60 |
15,542.40 |
14,551.27 |
991.13 |
6.4% |
147.63 |
1.0% |
93% |
False |
False |
|
80 |
15,542.40 |
14,395.00 |
1,147.40 |
7.4% |
143.89 |
0.9% |
94% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
138.25 |
0.9% |
96% |
False |
False |
|
120 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
130.89 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,773.49 |
2.618 |
15,669.24 |
1.618 |
15,605.36 |
1.000 |
15,565.88 |
0.618 |
15,541.48 |
HIGH |
15,502.00 |
0.618 |
15,477.60 |
0.500 |
15,470.06 |
0.382 |
15,462.52 |
LOW |
15,438.12 |
0.618 |
15,398.64 |
1.000 |
15,374.24 |
1.618 |
15,334.76 |
2.618 |
15,270.88 |
4.250 |
15,166.63 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,470.37 |
15,467.88 |
PP |
15,470.21 |
15,465.24 |
S1 |
15,470.06 |
15,462.60 |
|