Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,345 |
14,165 |
-180 |
-1.3% |
13,830 |
High |
14,435 |
14,575 |
140 |
1.0% |
14,575 |
Low |
13,905 |
14,060 |
155 |
1.1% |
13,695 |
Close |
14,175 |
14,545 |
370 |
2.6% |
14,545 |
Range |
530 |
515 |
-15 |
-2.8% |
880 |
ATR |
536 |
535 |
-2 |
-0.3% |
0 |
Volume |
20,861 |
23,321 |
2,460 |
11.8% |
77,967 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,938 |
15,757 |
14,828 |
|
R3 |
15,423 |
15,242 |
14,687 |
|
R2 |
14,908 |
14,908 |
14,640 |
|
R1 |
14,727 |
14,727 |
14,592 |
14,818 |
PP |
14,393 |
14,393 |
14,393 |
14,439 |
S1 |
14,212 |
14,212 |
14,498 |
14,303 |
S2 |
13,878 |
13,878 |
14,451 |
|
S3 |
13,363 |
13,697 |
14,404 |
|
S4 |
12,848 |
13,182 |
14,262 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,912 |
16,608 |
15,029 |
|
R3 |
16,032 |
15,728 |
14,787 |
|
R2 |
15,152 |
15,152 |
14,706 |
|
R1 |
14,848 |
14,848 |
14,626 |
15,000 |
PP |
14,272 |
14,272 |
14,272 |
14,348 |
S1 |
13,968 |
13,968 |
14,464 |
14,120 |
S2 |
13,392 |
13,392 |
14,384 |
|
S3 |
12,512 |
13,088 |
14,303 |
|
S4 |
11,632 |
12,208 |
14,061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,575 |
13,460 |
1,115 |
7.7% |
478 |
3.3% |
97% |
True |
False |
19,163 |
10 |
14,575 |
12,815 |
1,760 |
12.1% |
539 |
3.7% |
98% |
True |
False |
21,030 |
20 |
14,575 |
12,525 |
2,050 |
14.1% |
563 |
3.9% |
99% |
True |
False |
24,810 |
40 |
16,120 |
12,420 |
3,700 |
25.4% |
540 |
3.7% |
57% |
False |
False |
13,046 |
60 |
16,120 |
12,420 |
3,700 |
25.4% |
414 |
2.8% |
57% |
False |
False |
8,737 |
80 |
16,120 |
12,015 |
4,105 |
28.2% |
353 |
2.4% |
62% |
False |
False |
6,556 |
100 |
16,120 |
11,110 |
5,010 |
34.4% |
313 |
2.1% |
69% |
False |
False |
5,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,764 |
2.618 |
15,923 |
1.618 |
15,408 |
1.000 |
15,090 |
0.618 |
14,893 |
HIGH |
14,575 |
0.618 |
14,378 |
0.500 |
14,318 |
0.382 |
14,257 |
LOW |
14,060 |
0.618 |
13,742 |
1.000 |
13,545 |
1.618 |
13,227 |
2.618 |
12,712 |
4.250 |
11,871 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,469 |
14,443 |
PP |
14,393 |
14,342 |
S1 |
14,318 |
14,240 |
|