Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,165 |
14,590 |
425 |
3.0% |
13,830 |
High |
14,575 |
14,640 |
65 |
0.4% |
14,575 |
Low |
14,060 |
14,200 |
140 |
1.0% |
13,695 |
Close |
14,545 |
14,430 |
-115 |
-0.8% |
14,545 |
Range |
515 |
440 |
-75 |
-14.6% |
880 |
ATR |
535 |
528 |
-7 |
-1.3% |
0 |
Volume |
23,321 |
15,363 |
-7,958 |
-34.1% |
77,967 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,743 |
15,527 |
14,672 |
|
R3 |
15,303 |
15,087 |
14,551 |
|
R2 |
14,863 |
14,863 |
14,511 |
|
R1 |
14,647 |
14,647 |
14,470 |
14,535 |
PP |
14,423 |
14,423 |
14,423 |
14,368 |
S1 |
14,207 |
14,207 |
14,390 |
14,095 |
S2 |
13,983 |
13,983 |
14,349 |
|
S3 |
13,543 |
13,767 |
14,309 |
|
S4 |
13,103 |
13,327 |
14,188 |
|
|
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 |
14,640 |
13,695 |
945 |
6.5% |
475 |
3.3% |
78% |
True |
False |
18,666 |
10 |
14,640 |
12,865 |
1,775 |
12.3% |
506 |
3.5% |
88% |
True |
False |
19,948 |
20 |
14,640 |
12,525 |
2,115 |
14.7% |
546 |
3.8% |
90% |
True |
False |
25,270 |
40 |
16,120 |
12,420 |
3,700 |
25.6% |
542 |
3.8% |
54% |
False |
False |
13,430 |
60 |
16,120 |
12,420 |
3,700 |
25.6% |
419 |
2.9% |
54% |
False |
False |
8,992 |
80 |
16,120 |
12,015 |
4,105 |
28.4% |
359 |
2.5% |
59% |
False |
False |
6,748 |
100 |
16,120 |
11,110 |
5,010 |
34.7% |
315 |
2.2% |
66% |
False |
False |
5,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,510 |
2.618 |
15,792 |
1.618 |
15,352 |
1.000 |
15,080 |
0.618 |
14,912 |
HIGH |
14,640 |
0.618 |
14,472 |
0.500 |
14,420 |
0.382 |
14,368 |
LOW |
14,200 |
0.618 |
13,928 |
1.000 |
13,760 |
1.618 |
13,488 |
2.618 |
13,048 |
4.250 |
12,330 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,427 |
14,378 |
PP |
14,423 |
14,325 |
S1 |
14,420 |
14,273 |
|