Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,590 |
14,420 |
-170 |
-1.2% |
13,830 |
High |
14,640 |
14,615 |
-25 |
-0.2% |
14,575 |
Low |
14,200 |
14,305 |
105 |
0.7% |
13,695 |
Close |
14,430 |
14,530 |
100 |
0.7% |
14,545 |
Range |
440 |
310 |
-130 |
-29.5% |
880 |
ATR |
528 |
512 |
-16 |
-2.9% |
0 |
Volume |
15,363 |
15,629 |
266 |
1.7% |
77,967 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,413 |
15,282 |
14,701 |
|
R3 |
15,103 |
14,972 |
14,615 |
|
R2 |
14,793 |
14,793 |
14,587 |
|
R1 |
14,662 |
14,662 |
14,559 |
14,728 |
PP |
14,483 |
14,483 |
14,483 |
14,516 |
S1 |
14,352 |
14,352 |
14,502 |
14,418 |
S2 |
14,173 |
14,173 |
14,473 |
|
S3 |
13,863 |
14,042 |
14,445 |
|
S4 |
13,553 |
13,732 |
14,360 |
|
|
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 |
13,905 |
735 |
5.1% |
442 |
3.0% |
85% |
False |
False |
18,378 |
10 |
14,640 |
12,865 |
1,775 |
12.2% |
469 |
3.2% |
94% |
False |
False |
18,826 |
20 |
14,640 |
12,525 |
2,115 |
14.6% |
535 |
3.7% |
95% |
False |
False |
25,254 |
40 |
16,120 |
12,420 |
3,700 |
25.5% |
547 |
3.8% |
57% |
False |
False |
13,819 |
60 |
16,120 |
12,420 |
3,700 |
25.5% |
422 |
2.9% |
57% |
False |
False |
9,253 |
80 |
16,120 |
12,015 |
4,105 |
28.3% |
362 |
2.5% |
61% |
False |
False |
6,944 |
100 |
16,120 |
11,110 |
5,010 |
34.5% |
315 |
2.2% |
68% |
False |
False |
5,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,933 |
2.618 |
15,427 |
1.618 |
15,117 |
1.000 |
14,925 |
0.618 |
14,807 |
HIGH |
14,615 |
0.618 |
14,497 |
0.500 |
14,460 |
0.382 |
14,424 |
LOW |
14,305 |
0.618 |
14,114 |
1.000 |
13,995 |
1.618 |
13,804 |
2.618 |
13,494 |
4.250 |
12,988 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,507 |
14,470 |
PP |
14,483 |
14,410 |
S1 |
14,460 |
14,350 |
|