Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,420 |
14,575 |
155 |
1.1% |
13,830 |
High |
14,615 |
14,685 |
70 |
0.5% |
14,575 |
Low |
14,305 |
14,355 |
50 |
0.3% |
13,695 |
Close |
14,530 |
14,430 |
-100 |
-0.7% |
14,545 |
Range |
310 |
330 |
20 |
6.5% |
880 |
ATR |
512 |
499 |
-13 |
-2.5% |
0 |
Volume |
15,629 |
17,873 |
2,244 |
14.4% |
77,967 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,480 |
15,285 |
14,612 |
|
R3 |
15,150 |
14,955 |
14,521 |
|
R2 |
14,820 |
14,820 |
14,491 |
|
R1 |
14,625 |
14,625 |
14,460 |
14,558 |
PP |
14,490 |
14,490 |
14,490 |
14,456 |
S1 |
14,295 |
14,295 |
14,400 |
14,228 |
S2 |
14,160 |
14,160 |
14,370 |
|
S3 |
13,830 |
13,965 |
14,339 |
|
S4 |
13,500 |
13,635 |
14,249 |
|
|
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 |
14,685 |
13,905 |
780 |
5.4% |
425 |
2.9% |
67% |
True |
False |
18,609 |
10 |
14,685 |
12,890 |
1,795 |
12.4% |
453 |
3.1% |
86% |
True |
False |
18,500 |
20 |
14,685 |
12,525 |
2,160 |
15.0% |
516 |
3.6% |
88% |
True |
False |
23,483 |
40 |
16,120 |
12,420 |
3,700 |
25.6% |
552 |
3.8% |
54% |
False |
False |
14,264 |
60 |
16,120 |
12,420 |
3,700 |
25.6% |
421 |
2.9% |
54% |
False |
False |
9,550 |
80 |
16,120 |
12,015 |
4,105 |
28.4% |
366 |
2.5% |
59% |
False |
False |
7,167 |
100 |
16,120 |
11,110 |
5,010 |
34.7% |
316 |
2.2% |
66% |
False |
False |
5,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,088 |
2.618 |
15,549 |
1.618 |
15,219 |
1.000 |
15,015 |
0.618 |
14,889 |
HIGH |
14,685 |
0.618 |
14,559 |
0.500 |
14,520 |
0.382 |
14,481 |
LOW |
14,355 |
0.618 |
14,151 |
1.000 |
14,025 |
1.618 |
13,821 |
2.618 |
13,491 |
4.250 |
12,953 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,520 |
14,443 |
PP |
14,490 |
14,438 |
S1 |
14,460 |
14,434 |
|