Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,575 |
14,570 |
-5 |
0.0% |
13,830 |
High |
14,685 |
14,710 |
25 |
0.2% |
14,575 |
Low |
14,355 |
14,370 |
15 |
0.1% |
13,695 |
Close |
14,430 |
14,625 |
195 |
1.4% |
14,545 |
Range |
330 |
340 |
10 |
3.0% |
880 |
ATR |
499 |
488 |
-11 |
-2.3% |
0 |
Volume |
17,873 |
17,839 |
-34 |
-0.2% |
77,967 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,588 |
15,447 |
14,812 |
|
R3 |
15,248 |
15,107 |
14,719 |
|
R2 |
14,908 |
14,908 |
14,687 |
|
R1 |
14,767 |
14,767 |
14,656 |
14,838 |
PP |
14,568 |
14,568 |
14,568 |
14,604 |
S1 |
14,427 |
14,427 |
14,594 |
14,498 |
S2 |
14,228 |
14,228 |
14,563 |
|
S3 |
13,888 |
14,087 |
14,532 |
|
S4 |
13,548 |
13,747 |
14,438 |
|
|
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 |
14,710 |
14,060 |
650 |
4.4% |
387 |
2.6% |
87% |
True |
False |
18,005 |
10 |
14,710 |
13,000 |
1,710 |
11.7% |
440 |
3.0% |
95% |
True |
False |
18,132 |
20 |
14,710 |
12,525 |
2,185 |
14.9% |
504 |
3.4% |
96% |
True |
False |
22,833 |
40 |
16,120 |
12,420 |
3,700 |
25.3% |
553 |
3.8% |
60% |
False |
False |
14,708 |
60 |
16,120 |
12,420 |
3,700 |
25.3% |
421 |
2.9% |
60% |
False |
False |
9,839 |
80 |
16,120 |
12,015 |
4,105 |
28.1% |
370 |
2.5% |
64% |
False |
False |
7,390 |
100 |
16,120 |
11,160 |
4,960 |
33.9% |
317 |
2.2% |
70% |
False |
False |
5,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,155 |
2.618 |
15,600 |
1.618 |
15,260 |
1.000 |
15,050 |
0.618 |
14,920 |
HIGH |
14,710 |
0.618 |
14,580 |
0.500 |
14,540 |
0.382 |
14,500 |
LOW |
14,370 |
0.618 |
14,160 |
1.000 |
14,030 |
1.618 |
13,820 |
2.618 |
13,480 |
4.250 |
12,925 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,597 |
14,586 |
PP |
14,568 |
14,547 |
S1 |
14,540 |
14,508 |
|