Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,570 |
14,700 |
130 |
0.9% |
14,590 |
High |
14,710 |
14,725 |
15 |
0.1% |
14,725 |
Low |
14,370 |
14,520 |
150 |
1.0% |
14,200 |
Close |
14,625 |
14,620 |
-5 |
0.0% |
14,620 |
Range |
340 |
205 |
-135 |
-39.7% |
525 |
ATR |
488 |
468 |
-20 |
-4.1% |
0 |
Volume |
17,839 |
11,124 |
-6,715 |
-37.6% |
77,828 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,237 |
15,133 |
14,733 |
|
R3 |
15,032 |
14,928 |
14,677 |
|
R2 |
14,827 |
14,827 |
14,658 |
|
R1 |
14,723 |
14,723 |
14,639 |
14,673 |
PP |
14,622 |
14,622 |
14,622 |
14,596 |
S1 |
14,518 |
14,518 |
14,601 |
14,468 |
S2 |
14,417 |
14,417 |
14,583 |
|
S3 |
14,212 |
14,313 |
14,564 |
|
S4 |
14,007 |
14,108 |
14,507 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,090 |
15,880 |
14,909 |
|
R3 |
15,565 |
15,355 |
14,765 |
|
R2 |
15,040 |
15,040 |
14,716 |
|
R1 |
14,830 |
14,830 |
14,668 |
14,935 |
PP |
14,515 |
14,515 |
14,515 |
14,568 |
S1 |
14,305 |
14,305 |
14,572 |
14,410 |
S2 |
13,990 |
13,990 |
14,524 |
|
S3 |
13,465 |
13,780 |
14,476 |
|
S4 |
12,940 |
13,255 |
14,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,725 |
14,200 |
525 |
3.6% |
325 |
2.2% |
80% |
True |
False |
15,565 |
10 |
14,725 |
13,460 |
1,265 |
8.7% |
402 |
2.7% |
92% |
True |
False |
17,364 |
20 |
14,725 |
12,620 |
2,105 |
14.4% |
481 |
3.3% |
95% |
True |
False |
21,383 |
40 |
16,120 |
12,420 |
3,700 |
25.3% |
554 |
3.8% |
59% |
False |
False |
14,983 |
60 |
16,120 |
12,420 |
3,700 |
25.3% |
419 |
2.9% |
59% |
False |
False |
10,016 |
80 |
16,120 |
12,015 |
4,105 |
28.1% |
372 |
2.5% |
63% |
False |
False |
7,529 |
100 |
16,120 |
11,160 |
4,960 |
33.9% |
317 |
2.2% |
70% |
False |
False |
6,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,596 |
2.618 |
15,262 |
1.618 |
15,057 |
1.000 |
14,930 |
0.618 |
14,852 |
HIGH |
14,725 |
0.618 |
14,647 |
0.500 |
14,623 |
0.382 |
14,598 |
LOW |
14,520 |
0.618 |
14,393 |
1.000 |
14,315 |
1.618 |
14,188 |
2.618 |
13,983 |
4.250 |
13,649 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,623 |
14,593 |
PP |
14,622 |
14,567 |
S1 |
14,621 |
14,540 |
|