| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
14,700 |
14,620 |
-80 |
-0.5% |
14,590 |
| High |
14,725 |
14,845 |
120 |
0.8% |
14,725 |
| Low |
14,520 |
14,530 |
10 |
0.1% |
14,200 |
| Close |
14,620 |
14,800 |
180 |
1.2% |
14,620 |
| Range |
205 |
315 |
110 |
53.7% |
525 |
| ATR |
468 |
457 |
-11 |
-2.3% |
0 |
| Volume |
11,124 |
5,652 |
-5,472 |
-49.2% |
77,828 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,670 |
15,550 |
14,973 |
|
| R3 |
15,355 |
15,235 |
14,887 |
|
| R2 |
15,040 |
15,040 |
14,858 |
|
| R1 |
14,920 |
14,920 |
14,829 |
14,980 |
| PP |
14,725 |
14,725 |
14,725 |
14,755 |
| S1 |
14,605 |
14,605 |
14,771 |
14,665 |
| S2 |
14,410 |
14,410 |
14,742 |
|
| S3 |
14,095 |
14,290 |
14,714 |
|
| S4 |
13,780 |
13,975 |
14,627 |
|
|
| 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 |
14,845 |
14,305 |
540 |
3.6% |
300 |
2.0% |
92% |
True |
False |
13,623 |
| 10 |
14,845 |
13,695 |
1,150 |
7.8% |
388 |
2.6% |
96% |
True |
False |
16,144 |
| 20 |
14,845 |
12,660 |
2,185 |
14.8% |
466 |
3.2% |
98% |
True |
False |
19,971 |
| 40 |
16,120 |
12,420 |
3,700 |
25.0% |
556 |
3.8% |
64% |
False |
False |
15,117 |
| 60 |
16,120 |
12,420 |
3,700 |
25.0% |
424 |
2.9% |
64% |
False |
False |
10,103 |
| 80 |
16,120 |
12,015 |
4,105 |
27.7% |
375 |
2.5% |
68% |
False |
False |
7,600 |
| 100 |
16,120 |
11,160 |
4,960 |
33.5% |
318 |
2.1% |
73% |
False |
False |
6,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,184 |
|
2.618 |
15,670 |
|
1.618 |
15,355 |
|
1.000 |
15,160 |
|
0.618 |
15,040 |
|
HIGH |
14,845 |
|
0.618 |
14,725 |
|
0.500 |
14,688 |
|
0.382 |
14,650 |
|
LOW |
14,530 |
|
0.618 |
14,335 |
|
1.000 |
14,215 |
|
1.618 |
14,020 |
|
2.618 |
13,705 |
|
4.250 |
13,191 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,763 |
14,736 |
| PP |
14,725 |
14,672 |
| S1 |
14,688 |
14,608 |
|