Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,620 |
14,815 |
195 |
1.3% |
14,590 |
High |
14,845 |
14,820 |
-25 |
-0.2% |
14,725 |
Low |
14,530 |
14,510 |
-20 |
-0.1% |
14,200 |
Close |
14,800 |
14,590 |
-210 |
-1.4% |
14,620 |
Range |
315 |
310 |
-5 |
-1.6% |
525 |
ATR |
457 |
446 |
-10 |
-2.3% |
0 |
Volume |
5,652 |
11,312 |
5,660 |
100.1% |
77,828 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,570 |
15,390 |
14,761 |
|
R3 |
15,260 |
15,080 |
14,675 |
|
R2 |
14,950 |
14,950 |
14,647 |
|
R1 |
14,770 |
14,770 |
14,619 |
14,705 |
PP |
14,640 |
14,640 |
14,640 |
14,608 |
S1 |
14,460 |
14,460 |
14,562 |
14,395 |
S2 |
14,330 |
14,330 |
14,533 |
|
S3 |
14,020 |
14,150 |
14,505 |
|
S4 |
13,710 |
13,840 |
14,420 |
|
|
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 |
14,355 |
490 |
3.4% |
300 |
2.1% |
48% |
False |
False |
12,760 |
10 |
14,845 |
13,905 |
940 |
6.4% |
371 |
2.5% |
73% |
False |
False |
15,569 |
20 |
14,845 |
12,815 |
2,030 |
13.9% |
449 |
3.1% |
87% |
False |
False |
19,058 |
40 |
16,120 |
12,420 |
3,700 |
25.4% |
555 |
3.8% |
59% |
False |
False |
15,395 |
60 |
16,120 |
12,420 |
3,700 |
25.4% |
426 |
2.9% |
59% |
False |
False |
10,292 |
80 |
16,120 |
12,015 |
4,105 |
28.1% |
378 |
2.6% |
63% |
False |
False |
7,741 |
100 |
16,120 |
11,160 |
4,960 |
34.0% |
319 |
2.2% |
69% |
False |
False |
6,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,138 |
2.618 |
15,632 |
1.618 |
15,322 |
1.000 |
15,130 |
0.618 |
15,012 |
HIGH |
14,820 |
0.618 |
14,702 |
0.500 |
14,665 |
0.382 |
14,629 |
LOW |
14,510 |
0.618 |
14,319 |
1.000 |
14,200 |
1.618 |
14,009 |
2.618 |
13,699 |
4.250 |
13,193 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,665 |
14,678 |
PP |
14,640 |
14,648 |
S1 |
14,615 |
14,619 |
|