Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,815 |
14,600 |
-215 |
-1.5% |
14,590 |
High |
14,820 |
14,775 |
-45 |
-0.3% |
14,725 |
Low |
14,510 |
14,535 |
25 |
0.2% |
14,200 |
Close |
14,590 |
14,740 |
150 |
1.0% |
14,620 |
Range |
310 |
240 |
-70 |
-22.6% |
525 |
ATR |
446 |
432 |
-15 |
-3.3% |
0 |
Volume |
11,312 |
10,187 |
-1,125 |
-9.9% |
77,828 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,403 |
15,312 |
14,872 |
|
R3 |
15,163 |
15,072 |
14,806 |
|
R2 |
14,923 |
14,923 |
14,784 |
|
R1 |
14,832 |
14,832 |
14,762 |
14,878 |
PP |
14,683 |
14,683 |
14,683 |
14,706 |
S1 |
14,592 |
14,592 |
14,718 |
14,638 |
S2 |
14,443 |
14,443 |
14,696 |
|
S3 |
14,203 |
14,352 |
14,674 |
|
S4 |
13,963 |
14,112 |
14,608 |
|
|
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 |
14,370 |
475 |
3.2% |
282 |
1.9% |
78% |
False |
False |
11,222 |
10 |
14,845 |
13,905 |
940 |
6.4% |
354 |
2.4% |
89% |
False |
False |
14,916 |
20 |
14,845 |
12,815 |
2,030 |
13.8% |
441 |
3.0% |
95% |
False |
False |
18,531 |
40 |
16,120 |
12,420 |
3,700 |
25.1% |
558 |
3.8% |
63% |
False |
False |
15,644 |
60 |
16,120 |
12,420 |
3,700 |
25.1% |
429 |
2.9% |
63% |
False |
False |
10,455 |
80 |
16,120 |
12,015 |
4,105 |
27.8% |
380 |
2.6% |
66% |
False |
False |
7,868 |
100 |
16,120 |
11,160 |
4,960 |
33.6% |
319 |
2.2% |
72% |
False |
False |
6,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,795 |
2.618 |
15,403 |
1.618 |
15,163 |
1.000 |
15,015 |
0.618 |
14,923 |
HIGH |
14,775 |
0.618 |
14,683 |
0.500 |
14,655 |
0.382 |
14,627 |
LOW |
14,535 |
0.618 |
14,387 |
1.000 |
14,295 |
1.618 |
14,147 |
2.618 |
13,907 |
4.250 |
13,515 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
14,712 |
14,719 |
PP |
14,683 |
14,698 |
S1 |
14,655 |
14,678 |
|