Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,860 |
14,944 |
84 |
0.6% |
14,833 |
High |
14,957 |
15,112 |
155 |
1.0% |
15,112 |
Low |
14,751 |
14,895 |
144 |
1.0% |
14,751 |
Close |
14,916 |
15,076 |
160 |
1.1% |
15,076 |
Range |
206 |
217 |
11 |
5.3% |
361 |
ATR |
207 |
207 |
1 |
0.4% |
0 |
Volume |
109,629 |
167,661 |
58,032 |
52.9% |
574,581 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,679 |
15,594 |
15,195 |
|
R3 |
15,462 |
15,377 |
15,136 |
|
R2 |
15,245 |
15,245 |
15,116 |
|
R1 |
15,160 |
15,160 |
15,096 |
15,203 |
PP |
15,028 |
15,028 |
15,028 |
15,049 |
S1 |
14,943 |
14,943 |
15,056 |
14,986 |
S2 |
14,811 |
14,811 |
15,036 |
|
S3 |
14,594 |
14,726 |
15,016 |
|
S4 |
14,377 |
14,509 |
14,957 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,063 |
15,930 |
15,275 |
|
R3 |
15,702 |
15,569 |
15,175 |
|
R2 |
15,341 |
15,341 |
15,142 |
|
R1 |
15,208 |
15,208 |
15,109 |
15,275 |
PP |
14,980 |
14,980 |
14,980 |
15,013 |
S1 |
14,847 |
14,847 |
15,043 |
14,914 |
S2 |
14,619 |
14,619 |
15,010 |
|
S3 |
14,258 |
14,486 |
14,977 |
|
S4 |
13,897 |
14,125 |
14,878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,112 |
14,751 |
361 |
2.4% |
206 |
1.4% |
90% |
True |
False |
150,886 |
10 |
15,112 |
14,474 |
638 |
4.2% |
212 |
1.4% |
94% |
True |
False |
179,245 |
20 |
15,278 |
14,474 |
804 |
5.3% |
222 |
1.5% |
75% |
False |
False |
139,578 |
40 |
15,447 |
14,474 |
973 |
6.5% |
191 |
1.3% |
62% |
False |
False |
69,942 |
60 |
15,447 |
14,312 |
1,135 |
7.5% |
168 |
1.1% |
67% |
False |
False |
46,654 |
80 |
15,447 |
14,241 |
1,206 |
8.0% |
145 |
1.0% |
69% |
False |
False |
34,993 |
100 |
15,447 |
13,642 |
1,805 |
12.0% |
119 |
0.8% |
79% |
False |
False |
27,994 |
120 |
15,447 |
13,279 |
2,168 |
14.4% |
99 |
0.7% |
83% |
False |
False |
23,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,034 |
2.618 |
15,680 |
1.618 |
15,463 |
1.000 |
15,329 |
0.618 |
15,246 |
HIGH |
15,112 |
0.618 |
15,029 |
0.500 |
15,004 |
0.382 |
14,978 |
LOW |
14,895 |
0.618 |
14,761 |
1.000 |
14,678 |
1.618 |
14,544 |
2.618 |
14,327 |
4.250 |
13,973 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,052 |
15,028 |
PP |
15,028 |
14,980 |
S1 |
15,004 |
14,932 |
|