Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
14,944 |
15,080 |
136 |
0.9% |
14,833 |
High |
15,112 |
15,200 |
88 |
0.6% |
15,112 |
Low |
14,895 |
15,063 |
168 |
1.1% |
14,751 |
Close |
15,076 |
15,160 |
84 |
0.6% |
15,076 |
Range |
217 |
137 |
-80 |
-36.9% |
361 |
ATR |
207 |
202 |
-5 |
-2.4% |
0 |
Volume |
167,661 |
111,435 |
-56,226 |
-33.5% |
574,581 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,552 |
15,493 |
15,235 |
|
R3 |
15,415 |
15,356 |
15,198 |
|
R2 |
15,278 |
15,278 |
15,185 |
|
R1 |
15,219 |
15,219 |
15,173 |
15,249 |
PP |
15,141 |
15,141 |
15,141 |
15,156 |
S1 |
15,082 |
15,082 |
15,148 |
15,112 |
S2 |
15,004 |
15,004 |
15,135 |
|
S3 |
14,867 |
14,945 |
15,122 |
|
S4 |
14,730 |
14,808 |
15,085 |
|
|
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 |
15,200 |
14,751 |
449 |
3.0% |
193 |
1.3% |
91% |
True |
False |
137,203 |
10 |
15,200 |
14,474 |
726 |
4.8% |
206 |
1.4% |
94% |
True |
False |
164,131 |
20 |
15,278 |
14,474 |
804 |
5.3% |
216 |
1.4% |
85% |
False |
False |
145,026 |
40 |
15,447 |
14,474 |
973 |
6.4% |
193 |
1.3% |
71% |
False |
False |
72,726 |
60 |
15,447 |
14,312 |
1,135 |
7.5% |
169 |
1.1% |
75% |
False |
False |
48,511 |
80 |
15,447 |
14,241 |
1,206 |
8.0% |
147 |
1.0% |
76% |
False |
False |
36,386 |
100 |
15,447 |
13,642 |
1,805 |
11.9% |
120 |
0.8% |
84% |
False |
False |
29,109 |
120 |
15,447 |
13,282 |
2,165 |
14.3% |
100 |
0.7% |
87% |
False |
False |
24,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,782 |
2.618 |
15,559 |
1.618 |
15,422 |
1.000 |
15,337 |
0.618 |
15,285 |
HIGH |
15,200 |
0.618 |
15,148 |
0.500 |
15,132 |
0.382 |
15,115 |
LOW |
15,063 |
0.618 |
14,978 |
1.000 |
14,926 |
1.618 |
14,841 |
2.618 |
14,704 |
4.250 |
14,481 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,151 |
15,099 |
PP |
15,141 |
15,037 |
S1 |
15,132 |
14,976 |
|