Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,232 |
15,299 |
67 |
0.4% |
14,833 |
High |
15,318 |
15,419 |
101 |
0.7% |
15,112 |
Low |
15,192 |
15,299 |
107 |
0.7% |
14,751 |
Close |
15,243 |
15,393 |
150 |
1.0% |
15,076 |
Range |
126 |
120 |
-6 |
-4.8% |
361 |
ATR |
190 |
189 |
-1 |
-0.5% |
0 |
Volume |
138,627 |
105,725 |
-32,902 |
-23.7% |
574,581 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,730 |
15,682 |
15,459 |
|
R3 |
15,610 |
15,562 |
15,426 |
|
R2 |
15,490 |
15,490 |
15,415 |
|
R1 |
15,442 |
15,442 |
15,404 |
15,466 |
PP |
15,370 |
15,370 |
15,370 |
15,383 |
S1 |
15,322 |
15,322 |
15,382 |
15,346 |
S2 |
15,250 |
15,250 |
15,371 |
|
S3 |
15,130 |
15,202 |
15,360 |
|
S4 |
15,010 |
15,082 |
15,327 |
|
|
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 |
15,419 |
14,895 |
524 |
3.4% |
139 |
0.9% |
95% |
True |
False |
124,585 |
10 |
15,419 |
14,751 |
668 |
4.3% |
169 |
1.1% |
96% |
True |
False |
135,274 |
20 |
15,419 |
14,474 |
945 |
6.1% |
206 |
1.3% |
97% |
True |
False |
161,235 |
40 |
15,447 |
14,474 |
973 |
6.3% |
194 |
1.3% |
94% |
False |
False |
81,317 |
60 |
15,447 |
14,312 |
1,135 |
7.4% |
167 |
1.1% |
95% |
False |
False |
54,239 |
80 |
15,447 |
14,241 |
1,206 |
7.8% |
148 |
1.0% |
96% |
False |
False |
40,683 |
100 |
15,447 |
13,642 |
1,805 |
11.7% |
124 |
0.8% |
97% |
False |
False |
32,547 |
120 |
15,447 |
13,424 |
2,023 |
13.1% |
103 |
0.7% |
97% |
False |
False |
27,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,929 |
2.618 |
15,733 |
1.618 |
15,613 |
1.000 |
15,539 |
0.618 |
15,493 |
HIGH |
15,419 |
0.618 |
15,373 |
0.500 |
15,359 |
0.382 |
15,345 |
LOW |
15,299 |
0.618 |
15,225 |
1.000 |
15,179 |
1.618 |
15,105 |
2.618 |
14,985 |
4.250 |
14,789 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,382 |
15,359 |
PP |
15,370 |
15,325 |
S1 |
15,359 |
15,291 |
|