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 |
15,367 |
15,416 |
49 |
0.3% |
15,080 |
High |
15,444 |
15,433 |
-11 |
-0.1% |
15,433 |
Low |
15,361 |
15,352 |
-9 |
-0.1% |
15,063 |
Close |
15,416 |
15,391 |
-25 |
-0.2% |
15,369 |
Range |
83 |
81 |
-2 |
-2.4% |
370 |
ATR |
175 |
168 |
-7 |
-3.8% |
0 |
Volume |
63,039 |
80,527 |
17,488 |
27.7% |
552,115 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,635 |
15,594 |
15,436 |
|
R3 |
15,554 |
15,513 |
15,413 |
|
R2 |
15,473 |
15,473 |
15,406 |
|
R1 |
15,432 |
15,432 |
15,399 |
15,412 |
PP |
15,392 |
15,392 |
15,392 |
15,382 |
S1 |
15,351 |
15,351 |
15,384 |
15,331 |
S2 |
15,311 |
15,311 |
15,376 |
|
S3 |
15,230 |
15,270 |
15,369 |
|
S4 |
15,149 |
15,189 |
15,347 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,398 |
16,254 |
15,573 |
|
R3 |
16,028 |
15,884 |
15,471 |
|
R2 |
15,658 |
15,658 |
15,437 |
|
R1 |
15,514 |
15,514 |
15,403 |
15,586 |
PP |
15,288 |
15,288 |
15,288 |
15,325 |
S1 |
15,144 |
15,144 |
15,335 |
15,216 |
S2 |
14,918 |
14,918 |
15,301 |
|
S3 |
14,548 |
14,774 |
15,267 |
|
S4 |
14,178 |
14,404 |
15,166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,444 |
15,192 |
252 |
1.6% |
99 |
0.6% |
79% |
False |
False |
96,953 |
10 |
15,444 |
14,751 |
693 |
4.5% |
134 |
0.9% |
92% |
False |
False |
112,927 |
20 |
15,444 |
14,474 |
970 |
6.3% |
183 |
1.2% |
95% |
False |
False |
156,014 |
40 |
15,447 |
14,474 |
973 |
6.3% |
191 |
1.2% |
94% |
False |
False |
87,323 |
60 |
15,447 |
14,317 |
1,130 |
7.3% |
164 |
1.1% |
95% |
False |
False |
58,243 |
80 |
15,447 |
14,241 |
1,206 |
7.8% |
148 |
1.0% |
95% |
False |
False |
43,688 |
100 |
15,447 |
13,642 |
1,805 |
11.7% |
126 |
0.8% |
97% |
False |
False |
34,951 |
120 |
15,447 |
13,628 |
1,819 |
11.8% |
105 |
0.7% |
97% |
False |
False |
29,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,777 |
2.618 |
15,645 |
1.618 |
15,564 |
1.000 |
15,514 |
0.618 |
15,483 |
HIGH |
15,433 |
0.618 |
15,402 |
0.500 |
15,393 |
0.382 |
15,383 |
LOW |
15,352 |
0.618 |
15,302 |
1.000 |
15,271 |
1.618 |
15,221 |
2.618 |
15,140 |
4.250 |
15,008 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,393 |
15,396 |
PP |
15,392 |
15,394 |
S1 |
15,392 |
15,393 |
|