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 |
15,416 |
15,388 |
-28 |
-0.2% |
15,080 |
High |
15,433 |
15,459 |
26 |
0.2% |
15,433 |
Low |
15,352 |
15,345 |
-7 |
0.0% |
15,063 |
Close |
15,391 |
15,440 |
49 |
0.3% |
15,369 |
Range |
81 |
114 |
33 |
40.7% |
370 |
ATR |
168 |
164 |
-4 |
-2.3% |
0 |
Volume |
80,527 |
128,740 |
48,213 |
59.9% |
552,115 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,757 |
15,712 |
15,503 |
|
R3 |
15,643 |
15,598 |
15,471 |
|
R2 |
15,529 |
15,529 |
15,461 |
|
R1 |
15,484 |
15,484 |
15,451 |
15,507 |
PP |
15,415 |
15,415 |
15,415 |
15,426 |
S1 |
15,370 |
15,370 |
15,430 |
15,393 |
S2 |
15,301 |
15,301 |
15,419 |
|
S3 |
15,187 |
15,256 |
15,409 |
|
S4 |
15,073 |
15,142 |
15,377 |
|
|
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 |
15,459 |
15,299 |
160 |
1.0% |
97 |
0.6% |
88% |
True |
False |
94,975 |
10 |
15,459 |
14,751 |
708 |
4.6% |
127 |
0.8% |
97% |
True |
False |
110,171 |
20 |
15,459 |
14,474 |
985 |
6.4% |
180 |
1.2% |
98% |
True |
False |
155,158 |
40 |
15,459 |
14,474 |
985 |
6.4% |
192 |
1.2% |
98% |
True |
False |
90,541 |
60 |
15,459 |
14,368 |
1,091 |
7.1% |
163 |
1.1% |
98% |
True |
False |
60,387 |
80 |
15,459 |
14,300 |
1,159 |
7.5% |
148 |
1.0% |
98% |
True |
False |
45,297 |
100 |
15,459 |
13,642 |
1,817 |
11.8% |
127 |
0.8% |
99% |
True |
False |
36,239 |
120 |
15,459 |
13,642 |
1,817 |
11.8% |
106 |
0.7% |
99% |
True |
False |
30,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,944 |
2.618 |
15,758 |
1.618 |
15,644 |
1.000 |
15,573 |
0.618 |
15,530 |
HIGH |
15,459 |
0.618 |
15,416 |
0.500 |
15,402 |
0.382 |
15,389 |
LOW |
15,345 |
0.618 |
15,275 |
1.000 |
15,231 |
1.618 |
15,161 |
2.618 |
15,047 |
4.250 |
14,861 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,427 |
15,427 |
PP |
15,415 |
15,415 |
S1 |
15,402 |
15,402 |
|