Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,137.22 |
15,228.46 |
91.24 |
0.6% |
14,911.60 |
High |
15,262.72 |
15,320.42 |
57.70 |
0.4% |
15,137.51 |
Low |
15,137.22 |
15,228.46 |
91.24 |
0.6% |
14,858.93 |
Close |
15,224.69 |
15,300.34 |
75.65 |
0.5% |
15,135.84 |
Range |
125.50 |
91.96 |
-33.54 |
-26.7% |
278.58 |
ATR |
176.24 |
170.49 |
-5.75 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,558.95 |
15,521.61 |
15,350.92 |
|
R3 |
15,466.99 |
15,429.65 |
15,325.63 |
|
R2 |
15,375.03 |
15,375.03 |
15,317.20 |
|
R1 |
15,337.69 |
15,337.69 |
15,308.77 |
15,356.36 |
PP |
15,283.07 |
15,283.07 |
15,283.07 |
15,292.41 |
S1 |
15,245.73 |
15,245.73 |
15,291.91 |
15,264.40 |
S2 |
15,191.11 |
15,191.11 |
15,283.48 |
|
S3 |
15,099.15 |
15,153.77 |
15,275.05 |
|
S4 |
15,007.19 |
15,061.81 |
15,249.76 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,879.83 |
15,786.42 |
15,289.06 |
|
R3 |
15,601.25 |
15,507.84 |
15,212.45 |
|
R2 |
15,322.67 |
15,322.67 |
15,186.91 |
|
R1 |
15,229.26 |
15,229.26 |
15,161.38 |
15,275.97 |
PP |
15,044.09 |
15,044.09 |
15,044.09 |
15,067.45 |
S1 |
14,950.68 |
14,950.68 |
15,110.30 |
14,997.39 |
S2 |
14,765.51 |
14,765.51 |
15,084.77 |
|
S3 |
14,486.93 |
14,672.10 |
15,059.23 |
|
S4 |
14,208.35 |
14,393.52 |
14,982.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,320.42 |
14,858.93 |
461.49 |
3.0% |
145.89 |
1.0% |
96% |
True |
False |
|
10 |
15,320.42 |
14,669.69 |
650.73 |
4.3% |
151.63 |
1.0% |
97% |
True |
False |
|
20 |
15,340.09 |
14,551.27 |
788.82 |
5.2% |
184.31 |
1.2% |
95% |
False |
False |
|
40 |
15,542.40 |
14,551.27 |
991.13 |
6.5% |
169.60 |
1.1% |
76% |
False |
False |
|
60 |
15,542.40 |
14,444.03 |
1,098.37 |
7.2% |
155.25 |
1.0% |
78% |
False |
False |
|
80 |
15,542.40 |
14,382.09 |
1,160.31 |
7.6% |
144.80 |
0.9% |
79% |
False |
False |
|
100 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
138.45 |
0.9% |
86% |
False |
False |
|
120 |
15,542.40 |
13,468.96 |
2,073.44 |
13.6% |
130.70 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,711.25 |
2.618 |
15,561.17 |
1.618 |
15,469.21 |
1.000 |
15,412.38 |
0.618 |
15,377.25 |
HIGH |
15,320.42 |
0.618 |
15,285.29 |
0.500 |
15,274.44 |
0.382 |
15,263.59 |
LOW |
15,228.46 |
0.618 |
15,171.63 |
1.000 |
15,136.50 |
1.618 |
15,079.67 |
2.618 |
14,987.71 |
4.250 |
14,837.63 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,291.71 |
15,248.83 |
PP |
15,283.07 |
15,197.32 |
S1 |
15,274.44 |
15,145.81 |
|