| 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 |
15,080 |
15,165 |
85 |
0.6% |
14,833 |
| High |
15,200 |
15,258 |
58 |
0.4% |
15,112 |
| Low |
15,063 |
15,162 |
99 |
0.7% |
14,751 |
| Close |
15,160 |
15,222 |
62 |
0.4% |
15,076 |
| Range |
137 |
96 |
-41 |
-29.9% |
361 |
| ATR |
202 |
195 |
-7 |
-3.7% |
0 |
| Volume |
111,435 |
99,480 |
-11,955 |
-10.7% |
574,581 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,502 |
15,458 |
15,275 |
|
| R3 |
15,406 |
15,362 |
15,249 |
|
| R2 |
15,310 |
15,310 |
15,240 |
|
| R1 |
15,266 |
15,266 |
15,231 |
15,288 |
| PP |
15,214 |
15,214 |
15,214 |
15,225 |
| S1 |
15,170 |
15,170 |
15,213 |
15,192 |
| S2 |
15,118 |
15,118 |
15,205 |
|
| S3 |
15,022 |
15,074 |
15,196 |
|
| S4 |
14,926 |
14,978 |
15,169 |
|
|
| 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 |
15,258 |
14,751 |
507 |
3.3% |
168 |
1.1% |
93% |
True |
False |
128,901 |
| 10 |
15,258 |
14,527 |
731 |
4.8% |
190 |
1.2% |
95% |
True |
False |
144,574 |
| 20 |
15,278 |
14,474 |
804 |
5.3% |
215 |
1.4% |
93% |
False |
False |
149,927 |
| 40 |
15,447 |
14,474 |
973 |
6.4% |
193 |
1.3% |
77% |
False |
False |
75,210 |
| 60 |
15,447 |
14,312 |
1,135 |
7.5% |
170 |
1.1% |
80% |
False |
False |
50,168 |
| 80 |
15,447 |
14,241 |
1,206 |
7.9% |
147 |
1.0% |
81% |
False |
False |
37,629 |
| 100 |
15,447 |
13,642 |
1,805 |
11.9% |
121 |
0.8% |
88% |
False |
False |
30,104 |
| 120 |
15,447 |
13,282 |
2,165 |
14.2% |
101 |
0.7% |
90% |
False |
False |
25,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,666 |
|
2.618 |
15,509 |
|
1.618 |
15,413 |
|
1.000 |
15,354 |
|
0.618 |
15,317 |
|
HIGH |
15,258 |
|
0.618 |
15,221 |
|
0.500 |
15,210 |
|
0.382 |
15,199 |
|
LOW |
15,162 |
|
0.618 |
15,103 |
|
1.000 |
15,066 |
|
1.618 |
15,007 |
|
2.618 |
14,911 |
|
4.250 |
14,754 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,218 |
15,174 |
| PP |
15,214 |
15,125 |
| S1 |
15,210 |
15,077 |
|