| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,165 |
15,232 |
67 |
0.4% |
14,833 |
| High |
15,258 |
15,318 |
60 |
0.4% |
15,112 |
| Low |
15,162 |
15,192 |
30 |
0.2% |
14,751 |
| Close |
15,222 |
15,243 |
21 |
0.1% |
15,076 |
| Range |
96 |
126 |
30 |
31.3% |
361 |
| ATR |
195 |
190 |
-5 |
-2.5% |
0 |
| Volume |
99,480 |
138,627 |
39,147 |
39.4% |
574,581 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,629 |
15,562 |
15,312 |
|
| R3 |
15,503 |
15,436 |
15,278 |
|
| R2 |
15,377 |
15,377 |
15,266 |
|
| R1 |
15,310 |
15,310 |
15,255 |
15,344 |
| PP |
15,251 |
15,251 |
15,251 |
15,268 |
| S1 |
15,184 |
15,184 |
15,232 |
15,218 |
| S2 |
15,125 |
15,125 |
15,220 |
|
| S3 |
14,999 |
15,058 |
15,208 |
|
| S4 |
14,873 |
14,932 |
15,174 |
|
|
| 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 |
15,318 |
14,751 |
567 |
3.7% |
157 |
1.0% |
87% |
True |
False |
125,366 |
| 10 |
15,318 |
14,621 |
697 |
4.6% |
182 |
1.2% |
89% |
True |
False |
139,641 |
| 20 |
15,318 |
14,474 |
844 |
5.5% |
213 |
1.4% |
91% |
True |
False |
156,601 |
| 40 |
15,447 |
14,474 |
973 |
6.4% |
195 |
1.3% |
79% |
False |
False |
78,674 |
| 60 |
15,447 |
14,312 |
1,135 |
7.4% |
167 |
1.1% |
82% |
False |
False |
52,478 |
| 80 |
15,447 |
14,241 |
1,206 |
7.9% |
148 |
1.0% |
83% |
False |
False |
39,362 |
| 100 |
15,447 |
13,642 |
1,805 |
11.8% |
123 |
0.8% |
89% |
False |
False |
31,490 |
| 120 |
15,447 |
13,391 |
2,056 |
13.5% |
102 |
0.7% |
90% |
False |
False |
26,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,854 |
|
2.618 |
15,648 |
|
1.618 |
15,522 |
|
1.000 |
15,444 |
|
0.618 |
15,396 |
|
HIGH |
15,318 |
|
0.618 |
15,270 |
|
0.500 |
15,255 |
|
0.382 |
15,240 |
|
LOW |
15,192 |
|
0.618 |
15,114 |
|
1.000 |
15,066 |
|
1.618 |
14,988 |
|
2.618 |
14,862 |
|
4.250 |
14,657 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,255 |
15,226 |
| PP |
15,251 |
15,208 |
| S1 |
15,247 |
15,191 |
|