| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,299 |
15,385 |
86 |
0.6% |
15,080 |
| High |
15,419 |
15,433 |
14 |
0.1% |
15,433 |
| Low |
15,299 |
15,347 |
48 |
0.3% |
15,063 |
| Close |
15,393 |
15,369 |
-24 |
-0.2% |
15,369 |
| Range |
120 |
86 |
-34 |
-28.3% |
370 |
| ATR |
189 |
182 |
-7 |
-3.9% |
0 |
| Volume |
105,725 |
96,848 |
-8,877 |
-8.4% |
552,115 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,641 |
15,591 |
15,416 |
|
| R3 |
15,555 |
15,505 |
15,393 |
|
| R2 |
15,469 |
15,469 |
15,385 |
|
| R1 |
15,419 |
15,419 |
15,377 |
15,401 |
| PP |
15,383 |
15,383 |
15,383 |
15,374 |
| S1 |
15,333 |
15,333 |
15,361 |
15,315 |
| S2 |
15,297 |
15,297 |
15,353 |
|
| S3 |
15,211 |
15,247 |
15,345 |
|
| S4 |
15,125 |
15,161 |
15,322 |
|
|
| 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 |
15,433 |
15,063 |
370 |
2.4% |
113 |
0.7% |
83% |
True |
False |
110,423 |
| 10 |
15,433 |
14,751 |
682 |
4.4% |
160 |
1.0% |
91% |
True |
False |
130,654 |
| 20 |
15,433 |
14,474 |
959 |
6.2% |
194 |
1.3% |
93% |
True |
False |
164,528 |
| 40 |
15,447 |
14,474 |
973 |
6.3% |
193 |
1.3% |
92% |
False |
False |
83,737 |
| 60 |
15,447 |
14,312 |
1,135 |
7.4% |
166 |
1.1% |
93% |
False |
False |
55,852 |
| 80 |
15,447 |
14,241 |
1,206 |
7.8% |
149 |
1.0% |
94% |
False |
False |
41,894 |
| 100 |
15,447 |
13,642 |
1,805 |
11.7% |
125 |
0.8% |
96% |
False |
False |
33,516 |
| 120 |
15,447 |
13,543 |
1,904 |
12.4% |
104 |
0.7% |
96% |
False |
False |
27,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,799 |
|
2.618 |
15,658 |
|
1.618 |
15,572 |
|
1.000 |
15,519 |
|
0.618 |
15,486 |
|
HIGH |
15,433 |
|
0.618 |
15,400 |
|
0.500 |
15,390 |
|
0.382 |
15,380 |
|
LOW |
15,347 |
|
0.618 |
15,294 |
|
1.000 |
15,261 |
|
1.618 |
15,208 |
|
2.618 |
15,122 |
|
4.250 |
14,982 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,390 |
15,350 |
| PP |
15,383 |
15,331 |
| S1 |
15,376 |
15,313 |
|