| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
15,385 |
15,367 |
-18 |
-0.1% |
15,080 |
| High |
15,433 |
15,444 |
11 |
0.1% |
15,433 |
| Low |
15,347 |
15,361 |
14 |
0.1% |
15,063 |
| Close |
15,369 |
15,416 |
47 |
0.3% |
15,369 |
| Range |
86 |
83 |
-3 |
-3.5% |
370 |
| ATR |
182 |
175 |
-7 |
-3.9% |
0 |
| Volume |
96,848 |
63,039 |
-33,809 |
-34.9% |
552,115 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,656 |
15,619 |
15,462 |
|
| R3 |
15,573 |
15,536 |
15,439 |
|
| R2 |
15,490 |
15,490 |
15,431 |
|
| R1 |
15,453 |
15,453 |
15,424 |
15,472 |
| PP |
15,407 |
15,407 |
15,407 |
15,416 |
| S1 |
15,370 |
15,370 |
15,409 |
15,389 |
| S2 |
15,324 |
15,324 |
15,401 |
|
| S3 |
15,241 |
15,287 |
15,393 |
|
| S4 |
15,158 |
15,204 |
15,370 |
|
|
| 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 |
15,444 |
15,162 |
282 |
1.8% |
102 |
0.7% |
90% |
True |
False |
100,743 |
| 10 |
15,444 |
14,751 |
693 |
4.5% |
148 |
1.0% |
96% |
True |
False |
118,973 |
| 20 |
15,444 |
14,474 |
970 |
6.3% |
189 |
1.2% |
97% |
True |
False |
160,624 |
| 40 |
15,447 |
14,474 |
973 |
6.3% |
194 |
1.3% |
97% |
False |
False |
85,311 |
| 60 |
15,447 |
14,312 |
1,135 |
7.4% |
164 |
1.1% |
97% |
False |
False |
56,902 |
| 80 |
15,447 |
14,241 |
1,206 |
7.8% |
149 |
1.0% |
97% |
False |
False |
42,682 |
| 100 |
15,447 |
13,642 |
1,805 |
11.7% |
126 |
0.8% |
98% |
False |
False |
34,146 |
| 120 |
15,447 |
13,566 |
1,881 |
12.2% |
105 |
0.7% |
98% |
False |
False |
28,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,797 |
|
2.618 |
15,661 |
|
1.618 |
15,578 |
|
1.000 |
15,527 |
|
0.618 |
15,495 |
|
HIGH |
15,444 |
|
0.618 |
15,412 |
|
0.500 |
15,403 |
|
0.382 |
15,393 |
|
LOW |
15,361 |
|
0.618 |
15,310 |
|
1.000 |
15,278 |
|
1.618 |
15,227 |
|
2.618 |
15,144 |
|
4.250 |
15,008 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,412 |
15,401 |
| PP |
15,407 |
15,386 |
| S1 |
15,403 |
15,372 |
|