Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,778.19 |
14,806.39 |
28.20 |
0.2% |
15,249.82 |
High |
14,852.50 |
15,126.07 |
273.57 |
1.8% |
15,249.82 |
Low |
14,719.43 |
14,806.39 |
86.96 |
0.6% |
14,947.03 |
Close |
14,802.98 |
15,126.07 |
323.09 |
2.2% |
15,072.58 |
Range |
133.07 |
319.68 |
186.61 |
140.2% |
302.79 |
ATR |
134.52 |
147.98 |
13.47 |
10.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,978.55 |
15,871.99 |
15,301.89 |
|
R3 |
15,658.87 |
15,552.31 |
15,213.98 |
|
R2 |
15,339.19 |
15,339.19 |
15,184.68 |
|
R1 |
15,232.63 |
15,232.63 |
15,155.37 |
15,285.91 |
PP |
15,019.51 |
15,019.51 |
15,019.51 |
15,046.15 |
S1 |
14,912.95 |
14,912.95 |
15,096.77 |
14,966.23 |
S2 |
14,699.83 |
14,699.83 |
15,067.46 |
|
S3 |
14,380.15 |
14,593.27 |
15,038.16 |
|
S4 |
14,060.47 |
14,273.59 |
14,950.25 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,998.18 |
15,838.17 |
15,239.11 |
|
R3 |
15,695.39 |
15,535.38 |
15,155.85 |
|
R2 |
15,392.60 |
15,392.60 |
15,128.09 |
|
R1 |
15,232.59 |
15,232.59 |
15,100.34 |
15,161.20 |
PP |
15,089.81 |
15,089.81 |
15,089.81 |
15,054.12 |
S1 |
14,929.80 |
14,929.80 |
15,044.82 |
14,858.41 |
S2 |
14,787.02 |
14,787.02 |
15,017.07 |
|
S3 |
14,484.23 |
14,627.01 |
14,989.31 |
|
S4 |
14,181.44 |
14,324.22 |
14,906.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,126.07 |
14,719.43 |
406.64 |
2.7% |
175.49 |
1.2% |
100% |
True |
False |
|
10 |
15,317.45 |
14,719.43 |
598.02 |
4.0% |
156.24 |
1.0% |
68% |
False |
False |
|
20 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
140.24 |
0.9% |
41% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
132.75 |
0.9% |
41% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
125.50 |
0.8% |
41% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
132.60 |
0.9% |
50% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
142.75 |
0.9% |
50% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
136.57 |
0.9% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,484.71 |
2.618 |
15,962.99 |
1.618 |
15,643.31 |
1.000 |
15,445.75 |
0.618 |
15,323.63 |
HIGH |
15,126.07 |
0.618 |
15,003.95 |
0.500 |
14,966.23 |
0.382 |
14,928.51 |
LOW |
14,806.39 |
0.618 |
14,608.83 |
1.000 |
14,486.71 |
1.618 |
14,289.15 |
2.618 |
13,969.47 |
4.250 |
13,447.75 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,072.79 |
15,058.30 |
PP |
15,019.51 |
14,990.52 |
S1 |
14,966.23 |
14,922.75 |
|