Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,806.39 |
15,126.52 |
320.13 |
2.2% |
15,069.30 |
High |
15,126.07 |
15,237.30 |
111.23 |
0.7% |
15,237.30 |
Low |
14,806.39 |
15,100.13 |
293.74 |
2.0% |
14,719.43 |
Close |
15,126.07 |
15,237.11 |
111.04 |
0.7% |
15,237.11 |
Range |
319.68 |
137.17 |
-182.51 |
-57.1% |
517.87 |
ATR |
147.98 |
147.21 |
-0.77 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,603.02 |
15,557.24 |
15,312.55 |
|
R3 |
15,465.85 |
15,420.07 |
15,274.83 |
|
R2 |
15,328.68 |
15,328.68 |
15,262.26 |
|
R1 |
15,282.90 |
15,282.90 |
15,249.68 |
15,305.79 |
PP |
15,191.51 |
15,191.51 |
15,191.51 |
15,202.96 |
S1 |
15,145.73 |
15,145.73 |
15,224.54 |
15,168.62 |
S2 |
15,054.34 |
15,054.34 |
15,211.96 |
|
S3 |
14,917.17 |
15,008.56 |
15,199.39 |
|
S4 |
14,780.00 |
14,871.39 |
15,161.67 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,618.22 |
16,445.54 |
15,521.94 |
|
R3 |
16,100.35 |
15,927.67 |
15,379.52 |
|
R2 |
15,582.48 |
15,582.48 |
15,332.05 |
|
R1 |
15,409.80 |
15,409.80 |
15,284.58 |
15,496.14 |
PP |
15,064.61 |
15,064.61 |
15,064.61 |
15,107.79 |
S1 |
14,891.93 |
14,891.93 |
15,189.64 |
14,978.27 |
S2 |
14,546.74 |
14,546.74 |
15,142.17 |
|
S3 |
14,028.87 |
14,374.06 |
15,094.70 |
|
S4 |
13,511.00 |
13,856.19 |
14,952.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,237.30 |
14,719.43 |
517.87 |
3.4% |
180.59 |
1.2% |
100% |
True |
False |
|
10 |
15,249.82 |
14,719.43 |
530.39 |
3.5% |
159.39 |
1.0% |
98% |
False |
False |
|
20 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
143.70 |
0.9% |
52% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
130.22 |
0.9% |
52% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
125.73 |
0.8% |
52% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
131.69 |
0.9% |
59% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
143.03 |
0.9% |
59% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
136.32 |
0.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,820.27 |
2.618 |
15,596.41 |
1.618 |
15,459.24 |
1.000 |
15,374.47 |
0.618 |
15,322.07 |
HIGH |
15,237.30 |
0.618 |
15,184.90 |
0.500 |
15,168.72 |
0.382 |
15,152.53 |
LOW |
15,100.13 |
0.618 |
15,015.36 |
1.000 |
14,962.96 |
1.618 |
14,878.19 |
2.618 |
14,741.02 |
4.250 |
14,517.16 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,214.31 |
15,150.86 |
PP |
15,191.51 |
15,064.61 |
S1 |
15,168.72 |
14,978.37 |
|