Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,126.52 |
15,231.33 |
104.81 |
0.7% |
15,069.30 |
High |
15,237.30 |
15,309.48 |
72.18 |
0.5% |
15,237.30 |
Low |
15,100.13 |
15,136.38 |
36.25 |
0.2% |
14,719.43 |
Close |
15,237.11 |
15,301.26 |
64.15 |
0.4% |
15,237.11 |
Range |
137.17 |
173.10 |
35.93 |
26.2% |
517.87 |
ATR |
147.21 |
149.06 |
1.85 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,768.34 |
15,707.90 |
15,396.47 |
|
R3 |
15,595.24 |
15,534.80 |
15,348.86 |
|
R2 |
15,422.14 |
15,422.14 |
15,333.00 |
|
R1 |
15,361.70 |
15,361.70 |
15,317.13 |
15,391.92 |
PP |
15,249.04 |
15,249.04 |
15,249.04 |
15,264.15 |
S1 |
15,188.60 |
15,188.60 |
15,285.39 |
15,218.82 |
S2 |
15,075.94 |
15,075.94 |
15,269.53 |
|
S3 |
14,902.84 |
15,015.50 |
15,253.66 |
|
S4 |
14,729.74 |
14,842.40 |
15,206.06 |
|
|
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 |
15,309.48 |
14,719.43 |
590.05 |
3.9% |
185.52 |
1.2% |
99% |
True |
False |
|
10 |
15,309.48 |
14,719.43 |
590.05 |
3.9% |
160.39 |
1.0% |
99% |
True |
False |
|
20 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
143.93 |
0.9% |
59% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
132.41 |
0.9% |
59% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
127.73 |
0.8% |
59% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
129.19 |
0.8% |
65% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
142.00 |
0.9% |
65% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
137.08 |
0.9% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,045.16 |
2.618 |
15,762.66 |
1.618 |
15,589.56 |
1.000 |
15,482.58 |
0.618 |
15,416.46 |
HIGH |
15,309.48 |
0.618 |
15,243.36 |
0.500 |
15,222.93 |
0.382 |
15,202.50 |
LOW |
15,136.38 |
0.618 |
15,029.40 |
1.000 |
14,963.28 |
1.618 |
14,856.30 |
2.618 |
14,683.20 |
4.250 |
14,400.71 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,275.15 |
15,220.15 |
PP |
15,249.04 |
15,139.04 |
S1 |
15,222.93 |
15,057.94 |
|