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 |
1,319.6 |
1,307.0 |
-12.6 |
-1.0% |
1,343.5 |
High |
1,323.3 |
1,312.0 |
-11.3 |
-0.9% |
1,353.8 |
Low |
1,294.6 |
1,281.0 |
-13.6 |
-1.1% |
1,276.9 |
Close |
1,307.2 |
1,296.9 |
-10.3 |
-0.8% |
1,309.9 |
Range |
28.7 |
31.0 |
2.3 |
8.0% |
76.9 |
ATR |
29.9 |
30.0 |
0.1 |
0.3% |
0.0 |
Volume |
158,401 |
141,168 |
-17,233 |
-10.9% |
744,717 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.6 |
1,374.3 |
1,314.0 |
|
R3 |
1,358.6 |
1,343.3 |
1,305.4 |
|
R2 |
1,327.6 |
1,327.6 |
1,302.6 |
|
R1 |
1,312.3 |
1,312.3 |
1,299.7 |
1,304.5 |
PP |
1,296.6 |
1,296.6 |
1,296.6 |
1,292.7 |
S1 |
1,281.3 |
1,281.3 |
1,294.1 |
1,273.5 |
S2 |
1,265.6 |
1,265.6 |
1,291.2 |
|
S3 |
1,234.6 |
1,250.3 |
1,288.4 |
|
S4 |
1,203.6 |
1,219.3 |
1,279.9 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.2 |
1,504.0 |
1,352.2 |
|
R3 |
1,467.3 |
1,427.1 |
1,331.0 |
|
R2 |
1,390.4 |
1,390.4 |
1,324.0 |
|
R1 |
1,350.2 |
1,350.2 |
1,316.9 |
1,331.9 |
PP |
1,313.5 |
1,313.5 |
1,313.5 |
1,304.4 |
S1 |
1,273.3 |
1,273.3 |
1,302.9 |
1,255.0 |
S2 |
1,236.6 |
1,236.6 |
1,295.8 |
|
S3 |
1,159.7 |
1,196.4 |
1,288.8 |
|
S4 |
1,082.8 |
1,119.5 |
1,267.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.8 |
1,281.0 |
49.8 |
3.8% |
23.5 |
1.8% |
32% |
False |
True |
125,254 |
10 |
1,353.8 |
1,276.9 |
76.9 |
5.9% |
29.8 |
2.3% |
26% |
False |
False |
139,738 |
20 |
1,375.4 |
1,276.9 |
98.5 |
7.6% |
29.9 |
2.3% |
20% |
False |
False |
153,860 |
40 |
1,434.0 |
1,276.9 |
157.1 |
12.1% |
28.8 |
2.2% |
13% |
False |
False |
152,070 |
60 |
1,434.0 |
1,271.8 |
162.2 |
12.5% |
27.5 |
2.1% |
15% |
False |
False |
136,304 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.4% |
28.9 |
2.2% |
45% |
False |
False |
106,348 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.4% |
28.4 |
2.2% |
45% |
False |
False |
86,227 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.7% |
28.4 |
2.2% |
37% |
False |
False |
72,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.8 |
2.618 |
1,393.2 |
1.618 |
1,362.2 |
1.000 |
1,343.0 |
0.618 |
1,331.2 |
HIGH |
1,312.0 |
0.618 |
1,300.2 |
0.500 |
1,296.5 |
0.382 |
1,292.8 |
LOW |
1,281.0 |
0.618 |
1,261.8 |
1.000 |
1,250.0 |
1.618 |
1,230.8 |
2.618 |
1,199.8 |
4.250 |
1,149.3 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,296.8 |
1,305.9 |
PP |
1,296.6 |
1,302.9 |
S1 |
1,296.5 |
1,299.9 |
|