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 |
1,307.0 |
1,286.4 |
-20.6 |
-1.6% |
1,312.3 |
High |
1,312.0 |
1,294.8 |
-17.2 |
-1.3% |
1,330.8 |
Low |
1,281.0 |
1,259.6 |
-21.4 |
-1.7% |
1,259.6 |
Close |
1,296.9 |
1,268.2 |
-28.7 |
-2.2% |
1,268.2 |
Range |
31.0 |
35.2 |
4.2 |
13.5% |
71.2 |
ATR |
30.0 |
30.5 |
0.5 |
1.7% |
0.0 |
Volume |
141,168 |
186,264 |
45,096 |
31.9% |
704,966 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.8 |
1,359.2 |
1,287.6 |
|
R3 |
1,344.6 |
1,324.0 |
1,277.9 |
|
R2 |
1,309.4 |
1,309.4 |
1,274.7 |
|
R1 |
1,288.8 |
1,288.8 |
1,271.4 |
1,281.5 |
PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,270.6 |
S1 |
1,253.6 |
1,253.6 |
1,265.0 |
1,246.3 |
S2 |
1,239.0 |
1,239.0 |
1,261.7 |
|
S3 |
1,203.8 |
1,218.4 |
1,258.5 |
|
S4 |
1,168.6 |
1,183.2 |
1,248.8 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.8 |
1,455.2 |
1,307.4 |
|
R3 |
1,428.6 |
1,384.0 |
1,287.8 |
|
R2 |
1,357.4 |
1,357.4 |
1,281.3 |
|
R1 |
1,312.8 |
1,312.8 |
1,274.7 |
1,299.5 |
PP |
1,286.2 |
1,286.2 |
1,286.2 |
1,279.6 |
S1 |
1,241.6 |
1,241.6 |
1,261.7 |
1,228.3 |
S2 |
1,215.0 |
1,215.0 |
1,255.1 |
|
S3 |
1,143.8 |
1,170.4 |
1,248.6 |
|
S4 |
1,072.6 |
1,099.2 |
1,229.0 |
|
|
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 |
1,259.6 |
71.2 |
5.6% |
26.4 |
2.1% |
12% |
False |
True |
140,993 |
10 |
1,353.8 |
1,259.6 |
94.2 |
7.4% |
30.8 |
2.4% |
9% |
False |
True |
144,968 |
20 |
1,375.4 |
1,259.6 |
115.8 |
9.1% |
30.4 |
2.4% |
7% |
False |
True |
154,661 |
40 |
1,434.0 |
1,259.6 |
174.4 |
13.8% |
28.4 |
2.2% |
5% |
False |
True |
151,061 |
60 |
1,434.0 |
1,259.6 |
174.4 |
13.8% |
27.8 |
2.2% |
5% |
False |
True |
139,143 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
29.0 |
2.3% |
34% |
False |
False |
108,652 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
28.3 |
2.2% |
34% |
False |
False |
87,999 |
120 |
1,490.5 |
1,182.6 |
307.9 |
24.3% |
28.5 |
2.2% |
28% |
False |
False |
74,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.4 |
2.618 |
1,387.0 |
1.618 |
1,351.8 |
1.000 |
1,330.0 |
0.618 |
1,316.6 |
HIGH |
1,294.8 |
0.618 |
1,281.4 |
0.500 |
1,277.2 |
0.382 |
1,273.0 |
LOW |
1,259.6 |
0.618 |
1,237.8 |
1.000 |
1,224.4 |
1.618 |
1,202.6 |
2.618 |
1,167.4 |
4.250 |
1,110.0 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,277.2 |
1,291.5 |
PP |
1,274.2 |
1,283.7 |
S1 |
1,271.2 |
1,276.0 |
|