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 |
1,286.4 |
1,275.5 |
-10.9 |
-0.8% |
1,312.3 |
High |
1,294.8 |
1,291.6 |
-3.2 |
-0.2% |
1,330.8 |
Low |
1,259.6 |
1,268.4 |
8.8 |
0.7% |
1,259.6 |
Close |
1,268.2 |
1,276.6 |
8.4 |
0.7% |
1,268.2 |
Range |
35.2 |
23.2 |
-12.0 |
-34.1% |
71.2 |
ATR |
30.5 |
30.0 |
-0.5 |
-1.7% |
0.0 |
Volume |
186,264 |
110,183 |
-76,081 |
-40.8% |
704,966 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.5 |
1,335.7 |
1,289.4 |
|
R3 |
1,325.3 |
1,312.5 |
1,283.0 |
|
R2 |
1,302.1 |
1,302.1 |
1,280.9 |
|
R1 |
1,289.3 |
1,289.3 |
1,278.7 |
1,295.7 |
PP |
1,278.9 |
1,278.9 |
1,278.9 |
1,282.1 |
S1 |
1,266.1 |
1,266.1 |
1,274.5 |
1,272.5 |
S2 |
1,255.7 |
1,255.7 |
1,272.3 |
|
S3 |
1,232.5 |
1,242.9 |
1,270.2 |
|
S4 |
1,209.3 |
1,219.7 |
1,263.8 |
|
|
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% |
26.7 |
2.1% |
24% |
False |
False |
143,839 |
10 |
1,337.8 |
1,259.6 |
78.2 |
6.1% |
30.0 |
2.3% |
22% |
False |
False |
144,079 |
20 |
1,375.4 |
1,259.6 |
115.8 |
9.1% |
29.9 |
2.3% |
15% |
False |
False |
152,261 |
40 |
1,434.0 |
1,259.6 |
174.4 |
13.7% |
28.4 |
2.2% |
10% |
False |
False |
149,372 |
60 |
1,434.0 |
1,259.6 |
174.4 |
13.7% |
28.0 |
2.2% |
10% |
False |
False |
140,478 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.7% |
28.3 |
2.2% |
37% |
False |
False |
109,996 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.7% |
28.0 |
2.2% |
37% |
False |
False |
89,012 |
120 |
1,490.5 |
1,182.6 |
307.9 |
24.1% |
28.5 |
2.2% |
31% |
False |
False |
75,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.2 |
2.618 |
1,352.3 |
1.618 |
1,329.1 |
1.000 |
1,314.8 |
0.618 |
1,305.9 |
HIGH |
1,291.6 |
0.618 |
1,282.7 |
0.500 |
1,280.0 |
0.382 |
1,277.3 |
LOW |
1,268.4 |
0.618 |
1,254.1 |
1.000 |
1,245.2 |
1.618 |
1,230.9 |
2.618 |
1,207.7 |
4.250 |
1,169.8 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,280.0 |
1,285.8 |
PP |
1,278.9 |
1,282.7 |
S1 |
1,277.7 |
1,279.7 |
|