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 |
5,118.0 |
5,121.0 |
3.0 |
0.1% |
5,270.0 |
High |
5,152.0 |
5,140.0 |
-12.0 |
-0.2% |
5,271.0 |
Low |
5,106.0 |
5,116.0 |
10.0 |
0.2% |
5,191.0 |
Close |
5,140.0 |
5,133.0 |
-7.0 |
-0.1% |
5,205.0 |
Range |
46.0 |
24.0 |
-22.0 |
-47.8% |
80.0 |
ATR |
47.1 |
45.5 |
-1.7 |
-3.5% |
0.0 |
Volume |
15,792 |
15,854 |
62 |
0.4% |
107,903 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,201.7 |
5,191.3 |
5,146.2 |
|
R3 |
5,177.7 |
5,167.3 |
5,139.6 |
|
R2 |
5,153.7 |
5,153.7 |
5,137.4 |
|
R1 |
5,143.3 |
5,143.3 |
5,135.2 |
5,148.5 |
PP |
5,129.7 |
5,129.7 |
5,129.7 |
5,132.3 |
S1 |
5,119.3 |
5,119.3 |
5,130.8 |
5,124.5 |
S2 |
5,105.7 |
5,105.7 |
5,128.6 |
|
S3 |
5,081.7 |
5,095.3 |
5,126.4 |
|
S4 |
5,057.7 |
5,071.3 |
5,119.8 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,462.3 |
5,413.7 |
5,249.0 |
|
R3 |
5,382.3 |
5,333.7 |
5,227.0 |
|
R2 |
5,302.3 |
5,302.3 |
5,219.7 |
|
R1 |
5,253.7 |
5,253.7 |
5,212.3 |
5,238.0 |
PP |
5,222.3 |
5,222.3 |
5,222.3 |
5,214.5 |
S1 |
5,173.7 |
5,173.7 |
5,197.7 |
5,158.0 |
S2 |
5,142.3 |
5,142.3 |
5,190.3 |
|
S3 |
5,062.3 |
5,093.7 |
5,183.0 |
|
S4 |
4,982.3 |
5,013.7 |
5,161.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,224.0 |
5,106.0 |
118.0 |
2.3% |
43.8 |
0.9% |
23% |
False |
False |
18,598 |
10 |
5,322.0 |
5,106.0 |
216.0 |
4.2% |
43.3 |
0.8% |
13% |
False |
False |
19,640 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.2% |
40.0 |
0.8% |
13% |
False |
False |
30,171 |
40 |
5,322.0 |
5,000.0 |
322.0 |
6.3% |
31.3 |
0.6% |
41% |
False |
False |
15,479 |
60 |
5,322.0 |
4,927.0 |
395.0 |
7.7% |
27.5 |
0.5% |
52% |
False |
False |
10,353 |
80 |
5,322.0 |
4,621.0 |
701.0 |
13.7% |
23.1 |
0.4% |
73% |
False |
False |
7,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,242.0 |
2.618 |
5,202.8 |
1.618 |
5,178.8 |
1.000 |
5,164.0 |
0.618 |
5,154.8 |
HIGH |
5,140.0 |
0.618 |
5,130.8 |
0.500 |
5,128.0 |
0.382 |
5,125.2 |
LOW |
5,116.0 |
0.618 |
5,101.2 |
1.000 |
5,092.0 |
1.618 |
5,077.2 |
2.618 |
5,053.2 |
4.250 |
5,014.0 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,131.3 |
5,131.8 |
PP |
5,129.7 |
5,130.7 |
S1 |
5,128.0 |
5,129.5 |
|