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 |
5,121.0 |
5,180.0 |
59.0 |
1.2% |
5,218.0 |
High |
5,140.0 |
5,235.0 |
95.0 |
1.8% |
5,235.0 |
Low |
5,116.0 |
5,180.0 |
64.0 |
1.3% |
5,106.0 |
Close |
5,133.0 |
5,229.0 |
96.0 |
1.9% |
5,229.0 |
Range |
24.0 |
55.0 |
31.0 |
129.2% |
129.0 |
ATR |
45.5 |
49.5 |
4.0 |
8.9% |
0.0 |
Volume |
15,854 |
24,842 |
8,988 |
56.7% |
99,101 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,379.7 |
5,359.3 |
5,259.3 |
|
R3 |
5,324.7 |
5,304.3 |
5,244.1 |
|
R2 |
5,269.7 |
5,269.7 |
5,239.1 |
|
R1 |
5,249.3 |
5,249.3 |
5,234.0 |
5,259.5 |
PP |
5,214.7 |
5,214.7 |
5,214.7 |
5,219.8 |
S1 |
5,194.3 |
5,194.3 |
5,224.0 |
5,204.5 |
S2 |
5,159.7 |
5,159.7 |
5,218.9 |
|
S3 |
5,104.7 |
5,139.3 |
5,213.9 |
|
S4 |
5,049.7 |
5,084.3 |
5,198.8 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,577.0 |
5,532.0 |
5,300.0 |
|
R3 |
5,448.0 |
5,403.0 |
5,264.5 |
|
R2 |
5,319.0 |
5,319.0 |
5,252.7 |
|
R1 |
5,274.0 |
5,274.0 |
5,240.8 |
5,296.5 |
PP |
5,190.0 |
5,190.0 |
5,190.0 |
5,201.3 |
S1 |
5,145.0 |
5,145.0 |
5,217.2 |
5,167.5 |
S2 |
5,061.0 |
5,061.0 |
5,205.4 |
|
S3 |
4,932.0 |
5,016.0 |
5,193.5 |
|
S4 |
4,803.0 |
4,887.0 |
5,158.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,235.0 |
5,106.0 |
129.0 |
2.5% |
49.4 |
0.9% |
95% |
True |
False |
19,820 |
10 |
5,271.0 |
5,106.0 |
165.0 |
3.2% |
46.9 |
0.9% |
75% |
False |
False |
20,700 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
41.7 |
0.8% |
57% |
False |
False |
30,800 |
40 |
5,322.0 |
5,000.0 |
322.0 |
6.2% |
32.4 |
0.6% |
71% |
False |
False |
16,097 |
60 |
5,322.0 |
4,963.0 |
359.0 |
6.9% |
27.9 |
0.5% |
74% |
False |
False |
10,763 |
80 |
5,322.0 |
4,621.0 |
701.0 |
13.4% |
23.7 |
0.5% |
87% |
False |
False |
8,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,468.8 |
2.618 |
5,379.0 |
1.618 |
5,324.0 |
1.000 |
5,290.0 |
0.618 |
5,269.0 |
HIGH |
5,235.0 |
0.618 |
5,214.0 |
0.500 |
5,207.5 |
0.382 |
5,201.0 |
LOW |
5,180.0 |
0.618 |
5,146.0 |
1.000 |
5,125.0 |
1.618 |
5,091.0 |
2.618 |
5,036.0 |
4.250 |
4,946.3 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,221.8 |
5,209.5 |
PP |
5,214.7 |
5,190.0 |
S1 |
5,207.5 |
5,170.5 |
|