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 |
8,570.0 |
8,729.0 |
159.0 |
1.9% |
8,599.0 |
High |
8,744.0 |
8,750.0 |
6.0 |
0.1% |
8,750.0 |
Low |
8,551.0 |
8,698.5 |
147.5 |
1.7% |
8,498.0 |
Close |
8,688.0 |
8,720.5 |
32.5 |
0.4% |
8,720.5 |
Range |
193.0 |
51.5 |
-141.5 |
-73.3% |
252.0 |
ATR |
105.4 |
102.3 |
-3.1 |
-2.9% |
0.0 |
Volume |
67,126 |
65,757 |
-1,369 |
-2.0% |
440,454 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,877.5 |
8,850.5 |
8,748.8 |
|
R3 |
8,826.0 |
8,799.0 |
8,734.7 |
|
R2 |
8,774.5 |
8,774.5 |
8,729.9 |
|
R1 |
8,747.5 |
8,747.5 |
8,725.2 |
8,735.3 |
PP |
8,723.0 |
8,723.0 |
8,723.0 |
8,716.9 |
S1 |
8,696.0 |
8,696.0 |
8,715.8 |
8,683.8 |
S2 |
8,671.5 |
8,671.5 |
8,711.1 |
|
S3 |
8,620.0 |
8,644.5 |
8,706.3 |
|
S4 |
8,568.5 |
8,593.0 |
8,692.2 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,412.2 |
9,318.3 |
8,859.1 |
|
R3 |
9,160.2 |
9,066.3 |
8,789.8 |
|
R2 |
8,908.2 |
8,908.2 |
8,766.7 |
|
R1 |
8,814.3 |
8,814.3 |
8,743.6 |
8,861.3 |
PP |
8,656.2 |
8,656.2 |
8,656.2 |
8,679.6 |
S1 |
8,562.3 |
8,562.3 |
8,697.4 |
8,609.3 |
S2 |
8,404.2 |
8,404.2 |
8,674.3 |
|
S3 |
8,152.2 |
8,310.3 |
8,651.2 |
|
S4 |
7,900.2 |
8,058.3 |
8,581.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,750.0 |
8,498.0 |
252.0 |
2.9% |
105.2 |
1.2% |
88% |
True |
False |
88,090 |
10 |
8,750.0 |
8,498.0 |
252.0 |
2.9% |
94.1 |
1.1% |
88% |
True |
False |
88,514 |
20 |
8,779.0 |
8,498.0 |
281.0 |
3.2% |
85.7 |
1.0% |
79% |
False |
False |
84,929 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.8% |
92.0 |
1.1% |
91% |
False |
False |
44,589 |
60 |
8,779.0 |
8,095.0 |
684.0 |
7.8% |
90.3 |
1.0% |
91% |
False |
False |
29,778 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
95.8 |
1.1% |
95% |
False |
False |
22,374 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.5 |
1.2% |
95% |
False |
False |
17,912 |
120 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
98.8 |
1.1% |
95% |
False |
False |
14,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,968.9 |
2.618 |
8,884.8 |
1.618 |
8,833.3 |
1.000 |
8,801.5 |
0.618 |
8,781.8 |
HIGH |
8,750.0 |
0.618 |
8,730.3 |
0.500 |
8,724.3 |
0.382 |
8,718.2 |
LOW |
8,698.5 |
0.618 |
8,666.7 |
1.000 |
8,647.0 |
1.618 |
8,615.2 |
2.618 |
8,563.7 |
4.250 |
8,479.6 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,724.3 |
8,688.3 |
PP |
8,723.0 |
8,656.2 |
S1 |
8,721.8 |
8,624.0 |
|