Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
8,690.0 |
8,753.5 |
63.5 |
0.7% |
8,599.0 |
High |
8,763.0 |
8,821.0 |
58.0 |
0.7% |
8,750.0 |
Low |
8,678.0 |
8,746.0 |
68.0 |
0.8% |
8,498.0 |
Close |
8,721.0 |
8,810.5 |
89.5 |
1.0% |
8,720.5 |
Range |
85.0 |
75.0 |
-10.0 |
-11.8% |
252.0 |
ATR |
101.0 |
101.0 |
-0.1 |
-0.1% |
0.0 |
Volume |
98,345 |
92,571 |
-5,774 |
-5.9% |
440,454 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,017.5 |
8,989.0 |
8,851.8 |
|
R3 |
8,942.5 |
8,914.0 |
8,831.1 |
|
R2 |
8,867.5 |
8,867.5 |
8,824.3 |
|
R1 |
8,839.0 |
8,839.0 |
8,817.4 |
8,853.3 |
PP |
8,792.5 |
8,792.5 |
8,792.5 |
8,799.6 |
S1 |
8,764.0 |
8,764.0 |
8,803.6 |
8,778.3 |
S2 |
8,717.5 |
8,717.5 |
8,796.8 |
|
S3 |
8,642.5 |
8,689.0 |
8,789.9 |
|
S4 |
8,567.5 |
8,614.0 |
8,769.3 |
|
|
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 |
8,821.0 |
8,498.0 |
323.0 |
3.7% |
100.1 |
1.1% |
97% |
True |
False |
88,187 |
10 |
8,821.0 |
8,498.0 |
323.0 |
3.7% |
94.2 |
1.1% |
97% |
True |
False |
87,516 |
20 |
8,821.0 |
8,498.0 |
323.0 |
3.7% |
89.2 |
1.0% |
97% |
True |
False |
87,345 |
40 |
8,821.0 |
8,095.0 |
726.0 |
8.2% |
92.6 |
1.1% |
99% |
True |
False |
49,349 |
60 |
8,821.0 |
8,095.0 |
726.0 |
8.2% |
91.1 |
1.0% |
99% |
True |
False |
32,957 |
80 |
8,821.0 |
7,748.5 |
1,072.5 |
12.2% |
94.6 |
1.1% |
99% |
True |
False |
24,758 |
100 |
8,821.0 |
7,700.0 |
1,121.0 |
12.7% |
101.5 |
1.2% |
99% |
True |
False |
19,820 |
120 |
8,821.0 |
7,700.0 |
1,121.0 |
12.7% |
98.8 |
1.1% |
99% |
True |
False |
16,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,139.8 |
2.618 |
9,017.4 |
1.618 |
8,942.4 |
1.000 |
8,896.0 |
0.618 |
8,867.4 |
HIGH |
8,821.0 |
0.618 |
8,792.4 |
0.500 |
8,783.5 |
0.382 |
8,774.7 |
LOW |
8,746.0 |
0.618 |
8,699.7 |
1.000 |
8,671.0 |
1.618 |
8,624.7 |
2.618 |
8,549.7 |
4.250 |
8,427.3 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,801.5 |
8,790.2 |
PP |
8,792.5 |
8,769.8 |
S1 |
8,783.5 |
8,749.5 |
|