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 |
13,790 |
14,135 |
345 |
2.5% |
14,640 |
High |
14,195 |
14,475 |
280 |
2.0% |
14,740 |
Low |
13,790 |
14,120 |
330 |
2.4% |
14,010 |
Close |
14,135 |
14,420 |
285 |
2.0% |
14,265 |
Range |
405 |
355 |
-50 |
-12.3% |
730 |
ATR |
313 |
316 |
3 |
1.0% |
0 |
Volume |
15,310 |
16,778 |
1,468 |
9.6% |
78,864 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,403 |
15,267 |
14,615 |
|
R3 |
15,048 |
14,912 |
14,518 |
|
R2 |
14,693 |
14,693 |
14,485 |
|
R1 |
14,557 |
14,557 |
14,453 |
14,625 |
PP |
14,338 |
14,338 |
14,338 |
14,373 |
S1 |
14,202 |
14,202 |
14,388 |
14,270 |
S2 |
13,983 |
13,983 |
14,355 |
|
S3 |
13,628 |
13,847 |
14,323 |
|
S4 |
13,273 |
13,492 |
14,225 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,528 |
16,127 |
14,667 |
|
R3 |
15,798 |
15,397 |
14,466 |
|
R2 |
15,068 |
15,068 |
14,399 |
|
R1 |
14,667 |
14,667 |
14,332 |
14,503 |
PP |
14,338 |
14,338 |
14,338 |
14,256 |
S1 |
13,937 |
13,937 |
14,198 |
13,773 |
S2 |
13,608 |
13,608 |
14,131 |
|
S3 |
12,878 |
13,207 |
14,064 |
|
S4 |
12,148 |
12,477 |
13,864 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,475 |
13,785 |
690 |
4.8% |
326 |
2.3% |
92% |
True |
False |
15,170 |
10 |
14,945 |
13,785 |
1,160 |
8.0% |
331 |
2.3% |
55% |
False |
False |
15,135 |
20 |
14,965 |
13,785 |
1,180 |
8.2% |
301 |
2.1% |
54% |
False |
False |
13,708 |
40 |
14,965 |
13,240 |
1,725 |
12.0% |
291 |
2.0% |
68% |
False |
False |
9,250 |
60 |
15,125 |
13,240 |
1,885 |
13.1% |
253 |
1.8% |
63% |
False |
False |
6,171 |
80 |
15,125 |
12,905 |
2,220 |
15.4% |
207 |
1.4% |
68% |
False |
False |
4,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,984 |
2.618 |
15,405 |
1.618 |
15,050 |
1.000 |
14,830 |
0.618 |
14,695 |
HIGH |
14,475 |
0.618 |
14,340 |
0.500 |
14,298 |
0.382 |
14,256 |
LOW |
14,120 |
0.618 |
13,901 |
1.000 |
13,765 |
1.618 |
13,546 |
2.618 |
13,191 |
4.250 |
12,611 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,379 |
14,323 |
PP |
14,338 |
14,227 |
S1 |
14,298 |
14,130 |
|