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 |
14,135 |
14,435 |
300 |
2.1% |
14,190 |
High |
14,475 |
14,600 |
125 |
0.9% |
14,600 |
Low |
14,120 |
14,350 |
230 |
1.6% |
13,785 |
Close |
14,420 |
14,590 |
170 |
1.2% |
14,590 |
Range |
355 |
250 |
-105 |
-29.6% |
815 |
ATR |
316 |
312 |
-5 |
-1.5% |
0 |
Volume |
16,778 |
15,216 |
-1,562 |
-9.3% |
78,131 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,263 |
15,177 |
14,728 |
|
R3 |
15,013 |
14,927 |
14,659 |
|
R2 |
14,763 |
14,763 |
14,636 |
|
R1 |
14,677 |
14,677 |
14,613 |
14,720 |
PP |
14,513 |
14,513 |
14,513 |
14,535 |
S1 |
14,427 |
14,427 |
14,567 |
14,470 |
S2 |
14,263 |
14,263 |
14,544 |
|
S3 |
14,013 |
14,177 |
14,521 |
|
S4 |
13,763 |
13,927 |
14,453 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,770 |
16,495 |
15,038 |
|
R3 |
15,955 |
15,680 |
14,814 |
|
R2 |
15,140 |
15,140 |
14,740 |
|
R1 |
14,865 |
14,865 |
14,665 |
15,003 |
PP |
14,325 |
14,325 |
14,325 |
14,394 |
S1 |
14,050 |
14,050 |
14,515 |
14,188 |
S2 |
13,510 |
13,510 |
14,441 |
|
S3 |
12,695 |
13,235 |
14,366 |
|
S4 |
11,880 |
12,420 |
14,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,600 |
13,785 |
815 |
5.6% |
323 |
2.2% |
99% |
True |
False |
15,626 |
10 |
14,740 |
13,785 |
955 |
6.5% |
328 |
2.2% |
84% |
False |
False |
15,699 |
20 |
14,965 |
13,785 |
1,180 |
8.1% |
302 |
2.1% |
68% |
False |
False |
14,045 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
289 |
2.0% |
78% |
False |
False |
9,630 |
60 |
14,985 |
13,240 |
1,745 |
12.0% |
253 |
1.7% |
77% |
False |
False |
6,425 |
80 |
15,125 |
12,905 |
2,220 |
15.2% |
210 |
1.4% |
76% |
False |
False |
4,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,663 |
2.618 |
15,255 |
1.618 |
15,005 |
1.000 |
14,850 |
0.618 |
14,755 |
HIGH |
14,600 |
0.618 |
14,505 |
0.500 |
14,475 |
0.382 |
14,446 |
LOW |
14,350 |
0.618 |
14,196 |
1.000 |
14,100 |
1.618 |
13,946 |
2.618 |
13,696 |
4.250 |
13,288 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,552 |
14,458 |
PP |
14,513 |
14,327 |
S1 |
14,475 |
14,195 |
|