Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,435 |
14,420 |
-15 |
-0.1% |
14,190 |
High |
14,600 |
14,605 |
5 |
0.0% |
14,600 |
Low |
14,350 |
14,330 |
-20 |
-0.1% |
13,785 |
Close |
14,590 |
14,585 |
-5 |
0.0% |
14,590 |
Range |
250 |
275 |
25 |
10.0% |
815 |
ATR |
312 |
309 |
-3 |
-0.8% |
0 |
Volume |
15,216 |
6,110 |
-9,106 |
-59.8% |
78,131 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,332 |
15,233 |
14,736 |
|
R3 |
15,057 |
14,958 |
14,661 |
|
R2 |
14,782 |
14,782 |
14,636 |
|
R1 |
14,683 |
14,683 |
14,610 |
14,733 |
PP |
14,507 |
14,507 |
14,507 |
14,531 |
S1 |
14,408 |
14,408 |
14,560 |
14,458 |
S2 |
14,232 |
14,232 |
14,535 |
|
S3 |
13,957 |
14,133 |
14,510 |
|
S4 |
13,682 |
13,858 |
14,434 |
|
|
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 |
14,605 |
13,785 |
820 |
5.6% |
300 |
2.1% |
98% |
True |
False |
13,464 |
10 |
14,740 |
13,785 |
955 |
6.5% |
327 |
2.2% |
84% |
False |
False |
14,701 |
20 |
14,965 |
13,785 |
1,180 |
8.1% |
307 |
2.1% |
68% |
False |
False |
14,007 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
294 |
2.0% |
78% |
False |
False |
9,782 |
60 |
14,965 |
13,240 |
1,725 |
11.8% |
257 |
1.8% |
78% |
False |
False |
6,526 |
80 |
15,125 |
13,050 |
2,075 |
14.2% |
212 |
1.5% |
74% |
False |
False |
4,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,774 |
2.618 |
15,325 |
1.618 |
15,050 |
1.000 |
14,880 |
0.618 |
14,775 |
HIGH |
14,605 |
0.618 |
14,500 |
0.500 |
14,468 |
0.382 |
14,435 |
LOW |
14,330 |
0.618 |
14,160 |
1.000 |
14,055 |
1.618 |
13,885 |
2.618 |
13,610 |
4.250 |
13,161 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,546 |
14,511 |
PP |
14,507 |
14,437 |
S1 |
14,468 |
14,363 |
|