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 |
14,686 |
14,723 |
37 |
0.3% |
15,117 |
High |
14,782 |
15,053 |
271 |
1.8% |
15,140 |
Low |
14,648 |
14,720 |
72 |
0.5% |
14,870 |
Close |
14,728 |
15,033 |
305 |
2.1% |
14,998 |
Range |
134 |
333 |
199 |
148.5% |
270 |
ATR |
146 |
159 |
13 |
9.1% |
0 |
Volume |
236,854 |
190,957 |
-45,897 |
-19.4% |
828,899 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,934 |
15,817 |
15,216 |
|
R3 |
15,601 |
15,484 |
15,125 |
|
R2 |
15,268 |
15,268 |
15,094 |
|
R1 |
15,151 |
15,151 |
15,064 |
15,210 |
PP |
14,935 |
14,935 |
14,935 |
14,965 |
S1 |
14,818 |
14,818 |
15,003 |
14,877 |
S2 |
14,602 |
14,602 |
14,972 |
|
S3 |
14,269 |
14,485 |
14,942 |
|
S4 |
13,936 |
14,152 |
14,850 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813 |
15,675 |
15,147 |
|
R3 |
15,543 |
15,405 |
15,072 |
|
R2 |
15,273 |
15,273 |
15,048 |
|
R1 |
15,135 |
15,135 |
15,023 |
15,069 |
PP |
15,003 |
15,003 |
15,003 |
14,970 |
S1 |
14,865 |
14,865 |
14,973 |
14,799 |
S2 |
14,733 |
14,733 |
14,949 |
|
S3 |
14,463 |
14,595 |
14,924 |
|
S4 |
14,193 |
14,325 |
14,850 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,053 |
14,648 |
405 |
2.7% |
179 |
1.2% |
95% |
True |
False |
183,317 |
10 |
15,299 |
14,648 |
651 |
4.3% |
162 |
1.1% |
59% |
False |
False |
174,985 |
20 |
15,658 |
14,648 |
1,010 |
6.7% |
149 |
1.0% |
38% |
False |
False |
152,234 |
40 |
15,658 |
14,648 |
1,010 |
6.7% |
143 |
1.0% |
38% |
False |
False |
77,717 |
60 |
15,658 |
14,648 |
1,010 |
6.7% |
127 |
0.8% |
38% |
False |
False |
51,818 |
80 |
15,658 |
14,410 |
1,248 |
8.3% |
122 |
0.8% |
50% |
False |
False |
38,870 |
100 |
15,658 |
14,410 |
1,248 |
8.3% |
111 |
0.7% |
50% |
False |
False |
31,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,468 |
2.618 |
15,925 |
1.618 |
15,592 |
1.000 |
15,386 |
0.618 |
15,259 |
HIGH |
15,053 |
0.618 |
14,926 |
0.500 |
14,887 |
0.382 |
14,847 |
LOW |
14,720 |
0.618 |
14,514 |
1.000 |
14,387 |
1.618 |
14,181 |
2.618 |
13,848 |
4.250 |
13,305 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,984 |
14,972 |
PP |
14,935 |
14,911 |
S1 |
14,887 |
14,851 |
|