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 |
14,723 |
15,025 |
302 |
2.1% |
14,940 |
High |
15,053 |
15,193 |
140 |
0.9% |
15,193 |
Low |
14,720 |
14,949 |
229 |
1.6% |
14,648 |
Close |
15,033 |
15,175 |
142 |
0.9% |
15,175 |
Range |
333 |
244 |
-89 |
-26.7% |
545 |
ATR |
159 |
165 |
6 |
3.8% |
0 |
Volume |
190,957 |
144,838 |
-46,119 |
-24.2% |
933,683 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,838 |
15,750 |
15,309 |
|
R3 |
15,594 |
15,506 |
15,242 |
|
R2 |
15,350 |
15,350 |
15,220 |
|
R1 |
15,262 |
15,262 |
15,197 |
15,306 |
PP |
15,106 |
15,106 |
15,106 |
15,128 |
S1 |
15,018 |
15,018 |
15,153 |
15,062 |
S2 |
14,862 |
14,862 |
15,130 |
|
S3 |
14,618 |
14,774 |
15,108 |
|
S4 |
14,374 |
14,530 |
15,041 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,640 |
16,453 |
15,475 |
|
R3 |
16,095 |
15,908 |
15,325 |
|
R2 |
15,550 |
15,550 |
15,275 |
|
R1 |
15,363 |
15,363 |
15,225 |
15,457 |
PP |
15,005 |
15,005 |
15,005 |
15,052 |
S1 |
14,818 |
14,818 |
15,125 |
14,912 |
S2 |
14,460 |
14,460 |
15,075 |
|
S3 |
13,915 |
14,273 |
15,025 |
|
S4 |
13,370 |
13,728 |
14,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,193 |
14,648 |
545 |
3.6% |
204 |
1.3% |
97% |
True |
False |
186,736 |
10 |
15,193 |
14,648 |
545 |
3.6% |
169 |
1.1% |
97% |
True |
False |
176,258 |
20 |
15,658 |
14,648 |
1,010 |
6.7% |
155 |
1.0% |
52% |
False |
False |
155,089 |
40 |
15,658 |
14,648 |
1,010 |
6.7% |
143 |
0.9% |
52% |
False |
False |
81,338 |
60 |
15,658 |
14,648 |
1,010 |
6.7% |
130 |
0.9% |
52% |
False |
False |
54,231 |
80 |
15,658 |
14,410 |
1,248 |
8.2% |
125 |
0.8% |
61% |
False |
False |
40,680 |
100 |
15,658 |
14,410 |
1,248 |
8.2% |
113 |
0.7% |
61% |
False |
False |
32,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,230 |
2.618 |
15,832 |
1.618 |
15,588 |
1.000 |
15,437 |
0.618 |
15,344 |
HIGH |
15,193 |
0.618 |
15,100 |
0.500 |
15,071 |
0.382 |
15,042 |
LOW |
14,949 |
0.618 |
14,798 |
1.000 |
14,705 |
1.618 |
14,554 |
2.618 |
14,310 |
4.250 |
13,912 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,140 |
15,090 |
PP |
15,106 |
15,005 |
S1 |
15,071 |
14,921 |
|