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 |
1,648.00 |
1,648.50 |
0.50 |
0.0% |
1,675.00 |
High |
1,658.25 |
1,687.75 |
29.50 |
1.8% |
1,692.25 |
Low |
1,640.00 |
1,648.00 |
8.00 |
0.5% |
1,663.25 |
Close |
1,648.75 |
1,685.00 |
36.25 |
2.2% |
1,684.75 |
Range |
18.25 |
39.75 |
21.50 |
117.8% |
29.00 |
ATR |
17.59 |
19.17 |
1.58 |
9.0% |
0.00 |
Volume |
2,485,975 |
2,287,318 |
-198,657 |
-8.0% |
9,393,326 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.75 |
1,778.75 |
1,706.75 |
|
R3 |
1,753.00 |
1,739.00 |
1,696.00 |
|
R2 |
1,713.25 |
1,713.25 |
1,692.25 |
|
R1 |
1,699.25 |
1,699.25 |
1,688.75 |
1,706.25 |
PP |
1,673.50 |
1,673.50 |
1,673.50 |
1,677.00 |
S1 |
1,659.50 |
1,659.50 |
1,681.25 |
1,666.50 |
S2 |
1,633.75 |
1,633.75 |
1,677.75 |
|
S3 |
1,594.00 |
1,619.75 |
1,674.00 |
|
S4 |
1,554.25 |
1,580.00 |
1,663.25 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.00 |
1,755.00 |
1,700.75 |
|
R3 |
1,738.00 |
1,726.00 |
1,692.75 |
|
R2 |
1,709.00 |
1,709.00 |
1,690.00 |
|
R1 |
1,697.00 |
1,697.00 |
1,687.50 |
1,703.00 |
PP |
1,680.00 |
1,680.00 |
1,680.00 |
1,683.00 |
S1 |
1,668.00 |
1,668.00 |
1,682.00 |
1,674.00 |
S2 |
1,651.00 |
1,651.00 |
1,679.50 |
|
S3 |
1,622.00 |
1,639.00 |
1,676.75 |
|
S4 |
1,593.00 |
1,610.00 |
1,668.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.75 |
1,640.00 |
47.75 |
2.8% |
23.00 |
1.4% |
94% |
True |
False |
2,047,644 |
10 |
1,695.50 |
1,640.00 |
55.50 |
3.3% |
20.25 |
1.2% |
81% |
False |
False |
1,955,082 |
20 |
1,726.75 |
1,640.00 |
86.75 |
5.1% |
17.75 |
1.1% |
52% |
False |
False |
1,821,554 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
17.50 |
1.0% |
62% |
False |
False |
944,787 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.00 |
0.9% |
62% |
False |
False |
631,058 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.00 |
1.0% |
77% |
False |
False |
474,252 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
18.00 |
1.1% |
77% |
False |
False |
379,502 |
120 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.00 |
1.0% |
77% |
False |
False |
316,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.75 |
2.618 |
1,791.75 |
1.618 |
1,752.00 |
1.000 |
1,727.50 |
0.618 |
1,712.25 |
HIGH |
1,687.75 |
0.618 |
1,672.50 |
0.500 |
1,668.00 |
0.382 |
1,663.25 |
LOW |
1,648.00 |
0.618 |
1,623.50 |
1.000 |
1,608.25 |
1.618 |
1,583.75 |
2.618 |
1,544.00 |
4.250 |
1,479.00 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,679.25 |
1,678.00 |
PP |
1,673.50 |
1,671.00 |
S1 |
1,668.00 |
1,664.00 |
|