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 |
1,648.50 |
1,683.00 |
34.50 |
2.1% |
1,676.75 |
High |
1,687.75 |
1,700.25 |
12.50 |
0.7% |
1,700.25 |
Low |
1,648.00 |
1,673.00 |
25.00 |
1.5% |
1,640.00 |
Close |
1,685.00 |
1,699.00 |
14.00 |
0.8% |
1,699.00 |
Range |
39.75 |
27.25 |
-12.50 |
-31.4% |
60.25 |
ATR |
19.17 |
19.75 |
0.58 |
3.0% |
0.00 |
Volume |
2,287,318 |
1,558,254 |
-729,064 |
-31.9% |
10,283,510 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.50 |
1,763.00 |
1,714.00 |
|
R3 |
1,745.25 |
1,735.75 |
1,706.50 |
|
R2 |
1,718.00 |
1,718.00 |
1,704.00 |
|
R1 |
1,708.50 |
1,708.50 |
1,701.50 |
1,713.25 |
PP |
1,690.75 |
1,690.75 |
1,690.75 |
1,693.00 |
S1 |
1,681.25 |
1,681.25 |
1,696.50 |
1,686.00 |
S2 |
1,663.50 |
1,663.50 |
1,694.00 |
|
S3 |
1,636.25 |
1,654.00 |
1,691.50 |
|
S4 |
1,609.00 |
1,626.75 |
1,684.00 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.50 |
1,840.00 |
1,732.25 |
|
R3 |
1,800.25 |
1,779.75 |
1,715.50 |
|
R2 |
1,740.00 |
1,740.00 |
1,710.00 |
|
R1 |
1,719.50 |
1,719.50 |
1,704.50 |
1,729.75 |
PP |
1,679.75 |
1,679.75 |
1,679.75 |
1,685.00 |
S1 |
1,659.25 |
1,659.25 |
1,693.50 |
1,669.50 |
S2 |
1,619.50 |
1,619.50 |
1,688.00 |
|
S3 |
1,559.25 |
1,599.00 |
1,682.50 |
|
S4 |
1,499.00 |
1,538.75 |
1,665.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,700.25 |
1,640.00 |
60.25 |
3.5% |
24.75 |
1.5% |
98% |
True |
False |
2,056,702 |
10 |
1,700.25 |
1,640.00 |
60.25 |
3.5% |
21.25 |
1.3% |
98% |
True |
False |
1,967,683 |
20 |
1,726.75 |
1,640.00 |
86.75 |
5.1% |
18.50 |
1.1% |
68% |
False |
False |
1,841,346 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
17.50 |
1.0% |
74% |
False |
False |
983,639 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.00 |
0.9% |
74% |
False |
False |
656,897 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.00 |
1.0% |
85% |
False |
False |
493,714 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
18.25 |
1.1% |
85% |
False |
False |
395,069 |
120 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.00 |
1.0% |
85% |
False |
False |
329,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,816.00 |
2.618 |
1,771.50 |
1.618 |
1,744.25 |
1.000 |
1,727.50 |
0.618 |
1,717.00 |
HIGH |
1,700.25 |
0.618 |
1,689.75 |
0.500 |
1,686.50 |
0.382 |
1,683.50 |
LOW |
1,673.00 |
0.618 |
1,656.25 |
1.000 |
1,645.75 |
1.618 |
1,629.00 |
2.618 |
1,601.75 |
4.250 |
1,557.25 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,695.00 |
1,689.50 |
PP |
1,690.75 |
1,679.75 |
S1 |
1,686.50 |
1,670.00 |
|