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 |
1,683.00 |
1,684.00 |
1.00 |
0.1% |
1,676.75 |
High |
1,700.25 |
1,706.75 |
6.50 |
0.4% |
1,700.25 |
Low |
1,673.00 |
1,680.75 |
7.75 |
0.5% |
1,640.00 |
Close |
1,699.00 |
1,704.25 |
5.25 |
0.3% |
1,699.00 |
Range |
27.25 |
26.00 |
-1.25 |
-4.6% |
60.25 |
ATR |
19.75 |
20.20 |
0.45 |
2.3% |
0.00 |
Volume |
1,558,254 |
1,509,558 |
-48,696 |
-3.1% |
10,283,510 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.25 |
1,765.75 |
1,718.50 |
|
R3 |
1,749.25 |
1,739.75 |
1,711.50 |
|
R2 |
1,723.25 |
1,723.25 |
1,709.00 |
|
R1 |
1,713.75 |
1,713.75 |
1,706.75 |
1,718.50 |
PP |
1,697.25 |
1,697.25 |
1,697.25 |
1,699.50 |
S1 |
1,687.75 |
1,687.75 |
1,701.75 |
1,692.50 |
S2 |
1,671.25 |
1,671.25 |
1,699.50 |
|
S3 |
1,645.25 |
1,661.75 |
1,697.00 |
|
S4 |
1,619.25 |
1,635.75 |
1,690.00 |
|
|
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 |
1,706.75 |
1,640.00 |
66.75 |
3.9% |
27.25 |
1.6% |
96% |
True |
False |
2,038,653 |
10 |
1,706.75 |
1,640.00 |
66.75 |
3.9% |
22.50 |
1.3% |
96% |
True |
False |
1,903,449 |
20 |
1,726.75 |
1,640.00 |
86.75 |
5.1% |
19.00 |
1.1% |
74% |
False |
False |
1,815,297 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
17.75 |
1.0% |
79% |
False |
False |
1,021,160 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.25 |
1.0% |
79% |
False |
False |
682,010 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
16.75 |
1.0% |
87% |
False |
False |
512,541 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
18.00 |
1.1% |
87% |
False |
False |
410,159 |
120 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.25 |
1.0% |
87% |
False |
False |
341,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.25 |
2.618 |
1,774.75 |
1.618 |
1,748.75 |
1.000 |
1,732.75 |
0.618 |
1,722.75 |
HIGH |
1,706.75 |
0.618 |
1,696.75 |
0.500 |
1,693.75 |
0.382 |
1,690.75 |
LOW |
1,680.75 |
0.618 |
1,664.75 |
1.000 |
1,654.75 |
1.618 |
1,638.75 |
2.618 |
1,612.75 |
4.250 |
1,570.25 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,700.75 |
1,695.25 |
PP |
1,697.25 |
1,686.25 |
S1 |
1,693.75 |
1,677.50 |
|