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 |
3,146.25 |
3,132.75 |
-13.50 |
-0.4% |
3,211.50 |
High |
3,164.00 |
3,209.50 |
45.50 |
1.4% |
3,251.25 |
Low |
3,110.75 |
3,132.75 |
22.00 |
0.7% |
3,178.25 |
Close |
3,132.50 |
3,193.50 |
61.00 |
1.9% |
3,234.50 |
Range |
53.25 |
76.75 |
23.50 |
44.1% |
73.00 |
ATR |
38.92 |
41.64 |
2.72 |
7.0% |
0.00 |
Volume |
441,570 |
342,187 |
-99,383 |
-22.5% |
1,336,682 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,408.75 |
3,378.00 |
3,235.75 |
|
R3 |
3,332.00 |
3,301.25 |
3,214.50 |
|
R2 |
3,255.25 |
3,255.25 |
3,207.50 |
|
R1 |
3,224.50 |
3,224.50 |
3,200.50 |
3,240.00 |
PP |
3,178.50 |
3,178.50 |
3,178.50 |
3,186.25 |
S1 |
3,147.75 |
3,147.75 |
3,186.50 |
3,163.00 |
S2 |
3,101.75 |
3,101.75 |
3,179.50 |
|
S3 |
3,025.00 |
3,071.00 |
3,172.50 |
|
S4 |
2,948.25 |
2,994.25 |
3,151.25 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,440.25 |
3,410.50 |
3,274.75 |
|
R3 |
3,367.25 |
3,337.50 |
3,254.50 |
|
R2 |
3,294.25 |
3,294.25 |
3,248.00 |
|
R1 |
3,264.50 |
3,264.50 |
3,241.25 |
3,279.50 |
PP |
3,221.25 |
3,221.25 |
3,221.25 |
3,228.75 |
S1 |
3,191.50 |
3,191.50 |
3,227.75 |
3,206.50 |
S2 |
3,148.25 |
3,148.25 |
3,221.00 |
|
S3 |
3,075.25 |
3,118.50 |
3,214.50 |
|
S4 |
3,002.25 |
3,045.50 |
3,194.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,239.50 |
3,110.75 |
128.75 |
4.0% |
54.25 |
1.7% |
64% |
False |
False |
328,499 |
10 |
3,251.25 |
3,110.75 |
140.50 |
4.4% |
47.50 |
1.5% |
59% |
False |
False |
297,074 |
20 |
3,251.25 |
3,110.75 |
140.50 |
4.4% |
39.75 |
1.2% |
59% |
False |
False |
262,619 |
40 |
3,251.25 |
3,049.25 |
202.00 |
6.3% |
37.00 |
1.2% |
71% |
False |
False |
135,505 |
60 |
3,251.25 |
3,016.75 |
234.50 |
7.3% |
31.00 |
1.0% |
75% |
False |
False |
90,384 |
80 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
27.75 |
0.9% |
87% |
False |
False |
67,792 |
100 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
24.50 |
0.8% |
87% |
False |
False |
54,234 |
120 |
3,251.25 |
2,810.50 |
440.75 |
13.8% |
21.25 |
0.7% |
87% |
False |
False |
45,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,535.75 |
2.618 |
3,410.50 |
1.618 |
3,333.75 |
1.000 |
3,286.25 |
0.618 |
3,257.00 |
HIGH |
3,209.50 |
0.618 |
3,180.25 |
0.500 |
3,171.00 |
0.382 |
3,162.00 |
LOW |
3,132.75 |
0.618 |
3,085.25 |
1.000 |
3,056.00 |
1.618 |
3,008.50 |
2.618 |
2,931.75 |
4.250 |
2,806.50 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,186.00 |
3,183.25 |
PP |
3,178.50 |
3,173.00 |
S1 |
3,171.00 |
3,162.50 |
|