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 |
3,193.50 |
3,205.00 |
11.50 |
0.4% |
3,224.00 |
High |
3,230.50 |
3,255.00 |
24.50 |
0.8% |
3,232.75 |
Low |
3,175.75 |
3,195.00 |
19.25 |
0.6% |
3,110.75 |
Close |
3,225.50 |
3,248.25 |
22.75 |
0.7% |
3,225.50 |
Range |
54.75 |
60.00 |
5.25 |
9.6% |
122.00 |
ATR |
42.57 |
43.82 |
1.24 |
2.9% |
0.00 |
Volume |
230,009 |
233,830 |
3,821 |
1.7% |
1,670,961 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,412.75 |
3,390.50 |
3,281.25 |
|
R3 |
3,352.75 |
3,330.50 |
3,264.75 |
|
R2 |
3,292.75 |
3,292.75 |
3,259.25 |
|
R1 |
3,270.50 |
3,270.50 |
3,253.75 |
3,281.50 |
PP |
3,232.75 |
3,232.75 |
3,232.75 |
3,238.25 |
S1 |
3,210.50 |
3,210.50 |
3,242.75 |
3,221.50 |
S2 |
3,172.75 |
3,172.75 |
3,237.25 |
|
S3 |
3,112.75 |
3,150.50 |
3,231.75 |
|
S4 |
3,052.75 |
3,090.50 |
3,215.25 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.75 |
3,512.50 |
3,292.50 |
|
R3 |
3,433.75 |
3,390.50 |
3,259.00 |
|
R2 |
3,311.75 |
3,311.75 |
3,247.75 |
|
R1 |
3,268.50 |
3,268.50 |
3,236.75 |
3,290.00 |
PP |
3,189.75 |
3,189.75 |
3,189.75 |
3,200.50 |
S1 |
3,146.50 |
3,146.50 |
3,214.25 |
3,168.00 |
S2 |
3,067.75 |
3,067.75 |
3,203.25 |
|
S3 |
2,945.75 |
3,024.50 |
3,192.00 |
|
S4 |
2,823.75 |
2,902.50 |
3,158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,255.00 |
3,110.75 |
144.25 |
4.4% |
63.00 |
1.9% |
95% |
True |
False |
333,120 |
10 |
3,255.00 |
3,110.75 |
144.25 |
4.4% |
51.25 |
1.6% |
95% |
True |
False |
295,980 |
20 |
3,255.00 |
3,110.75 |
144.25 |
4.4% |
41.50 |
1.3% |
95% |
True |
False |
260,545 |
40 |
3,255.00 |
3,049.25 |
205.75 |
6.3% |
38.50 |
1.2% |
97% |
True |
False |
147,085 |
60 |
3,255.00 |
3,016.75 |
238.25 |
7.3% |
32.50 |
1.0% |
97% |
True |
False |
98,114 |
80 |
3,255.00 |
2,813.00 |
442.00 |
13.6% |
29.25 |
0.9% |
98% |
True |
False |
73,590 |
100 |
3,255.00 |
2,813.00 |
442.00 |
13.6% |
25.25 |
0.8% |
98% |
True |
False |
58,873 |
120 |
3,255.00 |
2,813.00 |
442.00 |
13.6% |
22.25 |
0.7% |
98% |
True |
False |
49,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,510.00 |
2.618 |
3,412.00 |
1.618 |
3,352.00 |
1.000 |
3,315.00 |
0.618 |
3,292.00 |
HIGH |
3,255.00 |
0.618 |
3,232.00 |
0.500 |
3,225.00 |
0.382 |
3,218.00 |
LOW |
3,195.00 |
0.618 |
3,158.00 |
1.000 |
3,135.00 |
1.618 |
3,098.00 |
2.618 |
3,038.00 |
4.250 |
2,940.00 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,240.50 |
3,230.00 |
PP |
3,232.75 |
3,212.00 |
S1 |
3,225.00 |
3,194.00 |
|