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 |
1,319.1 |
1,308.1 |
-11.0 |
-0.8% |
1,351.7 |
High |
1,322.4 |
1,312.6 |
-9.8 |
-0.7% |
1,351.7 |
Low |
1,295.8 |
1,282.0 |
-13.8 |
-1.1% |
1,278.0 |
Close |
1,307.9 |
1,297.6 |
-10.3 |
-0.8% |
1,310.6 |
Range |
26.6 |
30.6 |
4.0 |
15.0% |
73.7 |
ATR |
28.0 |
28.2 |
0.2 |
0.7% |
0.0 |
Volume |
2,939 |
3,934 |
995 |
33.9% |
10,519 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.2 |
1,374.0 |
1,314.4 |
|
R3 |
1,358.6 |
1,343.4 |
1,306.0 |
|
R2 |
1,328.0 |
1,328.0 |
1,303.2 |
|
R1 |
1,312.8 |
1,312.8 |
1,300.4 |
1,305.1 |
PP |
1,297.4 |
1,297.4 |
1,297.4 |
1,293.6 |
S1 |
1,282.2 |
1,282.2 |
1,294.8 |
1,274.5 |
S2 |
1,266.8 |
1,266.8 |
1,292.0 |
|
S3 |
1,236.2 |
1,251.6 |
1,289.2 |
|
S4 |
1,205.6 |
1,221.0 |
1,280.8 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.5 |
1,496.3 |
1,351.1 |
|
R3 |
1,460.8 |
1,422.6 |
1,330.9 |
|
R2 |
1,387.1 |
1,387.1 |
1,324.1 |
|
R1 |
1,348.9 |
1,348.9 |
1,317.4 |
1,331.2 |
PP |
1,313.4 |
1,313.4 |
1,313.4 |
1,304.6 |
S1 |
1,275.2 |
1,275.2 |
1,303.8 |
1,257.5 |
S2 |
1,239.7 |
1,239.7 |
1,297.1 |
|
S3 |
1,166.0 |
1,201.5 |
1,290.3 |
|
S4 |
1,092.3 |
1,127.8 |
1,270.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.8 |
1,282.0 |
48.8 |
3.8% |
22.0 |
1.7% |
32% |
False |
True |
2,183 |
10 |
1,351.7 |
1,278.0 |
73.7 |
5.7% |
27.8 |
2.1% |
27% |
False |
False |
2,506 |
20 |
1,375.8 |
1,278.0 |
97.8 |
7.5% |
28.5 |
2.2% |
20% |
False |
False |
2,281 |
40 |
1,433.7 |
1,278.0 |
155.7 |
12.0% |
26.3 |
2.0% |
13% |
False |
False |
2,024 |
60 |
1,433.7 |
1,274.0 |
159.7 |
12.3% |
24.3 |
1.9% |
15% |
False |
False |
1,961 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.9% |
24.7 |
1.9% |
45% |
False |
False |
1,859 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.9% |
23.6 |
1.8% |
45% |
False |
False |
1,586 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.7% |
22.6 |
1.7% |
37% |
False |
False |
1,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.7 |
2.618 |
1,392.7 |
1.618 |
1,362.1 |
1.000 |
1,343.2 |
0.618 |
1,331.5 |
HIGH |
1,312.6 |
0.618 |
1,300.9 |
0.500 |
1,297.3 |
0.382 |
1,293.7 |
LOW |
1,282.0 |
0.618 |
1,263.1 |
1.000 |
1,251.4 |
1.618 |
1,232.5 |
2.618 |
1,201.9 |
4.250 |
1,152.0 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,297.5 |
1,306.4 |
PP |
1,297.4 |
1,303.5 |
S1 |
1,297.3 |
1,300.5 |
|