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 |
1,308.1 |
1,285.1 |
-23.0 |
-1.8% |
1,312.6 |
High |
1,312.6 |
1,294.4 |
-18.2 |
-1.4% |
1,330.8 |
Low |
1,282.0 |
1,260.6 |
-21.4 |
-1.7% |
1,260.6 |
Close |
1,297.6 |
1,268.8 |
-28.8 |
-2.2% |
1,268.8 |
Range |
30.6 |
33.8 |
3.2 |
10.5% |
70.2 |
ATR |
28.2 |
28.8 |
0.6 |
2.2% |
0.0 |
Volume |
3,934 |
5,419 |
1,485 |
37.7% |
15,150 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.0 |
1,356.2 |
1,287.4 |
|
R3 |
1,342.2 |
1,322.4 |
1,278.1 |
|
R2 |
1,308.4 |
1,308.4 |
1,275.0 |
|
R1 |
1,288.6 |
1,288.6 |
1,271.9 |
1,281.6 |
PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,271.1 |
S1 |
1,254.8 |
1,254.8 |
1,265.7 |
1,247.8 |
S2 |
1,240.8 |
1,240.8 |
1,262.6 |
|
S3 |
1,207.0 |
1,221.0 |
1,259.5 |
|
S4 |
1,173.2 |
1,187.2 |
1,250.2 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.3 |
1,453.3 |
1,307.4 |
|
R3 |
1,427.1 |
1,383.1 |
1,288.1 |
|
R2 |
1,356.9 |
1,356.9 |
1,281.7 |
|
R1 |
1,312.9 |
1,312.9 |
1,275.2 |
1,299.8 |
PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,280.2 |
S1 |
1,242.7 |
1,242.7 |
1,262.4 |
1,229.6 |
S2 |
1,216.5 |
1,216.5 |
1,255.9 |
|
S3 |
1,146.3 |
1,172.5 |
1,249.5 |
|
S4 |
1,076.1 |
1,102.3 |
1,230.2 |
|
|
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 |
1,260.6 |
70.2 |
5.5% |
24.8 |
2.0% |
12% |
False |
True |
3,030 |
10 |
1,351.7 |
1,260.6 |
91.1 |
7.2% |
29.0 |
2.3% |
9% |
False |
True |
2,566 |
20 |
1,375.8 |
1,260.6 |
115.2 |
9.1% |
28.9 |
2.3% |
7% |
False |
True |
2,432 |
40 |
1,433.7 |
1,260.6 |
173.1 |
13.6% |
26.0 |
2.0% |
5% |
False |
True |
2,139 |
60 |
1,433.7 |
1,260.6 |
173.1 |
13.6% |
24.7 |
1.9% |
5% |
False |
True |
2,011 |
80 |
1,433.7 |
1,187.9 |
245.8 |
19.4% |
24.8 |
2.0% |
33% |
False |
False |
1,926 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.4% |
23.7 |
1.9% |
33% |
False |
False |
1,635 |
120 |
1,482.1 |
1,187.9 |
294.2 |
23.2% |
22.7 |
1.8% |
27% |
False |
False |
1,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.1 |
2.618 |
1,382.9 |
1.618 |
1,349.1 |
1.000 |
1,328.2 |
0.618 |
1,315.3 |
HIGH |
1,294.4 |
0.618 |
1,281.5 |
0.500 |
1,277.5 |
0.382 |
1,273.5 |
LOW |
1,260.6 |
0.618 |
1,239.7 |
1.000 |
1,226.8 |
1.618 |
1,205.9 |
2.618 |
1,172.1 |
4.250 |
1,117.0 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,277.5 |
1,291.5 |
PP |
1,274.6 |
1,283.9 |
S1 |
1,271.7 |
1,276.4 |
|