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 |
1,285.1 |
1,275.0 |
-10.1 |
-0.8% |
1,312.6 |
High |
1,294.4 |
1,289.1 |
-5.3 |
-0.4% |
1,330.8 |
Low |
1,260.6 |
1,269.8 |
9.2 |
0.7% |
1,260.6 |
Close |
1,268.8 |
1,277.2 |
8.4 |
0.7% |
1,268.8 |
Range |
33.8 |
19.3 |
-14.5 |
-42.9% |
70.2 |
ATR |
28.8 |
28.2 |
-0.6 |
-2.1% |
0.0 |
Volume |
5,419 |
1,016 |
-4,403 |
-81.3% |
15,150 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.6 |
1,326.2 |
1,287.8 |
|
R3 |
1,317.3 |
1,306.9 |
1,282.5 |
|
R2 |
1,298.0 |
1,298.0 |
1,280.7 |
|
R1 |
1,287.6 |
1,287.6 |
1,279.0 |
1,292.8 |
PP |
1,278.7 |
1,278.7 |
1,278.7 |
1,281.3 |
S1 |
1,268.3 |
1,268.3 |
1,275.4 |
1,273.5 |
S2 |
1,259.4 |
1,259.4 |
1,273.7 |
|
S3 |
1,240.1 |
1,249.0 |
1,271.9 |
|
S4 |
1,220.8 |
1,229.7 |
1,266.6 |
|
|
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 |
1.9% |
24% |
False |
False |
2,931 |
10 |
1,337.0 |
1,260.6 |
76.4 |
6.0% |
28.2 |
2.2% |
22% |
False |
False |
2,430 |
20 |
1,375.8 |
1,260.6 |
115.2 |
9.0% |
28.4 |
2.2% |
14% |
False |
False |
2,367 |
40 |
1,433.7 |
1,260.6 |
173.1 |
13.6% |
26.0 |
2.0% |
10% |
False |
False |
2,121 |
60 |
1,433.7 |
1,260.6 |
173.1 |
13.6% |
24.8 |
1.9% |
10% |
False |
False |
1,983 |
80 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
24.3 |
1.9% |
36% |
False |
False |
1,933 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
23.5 |
1.8% |
36% |
False |
False |
1,643 |
120 |
1,482.1 |
1,187.9 |
294.2 |
23.0% |
22.8 |
1.8% |
30% |
False |
False |
1,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.1 |
2.618 |
1,339.6 |
1.618 |
1,320.3 |
1.000 |
1,308.4 |
0.618 |
1,301.0 |
HIGH |
1,289.1 |
0.618 |
1,281.7 |
0.500 |
1,279.5 |
0.382 |
1,277.2 |
LOW |
1,269.8 |
0.618 |
1,257.9 |
1.000 |
1,250.5 |
1.618 |
1,238.6 |
2.618 |
1,219.3 |
4.250 |
1,187.8 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,279.5 |
1,286.6 |
PP |
1,278.7 |
1,283.5 |
S1 |
1,278.0 |
1,280.3 |
|