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 |
1,642.75 |
1,644.25 |
1.50 |
0.1% |
1,670.00 |
High |
1,651.00 |
1,680.50 |
29.50 |
1.8% |
1,685.25 |
Low |
1,633.50 |
1,644.25 |
10.75 |
0.7% |
1,656.75 |
Close |
1,642.00 |
1,678.25 |
36.25 |
2.2% |
1,678.00 |
Range |
17.50 |
36.25 |
18.75 |
107.1% |
28.50 |
ATR |
16.66 |
18.22 |
1.56 |
9.4% |
0.00 |
Volume |
4,588 |
9,047 |
4,459 |
97.2% |
27,264 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.50 |
1,763.50 |
1,698.25 |
|
R3 |
1,740.25 |
1,727.25 |
1,688.25 |
|
R2 |
1,704.00 |
1,704.00 |
1,685.00 |
|
R1 |
1,691.00 |
1,691.00 |
1,681.50 |
1,697.50 |
PP |
1,667.75 |
1,667.75 |
1,667.75 |
1,671.00 |
S1 |
1,654.75 |
1,654.75 |
1,675.00 |
1,661.25 |
S2 |
1,631.50 |
1,631.50 |
1,671.50 |
|
S3 |
1,595.25 |
1,618.50 |
1,668.25 |
|
S4 |
1,559.00 |
1,582.25 |
1,658.25 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.75 |
1,747.00 |
1,693.75 |
|
R3 |
1,730.25 |
1,718.50 |
1,685.75 |
|
R2 |
1,701.75 |
1,701.75 |
1,683.25 |
|
R1 |
1,690.00 |
1,690.00 |
1,680.50 |
1,696.00 |
PP |
1,673.25 |
1,673.25 |
1,673.25 |
1,676.25 |
S1 |
1,661.50 |
1,661.50 |
1,675.50 |
1,667.50 |
S2 |
1,644.75 |
1,644.75 |
1,672.75 |
|
S3 |
1,616.25 |
1,633.00 |
1,670.25 |
|
S4 |
1,587.75 |
1,604.50 |
1,662.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,680.50 |
1,633.50 |
47.00 |
2.8% |
21.75 |
1.3% |
95% |
True |
False |
6,104 |
10 |
1,688.25 |
1,633.50 |
54.75 |
3.3% |
19.25 |
1.1% |
82% |
False |
False |
5,687 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.1% |
17.00 |
1.0% |
52% |
False |
False |
3,711 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
16.00 |
1.0% |
61% |
False |
False |
1,901 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.00 |
0.8% |
61% |
False |
False |
1,288 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.50 |
0.9% |
77% |
False |
False |
987 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.25 |
0.9% |
77% |
False |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.50 |
2.618 |
1,775.50 |
1.618 |
1,739.25 |
1.000 |
1,716.75 |
0.618 |
1,703.00 |
HIGH |
1,680.50 |
0.618 |
1,666.75 |
0.500 |
1,662.50 |
0.382 |
1,658.00 |
LOW |
1,644.25 |
0.618 |
1,621.75 |
1.000 |
1,608.00 |
1.618 |
1,585.50 |
2.618 |
1,549.25 |
4.250 |
1,490.25 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,673.00 |
1,671.25 |
PP |
1,667.75 |
1,664.00 |
S1 |
1,662.50 |
1,657.00 |
|