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 |
1,644.25 |
1,676.50 |
32.25 |
2.0% |
1,669.00 |
High |
1,680.50 |
1,693.25 |
12.75 |
0.8% |
1,693.25 |
Low |
1,644.25 |
1,666.75 |
22.50 |
1.4% |
1,633.50 |
Close |
1,678.25 |
1,692.25 |
14.00 |
0.8% |
1,692.25 |
Range |
36.25 |
26.50 |
-9.75 |
-26.9% |
59.75 |
ATR |
18.22 |
18.81 |
0.59 |
3.2% |
0.00 |
Volume |
9,047 |
7,788 |
-1,259 |
-13.9% |
33,980 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.50 |
1,754.50 |
1,706.75 |
|
R3 |
1,737.00 |
1,728.00 |
1,699.50 |
|
R2 |
1,710.50 |
1,710.50 |
1,697.00 |
|
R1 |
1,701.50 |
1,701.50 |
1,694.75 |
1,706.00 |
PP |
1,684.00 |
1,684.00 |
1,684.00 |
1,686.50 |
S1 |
1,675.00 |
1,675.00 |
1,689.75 |
1,679.50 |
S2 |
1,657.50 |
1,657.50 |
1,687.50 |
|
S3 |
1,631.00 |
1,648.50 |
1,685.00 |
|
S4 |
1,604.50 |
1,622.00 |
1,677.75 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.25 |
1,832.00 |
1,725.00 |
|
R3 |
1,792.50 |
1,772.25 |
1,708.75 |
|
R2 |
1,732.75 |
1,732.75 |
1,703.25 |
|
R1 |
1,712.50 |
1,712.50 |
1,697.75 |
1,722.50 |
PP |
1,673.00 |
1,673.00 |
1,673.00 |
1,678.00 |
S1 |
1,652.75 |
1,652.75 |
1,686.75 |
1,663.00 |
S2 |
1,613.25 |
1,613.25 |
1,681.25 |
|
S3 |
1,553.50 |
1,593.00 |
1,675.75 |
|
S4 |
1,493.75 |
1,533.25 |
1,659.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,693.25 |
1,633.50 |
59.75 |
3.5% |
23.50 |
1.4% |
98% |
True |
False |
6,796 |
10 |
1,693.25 |
1,633.50 |
59.75 |
3.5% |
20.50 |
1.2% |
98% |
True |
False |
6,124 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.1% |
18.00 |
1.1% |
68% |
False |
False |
4,098 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
16.00 |
0.9% |
74% |
False |
False |
2,095 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.25 |
0.8% |
74% |
False |
False |
1,414 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.50 |
0.9% |
85% |
False |
False |
1,084 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.50 |
0.9% |
85% |
False |
False |
885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.00 |
2.618 |
1,762.75 |
1.618 |
1,736.25 |
1.000 |
1,719.75 |
0.618 |
1,709.75 |
HIGH |
1,693.25 |
0.618 |
1,683.25 |
0.500 |
1,680.00 |
0.382 |
1,676.75 |
LOW |
1,666.75 |
0.618 |
1,650.25 |
1.000 |
1,640.25 |
1.618 |
1,623.75 |
2.618 |
1,597.25 |
4.250 |
1,554.00 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,688.25 |
1,682.50 |
PP |
1,684.00 |
1,673.00 |
S1 |
1,680.00 |
1,663.50 |
|