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 |
1,676.50 |
1,678.75 |
2.25 |
0.1% |
1,669.00 |
High |
1,693.25 |
1,700.00 |
6.75 |
0.4% |
1,693.25 |
Low |
1,666.75 |
1,674.25 |
7.50 |
0.4% |
1,633.50 |
Close |
1,692.25 |
1,697.50 |
5.25 |
0.3% |
1,692.25 |
Range |
26.50 |
25.75 |
-0.75 |
-2.8% |
59.75 |
ATR |
18.81 |
19.30 |
0.50 |
2.6% |
0.00 |
Volume |
7,788 |
4,156 |
-3,632 |
-46.6% |
33,980 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.75 |
1,758.50 |
1,711.75 |
|
R3 |
1,742.00 |
1,732.75 |
1,704.50 |
|
R2 |
1,716.25 |
1,716.25 |
1,702.25 |
|
R1 |
1,707.00 |
1,707.00 |
1,699.75 |
1,711.50 |
PP |
1,690.50 |
1,690.50 |
1,690.50 |
1,693.00 |
S1 |
1,681.25 |
1,681.25 |
1,695.25 |
1,686.00 |
S2 |
1,664.75 |
1,664.75 |
1,692.75 |
|
S3 |
1,639.00 |
1,655.50 |
1,690.50 |
|
S4 |
1,613.25 |
1,629.75 |
1,683.25 |
|
|
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 |
1,700.00 |
1,633.50 |
66.50 |
3.9% |
26.25 |
1.5% |
96% |
True |
False |
6,366 |
10 |
1,700.00 |
1,633.50 |
66.50 |
3.9% |
21.50 |
1.3% |
96% |
True |
False |
6,282 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.1% |
18.50 |
1.1% |
74% |
False |
False |
4,300 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
16.50 |
1.0% |
79% |
False |
False |
2,197 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.25 |
0.8% |
79% |
False |
False |
1,482 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.4% |
14.25 |
0.8% |
88% |
False |
False |
1,136 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.4% |
14.50 |
0.9% |
88% |
False |
False |
926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,809.50 |
2.618 |
1,767.50 |
1.618 |
1,741.75 |
1.000 |
1,725.75 |
0.618 |
1,716.00 |
HIGH |
1,700.00 |
0.618 |
1,690.25 |
0.500 |
1,687.00 |
0.382 |
1,684.00 |
LOW |
1,674.25 |
0.618 |
1,658.25 |
1.000 |
1,648.50 |
1.618 |
1,632.50 |
2.618 |
1,606.75 |
4.250 |
1,564.75 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,694.00 |
1,689.00 |
PP |
1,690.50 |
1,680.50 |
S1 |
1,687.00 |
1,672.00 |
|