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 |
3,132.75 |
3,193.50 |
60.75 |
1.9% |
3,224.00 |
High |
3,209.50 |
3,230.50 |
21.00 |
0.7% |
3,232.75 |
Low |
3,132.75 |
3,175.75 |
43.00 |
1.4% |
3,110.75 |
Close |
3,193.50 |
3,225.50 |
32.00 |
1.0% |
3,225.50 |
Range |
76.75 |
54.75 |
-22.00 |
-28.7% |
122.00 |
ATR |
41.64 |
42.57 |
0.94 |
2.2% |
0.00 |
Volume |
342,187 |
230,009 |
-112,178 |
-32.8% |
1,670,961 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,374.75 |
3,355.00 |
3,255.50 |
|
R3 |
3,320.00 |
3,300.25 |
3,240.50 |
|
R2 |
3,265.25 |
3,265.25 |
3,235.50 |
|
R1 |
3,245.50 |
3,245.50 |
3,230.50 |
3,255.50 |
PP |
3,210.50 |
3,210.50 |
3,210.50 |
3,215.50 |
S1 |
3,190.75 |
3,190.75 |
3,220.50 |
3,200.50 |
S2 |
3,155.75 |
3,155.75 |
3,215.50 |
|
S3 |
3,101.00 |
3,136.00 |
3,210.50 |
|
S4 |
3,046.25 |
3,081.25 |
3,195.50 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.75 |
3,512.50 |
3,292.50 |
|
R3 |
3,433.75 |
3,390.50 |
3,259.00 |
|
R2 |
3,311.75 |
3,311.75 |
3,247.75 |
|
R1 |
3,268.50 |
3,268.50 |
3,236.75 |
3,290.00 |
PP |
3,189.75 |
3,189.75 |
3,189.75 |
3,200.50 |
S1 |
3,146.50 |
3,146.50 |
3,214.25 |
3,168.00 |
S2 |
3,067.75 |
3,067.75 |
3,203.25 |
|
S3 |
2,945.75 |
3,024.50 |
3,192.00 |
|
S4 |
2,823.75 |
2,902.50 |
3,158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,232.75 |
3,110.75 |
122.00 |
3.8% |
57.25 |
1.8% |
94% |
False |
False |
334,192 |
10 |
3,251.25 |
3,110.75 |
140.50 |
4.4% |
49.75 |
1.5% |
82% |
False |
False |
300,764 |
20 |
3,251.25 |
3,110.75 |
140.50 |
4.4% |
41.50 |
1.3% |
82% |
False |
False |
263,900 |
40 |
3,251.25 |
3,049.25 |
202.00 |
6.3% |
37.50 |
1.2% |
87% |
False |
False |
141,246 |
60 |
3,251.25 |
3,016.75 |
234.50 |
7.3% |
31.50 |
1.0% |
89% |
False |
False |
94,218 |
80 |
3,251.25 |
2,813.00 |
438.25 |
13.6% |
28.50 |
0.9% |
94% |
False |
False |
70,668 |
100 |
3,251.25 |
2,813.00 |
438.25 |
13.6% |
25.00 |
0.8% |
94% |
False |
False |
56,534 |
120 |
3,251.25 |
2,811.25 |
440.00 |
13.6% |
21.75 |
0.7% |
94% |
False |
False |
47,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,463.25 |
2.618 |
3,373.75 |
1.618 |
3,319.00 |
1.000 |
3,285.25 |
0.618 |
3,264.25 |
HIGH |
3,230.50 |
0.618 |
3,209.50 |
0.500 |
3,203.00 |
0.382 |
3,196.75 |
LOW |
3,175.75 |
0.618 |
3,142.00 |
1.000 |
3,121.00 |
1.618 |
3,087.25 |
2.618 |
3,032.50 |
4.250 |
2,943.00 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,218.00 |
3,207.25 |
PP |
3,210.50 |
3,189.00 |
S1 |
3,203.00 |
3,170.50 |
|