Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,994.68 |
15,069.30 |
74.62 |
0.5% |
15,249.82 |
High |
15,083.99 |
15,069.30 |
-14.69 |
-0.1% |
15,249.82 |
Low |
14,972.33 |
14,920.83 |
-51.50 |
-0.3% |
14,947.03 |
Close |
15,072.58 |
14,936.24 |
-136.34 |
-0.9% |
15,072.58 |
Range |
111.66 |
148.47 |
36.81 |
33.0% |
302.79 |
ATR |
130.83 |
132.32 |
1.49 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,420.87 |
15,327.02 |
15,017.90 |
|
R3 |
15,272.40 |
15,178.55 |
14,977.07 |
|
R2 |
15,123.93 |
15,123.93 |
14,963.46 |
|
R1 |
15,030.08 |
15,030.08 |
14,949.85 |
15,002.77 |
PP |
14,975.46 |
14,975.46 |
14,975.46 |
14,961.80 |
S1 |
14,881.61 |
14,881.61 |
14,922.63 |
14,854.30 |
S2 |
14,826.99 |
14,826.99 |
14,909.02 |
|
S3 |
14,678.52 |
14,733.14 |
14,895.41 |
|
S4 |
14,530.05 |
14,584.67 |
14,854.58 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,998.18 |
15,838.17 |
15,239.11 |
|
R3 |
15,695.39 |
15,535.38 |
15,155.85 |
|
R2 |
15,392.60 |
15,392.60 |
15,128.09 |
|
R1 |
15,232.59 |
15,232.59 |
15,100.34 |
15,161.20 |
PP |
15,089.81 |
15,089.81 |
15,089.81 |
15,054.12 |
S1 |
14,929.80 |
14,929.80 |
15,044.82 |
14,858.41 |
S2 |
14,787.02 |
14,787.02 |
15,017.07 |
|
S3 |
14,484.23 |
14,627.01 |
14,989.31 |
|
S4 |
14,181.44 |
14,324.22 |
14,906.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,208.40 |
14,920.83 |
287.57 |
1.9% |
135.27 |
0.9% |
5% |
False |
True |
|
10 |
15,433.75 |
14,920.83 |
512.92 |
3.4% |
128.38 |
0.9% |
3% |
False |
True |
|
20 |
15,709.58 |
14,920.83 |
788.75 |
5.3% |
125.35 |
0.8% |
2% |
False |
True |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
126.82 |
0.8% |
19% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
118.54 |
0.8% |
19% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
131.11 |
0.9% |
33% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
139.44 |
0.9% |
33% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.5% |
134.72 |
0.9% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,700.30 |
2.618 |
15,457.99 |
1.618 |
15,309.52 |
1.000 |
15,217.77 |
0.618 |
15,161.05 |
HIGH |
15,069.30 |
0.618 |
15,012.58 |
0.500 |
14,995.07 |
0.382 |
14,977.55 |
LOW |
14,920.83 |
0.618 |
14,829.08 |
1.000 |
14,772.36 |
1.618 |
14,680.61 |
2.618 |
14,532.14 |
4.250 |
14,289.83 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,995.07 |
15,024.03 |
PP |
14,975.46 |
14,994.77 |
S1 |
14,955.85 |
14,965.50 |
|