Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,069.30 |
14,938.04 |
-131.26 |
-0.9% |
15,249.82 |
High |
15,069.30 |
14,938.04 |
-131.26 |
-0.9% |
15,249.82 |
Low |
14,920.83 |
14,773.47 |
-147.36 |
-1.0% |
14,947.03 |
Close |
14,936.24 |
14,776.53 |
-159.71 |
-1.1% |
15,072.58 |
Range |
148.47 |
164.57 |
16.10 |
10.8% |
302.79 |
ATR |
132.32 |
134.63 |
2.30 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,323.06 |
15,214.36 |
14,867.04 |
|
R3 |
15,158.49 |
15,049.79 |
14,821.79 |
|
R2 |
14,993.92 |
14,993.92 |
14,806.70 |
|
R1 |
14,885.22 |
14,885.22 |
14,791.62 |
14,857.29 |
PP |
14,829.35 |
14,829.35 |
14,829.35 |
14,815.38 |
S1 |
14,720.65 |
14,720.65 |
14,761.44 |
14,692.72 |
S2 |
14,664.78 |
14,664.78 |
14,746.36 |
|
S3 |
14,500.21 |
14,556.08 |
14,731.27 |
|
S4 |
14,335.64 |
14,391.51 |
14,686.02 |
|
|
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 |
15,182.65 |
14,773.47 |
409.18 |
2.8% |
148.57 |
1.0% |
1% |
False |
True |
|
10 |
15,387.19 |
14,773.47 |
613.72 |
4.2% |
134.17 |
0.9% |
0% |
False |
True |
|
20 |
15,709.58 |
14,773.47 |
936.11 |
6.3% |
127.33 |
0.9% |
0% |
False |
True |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
128.89 |
0.9% |
2% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
120.39 |
0.8% |
2% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
131.15 |
0.9% |
19% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
140.22 |
0.9% |
19% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.6% |
134.80 |
0.9% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,637.46 |
2.618 |
15,368.88 |
1.618 |
15,204.31 |
1.000 |
15,102.61 |
0.618 |
15,039.74 |
HIGH |
14,938.04 |
0.618 |
14,875.17 |
0.500 |
14,855.76 |
0.382 |
14,836.34 |
LOW |
14,773.47 |
0.618 |
14,671.77 |
1.000 |
14,608.90 |
1.618 |
14,507.20 |
2.618 |
14,342.63 |
4.250 |
14,074.05 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,855.76 |
14,928.73 |
PP |
14,829.35 |
14,878.00 |
S1 |
14,802.94 |
14,827.26 |
|