Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,938.04 |
14,778.19 |
-159.85 |
-1.1% |
15,249.82 |
High |
14,938.04 |
14,852.50 |
-85.54 |
-0.6% |
15,249.82 |
Low |
14,773.47 |
14,719.43 |
-54.04 |
-0.4% |
14,947.03 |
Close |
14,776.53 |
14,802.98 |
26.45 |
0.2% |
15,072.58 |
Range |
164.57 |
133.07 |
-31.50 |
-19.1% |
302.79 |
ATR |
134.63 |
134.52 |
-0.11 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,190.85 |
15,129.98 |
14,876.17 |
|
R3 |
15,057.78 |
14,996.91 |
14,839.57 |
|
R2 |
14,924.71 |
14,924.71 |
14,827.38 |
|
R1 |
14,863.84 |
14,863.84 |
14,815.18 |
14,894.28 |
PP |
14,791.64 |
14,791.64 |
14,791.64 |
14,806.85 |
S1 |
14,730.77 |
14,730.77 |
14,790.78 |
14,761.21 |
S2 |
14,658.57 |
14,658.57 |
14,778.58 |
|
S3 |
14,525.50 |
14,597.70 |
14,766.39 |
|
S4 |
14,392.43 |
14,464.63 |
14,729.79 |
|
|
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 |
15,127.23 |
14,719.43 |
407.80 |
2.8% |
147.59 |
1.0% |
20% |
False |
True |
|
10 |
15,387.19 |
14,719.43 |
667.76 |
4.5% |
135.55 |
0.9% |
13% |
False |
True |
|
20 |
15,709.58 |
14,719.43 |
990.15 |
6.7% |
127.36 |
0.9% |
8% |
False |
True |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.7% |
128.17 |
0.9% |
8% |
False |
True |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.7% |
121.23 |
0.8% |
8% |
False |
True |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
130.53 |
0.9% |
22% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
140.33 |
0.9% |
22% |
False |
False |
|
120 |
15,709.58 |
14,457.60 |
1,251.98 |
8.5% |
135.00 |
0.9% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,418.05 |
2.618 |
15,200.88 |
1.618 |
15,067.81 |
1.000 |
14,985.57 |
0.618 |
14,934.74 |
HIGH |
14,852.50 |
0.618 |
14,801.67 |
0.500 |
14,785.97 |
0.382 |
14,770.26 |
LOW |
14,719.43 |
0.618 |
14,637.19 |
1.000 |
14,586.36 |
1.618 |
14,504.12 |
2.618 |
14,371.05 |
4.250 |
14,153.88 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,797.31 |
14,894.37 |
PP |
14,791.64 |
14,863.90 |
S1 |
14,785.97 |
14,833.44 |
|