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 |
1,312.3 |
1,323.0 |
10.7 |
0.8% |
1,343.5 |
High |
1,329.5 |
1,330.8 |
1.3 |
0.1% |
1,353.8 |
Low |
1,307.9 |
1,315.4 |
7.5 |
0.6% |
1,276.9 |
Close |
1,325.1 |
1,324.6 |
-0.5 |
0.0% |
1,309.9 |
Range |
21.6 |
15.4 |
-6.2 |
-28.7% |
76.9 |
ATR |
31.0 |
29.9 |
-1.1 |
-3.6% |
0.0 |
Volume |
95,950 |
123,183 |
27,233 |
28.4% |
744,717 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.8 |
1,362.6 |
1,333.1 |
|
R3 |
1,354.4 |
1,347.2 |
1,328.8 |
|
R2 |
1,339.0 |
1,339.0 |
1,327.4 |
|
R1 |
1,331.8 |
1,331.8 |
1,326.0 |
1,335.4 |
PP |
1,323.6 |
1,323.6 |
1,323.6 |
1,325.4 |
S1 |
1,316.4 |
1,316.4 |
1,323.2 |
1,320.0 |
S2 |
1,308.2 |
1,308.2 |
1,321.8 |
|
S3 |
1,292.8 |
1,301.0 |
1,320.4 |
|
S4 |
1,277.4 |
1,285.6 |
1,316.1 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.2 |
1,504.0 |
1,352.2 |
|
R3 |
1,467.3 |
1,427.1 |
1,331.0 |
|
R2 |
1,390.4 |
1,390.4 |
1,324.0 |
|
R1 |
1,350.2 |
1,350.2 |
1,316.9 |
1,331.9 |
PP |
1,313.5 |
1,313.5 |
1,313.5 |
1,304.4 |
S1 |
1,273.3 |
1,273.3 |
1,302.9 |
1,255.0 |
S2 |
1,236.6 |
1,236.6 |
1,295.8 |
|
S3 |
1,159.7 |
1,196.4 |
1,288.8 |
|
S4 |
1,082.8 |
1,119.5 |
1,267.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.8 |
1,276.9 |
53.9 |
4.1% |
25.2 |
1.9% |
88% |
True |
False |
126,388 |
10 |
1,353.8 |
1,276.9 |
76.9 |
5.8% |
28.1 |
2.1% |
62% |
False |
False |
140,287 |
20 |
1,375.4 |
1,276.9 |
98.5 |
7.4% |
29.9 |
2.3% |
48% |
False |
False |
153,142 |
40 |
1,434.0 |
1,276.9 |
157.1 |
11.9% |
28.4 |
2.1% |
30% |
False |
False |
151,251 |
60 |
1,434.0 |
1,270.6 |
163.4 |
12.3% |
27.3 |
2.1% |
33% |
False |
False |
132,173 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
28.5 |
2.2% |
56% |
False |
False |
102,649 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
28.7 |
2.2% |
56% |
False |
False |
83,314 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.2% |
28.5 |
2.2% |
46% |
False |
False |
70,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.3 |
2.618 |
1,371.1 |
1.618 |
1,355.7 |
1.000 |
1,346.2 |
0.618 |
1,340.3 |
HIGH |
1,330.8 |
0.618 |
1,324.9 |
0.500 |
1,323.1 |
0.382 |
1,321.3 |
LOW |
1,315.4 |
0.618 |
1,305.9 |
1.000 |
1,300.0 |
1.618 |
1,290.5 |
2.618 |
1,275.1 |
4.250 |
1,250.0 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,324.1 |
1,322.4 |
PP |
1,323.6 |
1,320.2 |
S1 |
1,323.1 |
1,318.0 |
|