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 |
1,323.0 |
1,319.6 |
-3.4 |
-0.3% |
1,343.5 |
High |
1,330.8 |
1,323.3 |
-7.5 |
-0.6% |
1,353.8 |
Low |
1,315.4 |
1,294.6 |
-20.8 |
-1.6% |
1,276.9 |
Close |
1,324.6 |
1,307.2 |
-17.4 |
-1.3% |
1,309.9 |
Range |
15.4 |
28.7 |
13.3 |
86.4% |
76.9 |
ATR |
29.9 |
29.9 |
0.0 |
0.0% |
0.0 |
Volume |
123,183 |
158,401 |
35,218 |
28.6% |
744,717 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.5 |
1,379.5 |
1,323.0 |
|
R3 |
1,365.8 |
1,350.8 |
1,315.1 |
|
R2 |
1,337.1 |
1,337.1 |
1,312.5 |
|
R1 |
1,322.1 |
1,322.1 |
1,309.8 |
1,315.3 |
PP |
1,308.4 |
1,308.4 |
1,308.4 |
1,304.9 |
S1 |
1,293.4 |
1,293.4 |
1,304.6 |
1,286.6 |
S2 |
1,279.7 |
1,279.7 |
1,301.9 |
|
S3 |
1,251.0 |
1,264.7 |
1,299.3 |
|
S4 |
1,222.3 |
1,236.0 |
1,291.4 |
|
|
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 |
1,294.6 |
36.2 |
2.8% |
21.5 |
1.6% |
35% |
False |
True |
122,844 |
10 |
1,353.8 |
1,276.9 |
76.9 |
5.9% |
28.8 |
2.2% |
39% |
False |
False |
141,531 |
20 |
1,375.4 |
1,276.9 |
98.5 |
7.5% |
30.7 |
2.3% |
31% |
False |
False |
156,056 |
40 |
1,434.0 |
1,276.9 |
157.1 |
12.0% |
28.6 |
2.2% |
19% |
False |
False |
151,556 |
60 |
1,434.0 |
1,270.6 |
163.4 |
12.5% |
27.5 |
2.1% |
22% |
False |
False |
134,493 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.8 |
2.2% |
50% |
False |
False |
104,603 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.7 |
2.2% |
50% |
False |
False |
84,864 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.6% |
28.4 |
2.2% |
40% |
False |
False |
71,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.3 |
2.618 |
1,398.4 |
1.618 |
1,369.7 |
1.000 |
1,352.0 |
0.618 |
1,341.0 |
HIGH |
1,323.3 |
0.618 |
1,312.3 |
0.500 |
1,309.0 |
0.382 |
1,305.6 |
LOW |
1,294.6 |
0.618 |
1,276.9 |
1.000 |
1,265.9 |
1.618 |
1,248.2 |
2.618 |
1,219.5 |
4.250 |
1,172.6 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,309.0 |
1,312.7 |
PP |
1,308.4 |
1,310.9 |
S1 |
1,307.8 |
1,309.0 |
|