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 |
5,218.0 |
5,135.0 |
-83.0 |
-1.6% |
5,270.0 |
High |
5,224.0 |
5,153.0 |
-71.0 |
-1.4% |
5,271.0 |
Low |
5,137.0 |
5,118.0 |
-19.0 |
-0.4% |
5,191.0 |
Close |
5,157.0 |
5,142.0 |
-15.0 |
-0.3% |
5,205.0 |
Range |
87.0 |
35.0 |
-52.0 |
-59.8% |
80.0 |
ATR |
47.8 |
47.2 |
-0.6 |
-1.3% |
0.0 |
Volume |
20,406 |
22,207 |
1,801 |
8.8% |
107,903 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,242.7 |
5,227.3 |
5,161.3 |
|
R3 |
5,207.7 |
5,192.3 |
5,151.6 |
|
R2 |
5,172.7 |
5,172.7 |
5,148.4 |
|
R1 |
5,157.3 |
5,157.3 |
5,145.2 |
5,165.0 |
PP |
5,137.7 |
5,137.7 |
5,137.7 |
5,141.5 |
S1 |
5,122.3 |
5,122.3 |
5,138.8 |
5,130.0 |
S2 |
5,102.7 |
5,102.7 |
5,135.6 |
|
S3 |
5,067.7 |
5,087.3 |
5,132.4 |
|
S4 |
5,032.7 |
5,052.3 |
5,122.8 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,462.3 |
5,413.7 |
5,249.0 |
|
R3 |
5,382.3 |
5,333.7 |
5,227.0 |
|
R2 |
5,302.3 |
5,302.3 |
5,219.7 |
|
R1 |
5,253.7 |
5,253.7 |
5,212.3 |
5,238.0 |
PP |
5,222.3 |
5,222.3 |
5,222.3 |
5,214.5 |
S1 |
5,173.7 |
5,173.7 |
5,197.7 |
5,158.0 |
S2 |
5,142.3 |
5,142.3 |
5,190.3 |
|
S3 |
5,062.3 |
5,093.7 |
5,183.0 |
|
S4 |
4,982.3 |
5,013.7 |
5,161.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,259.0 |
5,118.0 |
141.0 |
2.7% |
48.0 |
0.9% |
17% |
False |
True |
19,300 |
10 |
5,322.0 |
5,118.0 |
204.0 |
4.0% |
48.4 |
0.9% |
12% |
False |
True |
20,761 |
20 |
5,322.0 |
5,118.0 |
204.0 |
4.0% |
38.6 |
0.8% |
12% |
False |
True |
29,086 |
40 |
5,322.0 |
5,000.0 |
322.0 |
6.3% |
29.7 |
0.6% |
44% |
False |
False |
14,697 |
60 |
5,322.0 |
4,927.0 |
395.0 |
7.7% |
26.5 |
0.5% |
54% |
False |
False |
9,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,301.8 |
2.618 |
5,244.6 |
1.618 |
5,209.6 |
1.000 |
5,188.0 |
0.618 |
5,174.6 |
HIGH |
5,153.0 |
0.618 |
5,139.6 |
0.500 |
5,135.5 |
0.382 |
5,131.4 |
LOW |
5,118.0 |
0.618 |
5,096.4 |
1.000 |
5,083.0 |
1.618 |
5,061.4 |
2.618 |
5,026.4 |
4.250 |
4,969.3 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,139.8 |
5,171.0 |
PP |
5,137.7 |
5,161.3 |
S1 |
5,135.5 |
5,151.7 |
|