Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
8,582.0 |
8,599.0 |
17.0 |
0.2% |
8,592.0 |
High |
8,645.0 |
8,607.5 |
-37.5 |
-0.4% |
8,707.0 |
Low |
8,573.0 |
8,510.5 |
-62.5 |
-0.7% |
8,549.5 |
Close |
8,624.5 |
8,591.0 |
-33.5 |
-0.4% |
8,624.5 |
Range |
72.0 |
97.0 |
25.0 |
34.7% |
157.5 |
ATR |
94.3 |
95.7 |
1.4 |
1.5% |
0.0 |
Volume |
92,465 |
92,578 |
113 |
0.1% |
444,692 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,860.7 |
8,822.8 |
8,644.4 |
|
R3 |
8,763.7 |
8,725.8 |
8,617.7 |
|
R2 |
8,666.7 |
8,666.7 |
8,608.8 |
|
R1 |
8,628.8 |
8,628.8 |
8,599.9 |
8,599.3 |
PP |
8,569.7 |
8,569.7 |
8,569.7 |
8,554.9 |
S1 |
8,531.8 |
8,531.8 |
8,582.1 |
8,502.3 |
S2 |
8,472.7 |
8,472.7 |
8,573.2 |
|
S3 |
8,375.7 |
8,434.8 |
8,564.3 |
|
S4 |
8,278.7 |
8,337.8 |
8,537.7 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,099.5 |
9,019.5 |
8,711.1 |
|
R3 |
8,942.0 |
8,862.0 |
8,667.8 |
|
R2 |
8,784.5 |
8,784.5 |
8,653.4 |
|
R1 |
8,704.5 |
8,704.5 |
8,638.9 |
8,744.5 |
PP |
8,627.0 |
8,627.0 |
8,627.0 |
8,647.0 |
S1 |
8,547.0 |
8,547.0 |
8,610.1 |
8,587.0 |
S2 |
8,469.5 |
8,469.5 |
8,595.6 |
|
S3 |
8,312.0 |
8,389.5 |
8,581.2 |
|
S4 |
8,154.5 |
8,232.0 |
8,537.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,707.0 |
8,510.5 |
196.5 |
2.3% |
89.0 |
1.0% |
41% |
False |
True |
87,711 |
10 |
8,707.0 |
8,510.5 |
196.5 |
2.3% |
77.4 |
0.9% |
41% |
False |
True |
89,519 |
20 |
8,779.0 |
8,334.0 |
445.0 |
5.2% |
80.0 |
0.9% |
58% |
False |
False |
71,228 |
40 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
88.6 |
1.0% |
73% |
False |
False |
35,914 |
60 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
89.0 |
1.0% |
73% |
False |
False |
23,987 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
97.9 |
1.1% |
83% |
False |
False |
18,030 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
101.4 |
1.2% |
83% |
False |
False |
14,440 |
120 |
8,779.0 |
7,465.0 |
1,314.0 |
15.3% |
99.4 |
1.2% |
86% |
False |
False |
12,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,019.8 |
2.618 |
8,861.4 |
1.618 |
8,764.4 |
1.000 |
8,704.5 |
0.618 |
8,667.4 |
HIGH |
8,607.5 |
0.618 |
8,570.4 |
0.500 |
8,559.0 |
0.382 |
8,547.6 |
LOW |
8,510.5 |
0.618 |
8,450.6 |
1.000 |
8,413.5 |
1.618 |
8,353.6 |
2.618 |
8,256.6 |
4.250 |
8,098.3 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,580.3 |
8,588.7 |
PP |
8,569.7 |
8,586.3 |
S1 |
8,559.0 |
8,584.0 |
|