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 |
8,599.0 |
8,591.0 |
-8.0 |
-0.1% |
8,592.0 |
High |
8,607.5 |
8,611.0 |
3.5 |
0.0% |
8,707.0 |
Low |
8,510.5 |
8,522.5 |
12.0 |
0.1% |
8,549.5 |
Close |
8,591.0 |
8,570.5 |
-20.5 |
-0.2% |
8,624.5 |
Range |
97.0 |
88.5 |
-8.5 |
-8.8% |
157.5 |
ATR |
95.7 |
95.2 |
-0.5 |
-0.5% |
0.0 |
Volume |
92,578 |
97,853 |
5,275 |
5.7% |
444,692 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,833.5 |
8,790.5 |
8,619.2 |
|
R3 |
8,745.0 |
8,702.0 |
8,594.8 |
|
R2 |
8,656.5 |
8,656.5 |
8,586.7 |
|
R1 |
8,613.5 |
8,613.5 |
8,578.6 |
8,590.8 |
PP |
8,568.0 |
8,568.0 |
8,568.0 |
8,556.6 |
S1 |
8,525.0 |
8,525.0 |
8,562.4 |
8,502.3 |
S2 |
8,479.5 |
8,479.5 |
8,554.3 |
|
S3 |
8,391.0 |
8,436.5 |
8,546.2 |
|
S4 |
8,302.5 |
8,348.0 |
8,521.8 |
|
|
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 |
8,686.0 |
8,510.5 |
175.5 |
2.0% |
88.3 |
1.0% |
34% |
False |
False |
86,845 |
10 |
8,707.0 |
8,510.5 |
196.5 |
2.3% |
80.7 |
0.9% |
31% |
False |
False |
89,375 |
20 |
8,779.0 |
8,457.0 |
322.0 |
3.8% |
76.9 |
0.9% |
35% |
False |
False |
75,426 |
40 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
89.4 |
1.0% |
70% |
False |
False |
38,355 |
60 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
89.4 |
1.0% |
70% |
False |
False |
25,616 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
98.5 |
1.1% |
81% |
False |
False |
19,253 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
101.5 |
1.2% |
81% |
False |
False |
15,415 |
120 |
8,779.0 |
7,467.0 |
1,312.0 |
15.3% |
99.5 |
1.2% |
84% |
False |
False |
12,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,987.1 |
2.618 |
8,842.7 |
1.618 |
8,754.2 |
1.000 |
8,699.5 |
0.618 |
8,665.7 |
HIGH |
8,611.0 |
0.618 |
8,577.2 |
0.500 |
8,566.8 |
0.382 |
8,556.3 |
LOW |
8,522.5 |
0.618 |
8,467.8 |
1.000 |
8,434.0 |
1.618 |
8,379.3 |
2.618 |
8,290.8 |
4.250 |
8,146.4 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,569.3 |
8,577.8 |
PP |
8,568.0 |
8,575.3 |
S1 |
8,566.8 |
8,572.9 |
|