Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
8,558.0 |
8,570.0 |
12.0 |
0.1% |
8,592.0 |
High |
8,594.0 |
8,744.0 |
150.0 |
1.7% |
8,707.0 |
Low |
8,498.0 |
8,551.0 |
53.0 |
0.6% |
8,549.5 |
Close |
8,507.5 |
8,688.0 |
180.5 |
2.1% |
8,624.5 |
Range |
96.0 |
193.0 |
97.0 |
101.0% |
157.5 |
ATR |
95.3 |
105.4 |
10.1 |
10.6% |
0.0 |
Volume |
117,140 |
67,126 |
-50,014 |
-42.7% |
444,692 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,240.0 |
9,157.0 |
8,794.2 |
|
R3 |
9,047.0 |
8,964.0 |
8,741.1 |
|
R2 |
8,854.0 |
8,854.0 |
8,723.4 |
|
R1 |
8,771.0 |
8,771.0 |
8,705.7 |
8,812.5 |
PP |
8,661.0 |
8,661.0 |
8,661.0 |
8,681.8 |
S1 |
8,578.0 |
8,578.0 |
8,670.3 |
8,619.5 |
S2 |
8,468.0 |
8,468.0 |
8,652.6 |
|
S3 |
8,275.0 |
8,385.0 |
8,634.9 |
|
S4 |
8,082.0 |
8,192.0 |
8,581.9 |
|
|
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 |
8,744.0 |
8,498.0 |
246.0 |
2.8% |
109.3 |
1.3% |
77% |
True |
False |
93,432 |
10 |
8,744.0 |
8,498.0 |
246.0 |
2.8% |
96.2 |
1.1% |
77% |
True |
False |
92,230 |
20 |
8,779.0 |
8,463.5 |
315.5 |
3.6% |
86.3 |
1.0% |
71% |
False |
False |
83,601 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
92.5 |
1.1% |
87% |
False |
False |
42,951 |
60 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
90.3 |
1.0% |
87% |
False |
False |
28,684 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
97.7 |
1.1% |
92% |
False |
False |
21,554 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
102.2 |
1.2% |
92% |
False |
False |
17,255 |
120 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
99.1 |
1.1% |
92% |
False |
False |
14,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,564.3 |
2.618 |
9,249.3 |
1.618 |
9,056.3 |
1.000 |
8,937.0 |
0.618 |
8,863.3 |
HIGH |
8,744.0 |
0.618 |
8,670.3 |
0.500 |
8,647.5 |
0.382 |
8,624.7 |
LOW |
8,551.0 |
0.618 |
8,431.7 |
1.000 |
8,358.0 |
1.618 |
8,238.7 |
2.618 |
8,045.7 |
4.250 |
7,730.8 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,674.5 |
8,665.7 |
PP |
8,661.0 |
8,643.3 |
S1 |
8,647.5 |
8,621.0 |
|