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 |
14,170 |
14,190 |
20 |
0.1% |
14,640 |
High |
14,275 |
14,190 |
-85 |
-0.6% |
14,740 |
Low |
14,010 |
13,800 |
-210 |
-1.5% |
14,010 |
Close |
14,265 |
13,825 |
-440 |
-3.1% |
14,265 |
Range |
265 |
390 |
125 |
47.2% |
730 |
ATR |
302 |
313 |
12 |
3.9% |
0 |
Volume |
12,939 |
16,921 |
3,982 |
30.8% |
78,864 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,108 |
14,857 |
14,040 |
|
R3 |
14,718 |
14,467 |
13,932 |
|
R2 |
14,328 |
14,328 |
13,897 |
|
R1 |
14,077 |
14,077 |
13,861 |
14,008 |
PP |
13,938 |
13,938 |
13,938 |
13,904 |
S1 |
13,687 |
13,687 |
13,789 |
13,618 |
S2 |
13,548 |
13,548 |
13,754 |
|
S3 |
13,158 |
13,297 |
13,718 |
|
S4 |
12,768 |
12,907 |
13,611 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,528 |
16,127 |
14,667 |
|
R3 |
15,798 |
15,397 |
14,466 |
|
R2 |
15,068 |
15,068 |
14,399 |
|
R1 |
14,667 |
14,667 |
14,332 |
14,503 |
PP |
14,338 |
14,338 |
14,338 |
14,256 |
S1 |
13,937 |
13,937 |
14,198 |
13,773 |
S2 |
13,608 |
13,608 |
14,131 |
|
S3 |
12,878 |
13,207 |
14,064 |
|
S4 |
12,148 |
12,477 |
13,864 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,740 |
13,800 |
940 |
6.8% |
353 |
2.6% |
3% |
False |
True |
15,939 |
10 |
14,950 |
13,800 |
1,150 |
8.3% |
321 |
2.3% |
2% |
False |
True |
14,516 |
20 |
14,965 |
13,800 |
1,165 |
8.4% |
293 |
2.1% |
2% |
False |
True |
14,563 |
40 |
14,965 |
13,240 |
1,725 |
12.5% |
281 |
2.0% |
34% |
False |
False |
8,103 |
60 |
15,125 |
13,240 |
1,885 |
13.6% |
243 |
1.8% |
31% |
False |
False |
5,405 |
80 |
15,125 |
12,715 |
2,410 |
17.4% |
199 |
1.4% |
46% |
False |
False |
4,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,848 |
2.618 |
15,211 |
1.618 |
14,821 |
1.000 |
14,580 |
0.618 |
14,431 |
HIGH |
14,190 |
0.618 |
14,041 |
0.500 |
13,995 |
0.382 |
13,949 |
LOW |
13,800 |
0.618 |
13,559 |
1.000 |
13,410 |
1.618 |
13,169 |
2.618 |
12,779 |
4.250 |
12,143 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
13,995 |
14,050 |
PP |
13,938 |
13,975 |
S1 |
13,882 |
13,900 |
|