Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
13,815 |
13,790 |
-25 |
-0.2% |
14,640 |
High |
14,000 |
14,195 |
195 |
1.4% |
14,740 |
Low |
13,785 |
13,790 |
5 |
0.0% |
14,010 |
Close |
13,805 |
14,135 |
330 |
2.4% |
14,265 |
Range |
215 |
405 |
190 |
88.4% |
730 |
ATR |
306 |
313 |
7 |
2.3% |
0 |
Volume |
13,906 |
15,310 |
1,404 |
10.1% |
78,864 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,255 |
15,100 |
14,358 |
|
R3 |
14,850 |
14,695 |
14,247 |
|
R2 |
14,445 |
14,445 |
14,209 |
|
R1 |
14,290 |
14,290 |
14,172 |
14,368 |
PP |
14,040 |
14,040 |
14,040 |
14,079 |
S1 |
13,885 |
13,885 |
14,098 |
13,963 |
S2 |
13,635 |
13,635 |
14,061 |
|
S3 |
13,230 |
13,480 |
14,024 |
|
S4 |
12,825 |
13,075 |
13,912 |
|
|
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 |
14,300 |
13,785 |
515 |
3.6% |
304 |
2.2% |
68% |
False |
False |
14,389 |
10 |
14,950 |
13,785 |
1,165 |
8.2% |
341 |
2.4% |
30% |
False |
False |
15,360 |
20 |
14,965 |
13,785 |
1,180 |
8.3% |
298 |
2.1% |
30% |
False |
False |
13,465 |
40 |
14,965 |
13,240 |
1,725 |
12.2% |
285 |
2.0% |
52% |
False |
False |
8,832 |
60 |
15,125 |
13,240 |
1,885 |
13.3% |
251 |
1.8% |
47% |
False |
False |
5,892 |
80 |
15,125 |
12,905 |
2,220 |
15.7% |
204 |
1.4% |
55% |
False |
False |
4,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,916 |
2.618 |
15,255 |
1.618 |
14,850 |
1.000 |
14,600 |
0.618 |
14,445 |
HIGH |
14,195 |
0.618 |
14,040 |
0.500 |
13,993 |
0.382 |
13,945 |
LOW |
13,790 |
0.618 |
13,540 |
1.000 |
13,385 |
1.618 |
13,135 |
2.618 |
12,730 |
4.250 |
12,069 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,088 |
14,087 |
PP |
14,040 |
14,038 |
S1 |
13,993 |
13,990 |
|