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 |
6,425.0 |
6,384.5 |
-40.5 |
-0.6% |
6,440.0 |
High |
6,425.5 |
6,402.5 |
-23.0 |
-0.4% |
6,461.0 |
Low |
6,361.0 |
6,296.5 |
-64.5 |
-1.0% |
6,355.0 |
Close |
6,403.0 |
6,344.5 |
-58.5 |
-0.9% |
6,425.5 |
Range |
64.5 |
106.0 |
41.5 |
64.3% |
106.0 |
ATR |
67.3 |
70.1 |
2.8 |
4.2% |
0.0 |
Volume |
105,341 |
101,889 |
-3,452 |
-3.3% |
439,812 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,666.0 |
6,611.0 |
6,403.0 |
|
R3 |
6,560.0 |
6,505.0 |
6,373.5 |
|
R2 |
6,454.0 |
6,454.0 |
6,364.0 |
|
R1 |
6,399.0 |
6,399.0 |
6,354.0 |
6,373.5 |
PP |
6,348.0 |
6,348.0 |
6,348.0 |
6,335.0 |
S1 |
6,293.0 |
6,293.0 |
6,335.0 |
6,267.5 |
S2 |
6,242.0 |
6,242.0 |
6,325.0 |
|
S3 |
6,136.0 |
6,187.0 |
6,315.5 |
|
S4 |
6,030.0 |
6,081.0 |
6,286.0 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,732.0 |
6,684.5 |
6,484.0 |
|
R3 |
6,626.0 |
6,578.5 |
6,454.5 |
|
R2 |
6,520.0 |
6,520.0 |
6,445.0 |
|
R1 |
6,472.5 |
6,472.5 |
6,435.0 |
6,443.0 |
PP |
6,414.0 |
6,414.0 |
6,414.0 |
6,399.0 |
S1 |
6,366.5 |
6,366.5 |
6,416.0 |
6,337.0 |
S2 |
6,308.0 |
6,308.0 |
6,406.0 |
|
S3 |
6,202.0 |
6,260.5 |
6,396.5 |
|
S4 |
6,096.0 |
6,154.5 |
6,367.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,449.0 |
6,296.5 |
152.5 |
2.4% |
72.5 |
1.1% |
31% |
False |
True |
84,131 |
10 |
6,562.5 |
6,296.5 |
266.0 |
4.2% |
68.0 |
1.1% |
18% |
False |
True |
92,476 |
20 |
6,643.0 |
6,296.5 |
346.5 |
5.5% |
62.0 |
1.0% |
14% |
False |
True |
102,619 |
40 |
6,643.0 |
6,296.5 |
346.5 |
5.5% |
64.0 |
1.0% |
14% |
False |
True |
52,553 |
60 |
6,643.0 |
6,296.5 |
346.5 |
5.5% |
60.0 |
0.9% |
14% |
False |
True |
35,109 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.9% |
59.5 |
0.9% |
57% |
False |
False |
26,350 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.9% |
49.0 |
0.8% |
52% |
False |
False |
21,085 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.9% |
41.0 |
0.6% |
52% |
False |
False |
17,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,853.0 |
2.618 |
6,680.0 |
1.618 |
6,574.0 |
1.000 |
6,508.5 |
0.618 |
6,468.0 |
HIGH |
6,402.5 |
0.618 |
6,362.0 |
0.500 |
6,349.5 |
0.382 |
6,337.0 |
LOW |
6,296.5 |
0.618 |
6,231.0 |
1.000 |
6,190.5 |
1.618 |
6,125.0 |
2.618 |
6,019.0 |
4.250 |
5,846.0 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,349.5 |
6,373.0 |
PP |
6,348.0 |
6,363.5 |
S1 |
6,346.0 |
6,354.0 |
|