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 |
6,384.5 |
6,313.0 |
-71.5 |
-1.1% |
6,440.0 |
High |
6,402.5 |
6,344.5 |
-58.0 |
-0.9% |
6,461.0 |
Low |
6,296.5 |
6,287.5 |
-9.0 |
-0.1% |
6,355.0 |
Close |
6,344.5 |
6,301.0 |
-43.5 |
-0.7% |
6,425.5 |
Range |
106.0 |
57.0 |
-49.0 |
-46.2% |
106.0 |
ATR |
70.1 |
69.2 |
-0.9 |
-1.3% |
0.0 |
Volume |
101,889 |
111,664 |
9,775 |
9.6% |
439,812 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,482.0 |
6,448.5 |
6,332.5 |
|
R3 |
6,425.0 |
6,391.5 |
6,316.5 |
|
R2 |
6,368.0 |
6,368.0 |
6,311.5 |
|
R1 |
6,334.5 |
6,334.5 |
6,306.0 |
6,323.0 |
PP |
6,311.0 |
6,311.0 |
6,311.0 |
6,305.0 |
S1 |
6,277.5 |
6,277.5 |
6,296.0 |
6,266.0 |
S2 |
6,254.0 |
6,254.0 |
6,290.5 |
|
S3 |
6,197.0 |
6,220.5 |
6,285.5 |
|
S4 |
6,140.0 |
6,163.5 |
6,269.5 |
|
|
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 |
6,287.5 |
161.5 |
2.6% |
67.0 |
1.1% |
8% |
False |
True |
91,681 |
10 |
6,555.0 |
6,287.5 |
267.5 |
4.2% |
67.5 |
1.1% |
5% |
False |
True |
97,193 |
20 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
63.0 |
1.0% |
4% |
False |
True |
107,544 |
40 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
64.0 |
1.0% |
4% |
False |
True |
55,344 |
60 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
60.5 |
1.0% |
4% |
False |
True |
36,969 |
80 |
6,643.0 |
5,951.5 |
691.5 |
11.0% |
59.5 |
0.9% |
51% |
False |
False |
27,746 |
100 |
6,707.0 |
5,951.5 |
755.5 |
12.0% |
49.5 |
0.8% |
46% |
False |
False |
22,201 |
120 |
6,707.0 |
5,951.5 |
755.5 |
12.0% |
41.5 |
0.7% |
46% |
False |
False |
18,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,587.0 |
2.618 |
6,493.5 |
1.618 |
6,436.5 |
1.000 |
6,401.5 |
0.618 |
6,379.5 |
HIGH |
6,344.5 |
0.618 |
6,322.5 |
0.500 |
6,316.0 |
0.382 |
6,309.5 |
LOW |
6,287.5 |
0.618 |
6,252.5 |
1.000 |
6,230.5 |
1.618 |
6,195.5 |
2.618 |
6,138.5 |
4.250 |
6,045.0 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,316.0 |
6,356.5 |
PP |
6,311.0 |
6,338.0 |
S1 |
6,306.0 |
6,319.5 |
|