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 |
6,313.0 |
6,313.0 |
0.0 |
0.0% |
6,440.0 |
High |
6,344.5 |
6,437.5 |
93.0 |
1.5% |
6,461.0 |
Low |
6,287.5 |
6,312.5 |
25.0 |
0.4% |
6,355.0 |
Close |
6,301.0 |
6,399.5 |
98.5 |
1.6% |
6,425.5 |
Range |
57.0 |
125.0 |
68.0 |
119.3% |
106.0 |
ATR |
69.2 |
74.0 |
4.8 |
6.9% |
0.0 |
Volume |
111,664 |
83,484 |
-28,180 |
-25.2% |
439,812 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,758.0 |
6,704.0 |
6,468.0 |
|
R3 |
6,633.0 |
6,579.0 |
6,434.0 |
|
R2 |
6,508.0 |
6,508.0 |
6,422.5 |
|
R1 |
6,454.0 |
6,454.0 |
6,411.0 |
6,481.0 |
PP |
6,383.0 |
6,383.0 |
6,383.0 |
6,397.0 |
S1 |
6,329.0 |
6,329.0 |
6,388.0 |
6,356.0 |
S2 |
6,258.0 |
6,258.0 |
6,376.5 |
|
S3 |
6,133.0 |
6,204.0 |
6,365.0 |
|
S4 |
6,008.0 |
6,079.0 |
6,331.0 |
|
|
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 |
6,287.5 |
161.5 |
2.5% |
81.5 |
1.3% |
69% |
False |
False |
95,872 |
10 |
6,548.0 |
6,287.5 |
260.5 |
4.1% |
75.0 |
1.2% |
43% |
False |
False |
96,590 |
20 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
67.0 |
1.0% |
32% |
False |
False |
110,127 |
40 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
66.0 |
1.0% |
32% |
False |
False |
57,424 |
60 |
6,643.0 |
6,287.5 |
355.5 |
5.6% |
61.5 |
1.0% |
32% |
False |
False |
38,360 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
61.0 |
0.9% |
65% |
False |
False |
28,789 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
51.0 |
0.8% |
59% |
False |
False |
23,036 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
42.5 |
0.7% |
59% |
False |
False |
19,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,969.0 |
2.618 |
6,765.0 |
1.618 |
6,640.0 |
1.000 |
6,562.5 |
0.618 |
6,515.0 |
HIGH |
6,437.5 |
0.618 |
6,390.0 |
0.500 |
6,375.0 |
0.382 |
6,360.0 |
LOW |
6,312.5 |
0.618 |
6,235.0 |
1.000 |
6,187.5 |
1.618 |
6,110.0 |
2.618 |
5,985.0 |
4.250 |
5,781.0 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,391.5 |
6,387.0 |
PP |
6,383.0 |
6,375.0 |
S1 |
6,375.0 |
6,362.5 |
|