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 |
14,893 |
14,940 |
47 |
0.3% |
15,117 |
High |
15,009 |
14,951 |
-58 |
-0.4% |
15,140 |
Low |
14,891 |
14,841 |
-50 |
-0.3% |
14,870 |
Close |
14,998 |
14,851 |
-147 |
-1.0% |
14,998 |
Range |
118 |
110 |
-8 |
-6.8% |
270 |
ATR |
142 |
143 |
1 |
0.8% |
0 |
Volume |
127,743 |
142,566 |
14,823 |
11.6% |
828,899 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,211 |
15,141 |
14,912 |
|
R3 |
15,101 |
15,031 |
14,881 |
|
R2 |
14,991 |
14,991 |
14,871 |
|
R1 |
14,921 |
14,921 |
14,861 |
14,901 |
PP |
14,881 |
14,881 |
14,881 |
14,871 |
S1 |
14,811 |
14,811 |
14,841 |
14,791 |
S2 |
14,771 |
14,771 |
14,831 |
|
S3 |
14,661 |
14,701 |
14,821 |
|
S4 |
14,551 |
14,591 |
14,791 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813 |
15,675 |
15,147 |
|
R3 |
15,543 |
15,405 |
15,072 |
|
R2 |
15,273 |
15,273 |
15,048 |
|
R1 |
15,135 |
15,135 |
15,023 |
15,069 |
PP |
15,003 |
15,003 |
15,003 |
14,970 |
S1 |
14,865 |
14,865 |
14,973 |
14,799 |
S2 |
14,733 |
14,733 |
14,949 |
|
S3 |
14,463 |
14,595 |
14,924 |
|
S4 |
14,193 |
14,325 |
14,850 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,140 |
14,841 |
299 |
2.0% |
133 |
0.9% |
3% |
False |
True |
161,769 |
10 |
15,370 |
14,841 |
529 |
3.6% |
129 |
0.9% |
2% |
False |
True |
151,960 |
20 |
15,658 |
14,841 |
817 |
5.5% |
136 |
0.9% |
1% |
False |
True |
122,724 |
40 |
15,658 |
14,651 |
1,007 |
6.8% |
136 |
0.9% |
20% |
False |
False |
61,563 |
60 |
15,658 |
14,651 |
1,007 |
6.8% |
120 |
0.8% |
20% |
False |
False |
41,047 |
80 |
15,658 |
14,410 |
1,248 |
8.4% |
116 |
0.8% |
35% |
False |
False |
30,791 |
100 |
15,658 |
14,410 |
1,248 |
8.4% |
105 |
0.7% |
35% |
False |
False |
24,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,419 |
2.618 |
15,239 |
1.618 |
15,129 |
1.000 |
15,061 |
0.618 |
15,019 |
HIGH |
14,951 |
0.618 |
14,909 |
0.500 |
14,896 |
0.382 |
14,883 |
LOW |
14,841 |
0.618 |
14,773 |
1.000 |
14,731 |
1.618 |
14,663 |
2.618 |
14,553 |
4.250 |
14,374 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,896 |
14,936 |
PP |
14,881 |
14,908 |
S1 |
14,866 |
14,879 |
|