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 |
14,940 |
14,848 |
-92 |
-0.6% |
15,117 |
High |
14,951 |
14,876 |
-75 |
-0.5% |
15,140 |
Low |
14,841 |
14,677 |
-164 |
-1.1% |
14,870 |
Close |
14,851 |
14,714 |
-137 |
-0.9% |
14,998 |
Range |
110 |
199 |
89 |
80.9% |
270 |
ATR |
143 |
147 |
4 |
2.8% |
0 |
Volume |
142,566 |
218,468 |
75,902 |
53.2% |
828,899 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,353 |
15,232 |
14,824 |
|
R3 |
15,154 |
15,033 |
14,769 |
|
R2 |
14,955 |
14,955 |
14,751 |
|
R1 |
14,834 |
14,834 |
14,732 |
14,795 |
PP |
14,756 |
14,756 |
14,756 |
14,736 |
S1 |
14,635 |
14,635 |
14,696 |
14,596 |
S2 |
14,557 |
14,557 |
14,678 |
|
S3 |
14,358 |
14,436 |
14,659 |
|
S4 |
14,159 |
14,237 |
14,605 |
|
|
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 |
15,137 |
14,677 |
460 |
3.1% |
152 |
1.0% |
8% |
False |
True |
174,552 |
10 |
15,319 |
14,677 |
642 |
4.4% |
138 |
0.9% |
6% |
False |
True |
160,910 |
20 |
15,658 |
14,677 |
981 |
6.7% |
138 |
0.9% |
4% |
False |
True |
132,954 |
40 |
15,658 |
14,651 |
1,007 |
6.8% |
139 |
0.9% |
6% |
False |
False |
67,024 |
60 |
15,658 |
14,651 |
1,007 |
6.8% |
122 |
0.8% |
6% |
False |
False |
44,688 |
80 |
15,658 |
14,410 |
1,248 |
8.5% |
119 |
0.8% |
24% |
False |
False |
33,522 |
100 |
15,658 |
14,410 |
1,248 |
8.5% |
107 |
0.7% |
24% |
False |
False |
26,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,722 |
2.618 |
15,397 |
1.618 |
15,198 |
1.000 |
15,075 |
0.618 |
14,999 |
HIGH |
14,876 |
0.618 |
14,800 |
0.500 |
14,777 |
0.382 |
14,753 |
LOW |
14,677 |
0.618 |
14,554 |
1.000 |
14,478 |
1.618 |
14,355 |
2.618 |
14,156 |
4.250 |
13,831 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,777 |
14,843 |
PP |
14,756 |
14,800 |
S1 |
14,735 |
14,757 |
|