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 |
14,848 |
14,686 |
-162 |
-1.1% |
15,117 |
High |
14,876 |
14,782 |
-94 |
-0.6% |
15,140 |
Low |
14,677 |
14,648 |
-29 |
-0.2% |
14,870 |
Close |
14,714 |
14,728 |
14 |
0.1% |
14,998 |
Range |
199 |
134 |
-65 |
-32.7% |
270 |
ATR |
147 |
146 |
-1 |
-0.6% |
0 |
Volume |
218,468 |
236,854 |
18,386 |
8.4% |
828,899 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,121 |
15,059 |
14,802 |
|
R3 |
14,987 |
14,925 |
14,765 |
|
R2 |
14,853 |
14,853 |
14,753 |
|
R1 |
14,791 |
14,791 |
14,740 |
14,822 |
PP |
14,719 |
14,719 |
14,719 |
14,735 |
S1 |
14,657 |
14,657 |
14,716 |
14,688 |
S2 |
14,585 |
14,585 |
14,704 |
|
S3 |
14,451 |
14,523 |
14,691 |
|
S4 |
14,317 |
14,389 |
14,654 |
|
|
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 |
15,031 |
14,648 |
383 |
2.6% |
145 |
1.0% |
21% |
False |
True |
190,909 |
10 |
15,319 |
14,648 |
671 |
4.6% |
139 |
0.9% |
12% |
False |
True |
168,729 |
20 |
15,658 |
14,648 |
1,010 |
6.9% |
135 |
0.9% |
8% |
False |
True |
144,437 |
40 |
15,658 |
14,648 |
1,010 |
6.9% |
138 |
0.9% |
8% |
False |
True |
72,944 |
60 |
15,658 |
14,648 |
1,010 |
6.9% |
123 |
0.8% |
8% |
False |
True |
48,635 |
80 |
15,658 |
14,410 |
1,248 |
8.5% |
119 |
0.8% |
25% |
False |
False |
36,483 |
100 |
15,658 |
14,410 |
1,248 |
8.5% |
108 |
0.7% |
25% |
False |
False |
29,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,352 |
2.618 |
15,133 |
1.618 |
14,999 |
1.000 |
14,916 |
0.618 |
14,865 |
HIGH |
14,782 |
0.618 |
14,731 |
0.500 |
14,715 |
0.382 |
14,699 |
LOW |
14,648 |
0.618 |
14,565 |
1.000 |
14,514 |
1.618 |
14,431 |
2.618 |
14,297 |
4.250 |
14,079 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,724 |
14,800 |
PP |
14,719 |
14,776 |
S1 |
14,715 |
14,752 |
|