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 |
1,317.4 |
1,312.6 |
-4.8 |
-0.4% |
1,351.7 |
High |
1,326.8 |
1,329.6 |
2.8 |
0.2% |
1,351.7 |
Low |
1,307.2 |
1,310.3 |
3.1 |
0.2% |
1,278.0 |
Close |
1,310.6 |
1,325.8 |
15.2 |
1.2% |
1,310.6 |
Range |
19.6 |
19.3 |
-0.3 |
-1.5% |
73.7 |
ATR |
29.8 |
29.0 |
-0.7 |
-2.5% |
0.0 |
Volume |
1,187 |
1,509 |
322 |
27.1% |
10,519 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.8 |
1,372.1 |
1,336.4 |
|
R3 |
1,360.5 |
1,352.8 |
1,331.1 |
|
R2 |
1,341.2 |
1,341.2 |
1,329.3 |
|
R1 |
1,333.5 |
1,333.5 |
1,327.6 |
1,337.4 |
PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,323.8 |
S1 |
1,314.2 |
1,314.2 |
1,324.0 |
1,318.1 |
S2 |
1,302.6 |
1,302.6 |
1,322.3 |
|
S3 |
1,283.3 |
1,294.9 |
1,320.5 |
|
S4 |
1,264.0 |
1,275.6 |
1,315.2 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.5 |
1,496.3 |
1,351.1 |
|
R3 |
1,460.8 |
1,422.6 |
1,330.9 |
|
R2 |
1,387.1 |
1,387.1 |
1,324.1 |
|
R1 |
1,348.9 |
1,348.9 |
1,317.4 |
1,331.2 |
PP |
1,313.4 |
1,313.4 |
1,313.4 |
1,304.6 |
S1 |
1,275.2 |
1,275.2 |
1,303.8 |
1,257.5 |
S2 |
1,239.7 |
1,239.7 |
1,297.1 |
|
S3 |
1,166.0 |
1,201.5 |
1,290.3 |
|
S4 |
1,092.3 |
1,127.8 |
1,270.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,337.0 |
1,278.0 |
59.0 |
4.5% |
31.6 |
2.4% |
81% |
False |
False |
1,929 |
10 |
1,351.7 |
1,278.0 |
73.7 |
5.6% |
27.1 |
2.0% |
65% |
False |
False |
2,256 |
20 |
1,384.1 |
1,278.0 |
106.1 |
8.0% |
28.8 |
2.2% |
45% |
False |
False |
2,209 |
40 |
1,433.7 |
1,278.0 |
155.7 |
11.7% |
26.2 |
2.0% |
31% |
False |
False |
1,893 |
60 |
1,433.7 |
1,273.8 |
159.9 |
12.1% |
24.0 |
1.8% |
33% |
False |
False |
1,895 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
24.3 |
1.8% |
56% |
False |
False |
1,785 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
23.9 |
1.8% |
56% |
False |
False |
1,515 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.2% |
22.6 |
1.7% |
47% |
False |
False |
1,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.6 |
2.618 |
1,380.1 |
1.618 |
1,360.8 |
1.000 |
1,348.9 |
0.618 |
1,341.5 |
HIGH |
1,329.6 |
0.618 |
1,322.2 |
0.500 |
1,320.0 |
0.382 |
1,317.7 |
LOW |
1,310.3 |
0.618 |
1,298.4 |
1.000 |
1,291.0 |
1.618 |
1,279.1 |
2.618 |
1,259.8 |
4.250 |
1,228.3 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,323.9 |
1,322.7 |
PP |
1,321.9 |
1,319.5 |
S1 |
1,320.0 |
1,316.4 |
|