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 |
1,324.0 |
1,319.1 |
-4.9 |
-0.4% |
1,351.7 |
High |
1,330.8 |
1,322.4 |
-8.4 |
-0.6% |
1,351.7 |
Low |
1,317.0 |
1,295.8 |
-21.2 |
-1.6% |
1,278.0 |
Close |
1,325.4 |
1,307.9 |
-17.5 |
-1.3% |
1,310.6 |
Range |
13.8 |
26.6 |
12.8 |
92.8% |
73.7 |
ATR |
27.9 |
28.0 |
0.1 |
0.4% |
0.0 |
Volume |
1,349 |
2,939 |
1,590 |
117.9% |
10,519 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.5 |
1,374.8 |
1,322.5 |
|
R3 |
1,361.9 |
1,348.2 |
1,315.2 |
|
R2 |
1,335.3 |
1,335.3 |
1,312.8 |
|
R1 |
1,321.6 |
1,321.6 |
1,310.3 |
1,315.2 |
PP |
1,308.7 |
1,308.7 |
1,308.7 |
1,305.5 |
S1 |
1,295.0 |
1,295.0 |
1,305.5 |
1,288.6 |
S2 |
1,282.1 |
1,282.1 |
1,303.0 |
|
S3 |
1,255.5 |
1,268.4 |
1,300.6 |
|
S4 |
1,228.9 |
1,241.8 |
1,293.3 |
|
|
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 |
1,330.8 |
1,295.8 |
35.0 |
2.7% |
19.7 |
1.5% |
35% |
False |
True |
1,744 |
10 |
1,351.7 |
1,278.0 |
73.7 |
5.6% |
26.8 |
2.0% |
41% |
False |
False |
2,249 |
20 |
1,375.8 |
1,278.0 |
97.8 |
7.5% |
29.1 |
2.2% |
31% |
False |
False |
2,181 |
40 |
1,433.7 |
1,278.0 |
155.7 |
11.9% |
26.0 |
2.0% |
19% |
False |
False |
1,949 |
60 |
1,433.7 |
1,273.8 |
159.9 |
12.2% |
24.2 |
1.8% |
21% |
False |
False |
1,925 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
24.6 |
1.9% |
49% |
False |
False |
1,813 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.9 |
1.8% |
49% |
False |
False |
1,550 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.5% |
22.5 |
1.7% |
41% |
False |
False |
1,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.5 |
2.618 |
1,392.0 |
1.618 |
1,365.4 |
1.000 |
1,349.0 |
0.618 |
1,338.8 |
HIGH |
1,322.4 |
0.618 |
1,312.2 |
0.500 |
1,309.1 |
0.382 |
1,306.0 |
LOW |
1,295.8 |
0.618 |
1,279.4 |
1.000 |
1,269.2 |
1.618 |
1,252.8 |
2.618 |
1,226.2 |
4.250 |
1,182.8 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,309.1 |
1,313.3 |
PP |
1,308.7 |
1,311.5 |
S1 |
1,308.3 |
1,309.7 |
|