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 |
1,669.00 |
1,661.75 |
-7.25 |
-0.4% |
1,670.00 |
High |
1,673.00 |
1,664.75 |
-8.25 |
-0.5% |
1,685.25 |
Low |
1,660.00 |
1,640.00 |
-20.00 |
-1.2% |
1,656.75 |
Close |
1,661.00 |
1,643.75 |
-17.25 |
-1.0% |
1,678.00 |
Range |
13.00 |
24.75 |
11.75 |
90.4% |
28.50 |
ATR |
15.96 |
16.59 |
0.63 |
3.9% |
0.00 |
Volume |
6,306 |
6,251 |
-55 |
-0.9% |
27,264 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.75 |
1,708.50 |
1,657.25 |
|
R3 |
1,699.00 |
1,683.75 |
1,650.50 |
|
R2 |
1,674.25 |
1,674.25 |
1,648.25 |
|
R1 |
1,659.00 |
1,659.00 |
1,646.00 |
1,654.25 |
PP |
1,649.50 |
1,649.50 |
1,649.50 |
1,647.00 |
S1 |
1,634.25 |
1,634.25 |
1,641.50 |
1,629.50 |
S2 |
1,624.75 |
1,624.75 |
1,639.25 |
|
S3 |
1,600.00 |
1,609.50 |
1,637.00 |
|
S4 |
1,575.25 |
1,584.75 |
1,630.25 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.75 |
1,747.00 |
1,693.75 |
|
R3 |
1,730.25 |
1,718.50 |
1,685.75 |
|
R2 |
1,701.75 |
1,701.75 |
1,683.25 |
|
R1 |
1,690.00 |
1,690.00 |
1,680.50 |
1,696.00 |
PP |
1,673.25 |
1,673.25 |
1,673.25 |
1,676.25 |
S1 |
1,661.50 |
1,661.50 |
1,675.50 |
1,667.50 |
S2 |
1,644.75 |
1,644.75 |
1,672.75 |
|
S3 |
1,616.25 |
1,633.00 |
1,670.25 |
|
S4 |
1,587.75 |
1,604.50 |
1,662.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,684.25 |
1,640.00 |
44.25 |
2.7% |
18.75 |
1.1% |
8% |
False |
True |
5,978 |
10 |
1,690.50 |
1,640.00 |
50.50 |
3.1% |
16.00 |
1.0% |
7% |
False |
True |
5,204 |
20 |
1,719.50 |
1,640.00 |
79.50 |
4.8% |
15.25 |
0.9% |
5% |
False |
True |
3,063 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.5% |
15.25 |
0.9% |
29% |
False |
False |
1,565 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.5% |
13.50 |
0.8% |
29% |
False |
False |
1,061 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.8% |
14.00 |
0.9% |
57% |
False |
False |
829 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.8% |
14.00 |
0.9% |
57% |
False |
False |
671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.00 |
2.618 |
1,729.50 |
1.618 |
1,704.75 |
1.000 |
1,689.50 |
0.618 |
1,680.00 |
HIGH |
1,664.75 |
0.618 |
1,655.25 |
0.500 |
1,652.50 |
0.382 |
1,649.50 |
LOW |
1,640.00 |
0.618 |
1,624.75 |
1.000 |
1,615.25 |
1.618 |
1,600.00 |
2.618 |
1,575.25 |
4.250 |
1,534.75 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.50 |
1,659.50 |
PP |
1,649.50 |
1,654.25 |
S1 |
1,646.50 |
1,649.00 |
|