Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
15,317.45 |
15,249.82 |
-67.63 |
-0.4% |
15,452.31 |
High |
15,317.45 |
15,249.82 |
-67.63 |
-0.4% |
15,466.95 |
Low |
15,211.81 |
15,086.71 |
-125.10 |
-0.8% |
15,211.81 |
Close |
15,258.24 |
15,129.67 |
-128.57 |
-0.8% |
15,258.24 |
Range |
105.64 |
163.11 |
57.47 |
54.4% |
255.14 |
ATR |
125.64 |
128.92 |
3.28 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,644.73 |
15,550.31 |
15,219.38 |
|
R3 |
15,481.62 |
15,387.20 |
15,174.53 |
|
R2 |
15,318.51 |
15,318.51 |
15,159.57 |
|
R1 |
15,224.09 |
15,224.09 |
15,144.62 |
15,189.75 |
PP |
15,155.40 |
15,155.40 |
15,155.40 |
15,138.23 |
S1 |
15,060.98 |
15,060.98 |
15,114.72 |
15,026.64 |
S2 |
14,992.29 |
14,992.29 |
15,099.77 |
|
S3 |
14,829.18 |
14,897.87 |
15,084.81 |
|
S4 |
14,666.07 |
14,734.76 |
15,039.96 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,077.75 |
15,923.14 |
15,398.57 |
|
R3 |
15,822.61 |
15,668.00 |
15,328.40 |
|
R2 |
15,567.47 |
15,567.47 |
15,305.02 |
|
R1 |
15,412.86 |
15,412.86 |
15,281.63 |
15,362.60 |
PP |
15,312.33 |
15,312.33 |
15,312.33 |
15,287.20 |
S1 |
15,157.72 |
15,157.72 |
15,234.85 |
15,107.46 |
S2 |
15,057.19 |
15,057.19 |
15,211.46 |
|
S3 |
14,802.05 |
14,902.58 |
15,188.08 |
|
S4 |
14,546.91 |
14,647.44 |
15,117.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,433.75 |
15,086.71 |
347.04 |
2.3% |
121.49 |
0.8% |
12% |
False |
True |
|
10 |
15,709.58 |
15,086.71 |
622.87 |
4.1% |
127.46 |
0.8% |
7% |
False |
True |
|
20 |
15,709.58 |
14,777.48 |
932.10 |
6.2% |
129.50 |
0.9% |
38% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
124.90 |
0.8% |
39% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
116.96 |
0.8% |
39% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
134.83 |
0.9% |
50% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
137.62 |
0.9% |
50% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.4% |
135.77 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,943.04 |
2.618 |
15,676.84 |
1.618 |
15,513.73 |
1.000 |
15,412.93 |
0.618 |
15,350.62 |
HIGH |
15,249.82 |
0.618 |
15,187.51 |
0.500 |
15,168.27 |
0.382 |
15,149.02 |
LOW |
15,086.71 |
0.618 |
14,985.91 |
1.000 |
14,923.60 |
1.618 |
14,822.80 |
2.618 |
14,659.69 |
4.250 |
14,393.49 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
15,168.27 |
15,236.95 |
PP |
15,155.40 |
15,201.19 |
S1 |
15,142.54 |
15,165.43 |
|