Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,249.82 |
15,132.49 |
-117.33 |
-0.8% |
15,452.31 |
High |
15,249.82 |
15,208.40 |
-41.42 |
-0.3% |
15,466.95 |
Low |
15,086.71 |
15,110.34 |
23.63 |
0.2% |
15,211.81 |
Close |
15,129.67 |
15,191.70 |
62.03 |
0.4% |
15,258.24 |
Range |
163.11 |
98.06 |
-65.05 |
-39.9% |
255.14 |
ATR |
128.92 |
126.72 |
-2.20 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,464.33 |
15,426.07 |
15,245.63 |
|
R3 |
15,366.27 |
15,328.01 |
15,218.67 |
|
R2 |
15,268.21 |
15,268.21 |
15,209.68 |
|
R1 |
15,229.95 |
15,229.95 |
15,200.69 |
15,249.08 |
PP |
15,170.15 |
15,170.15 |
15,170.15 |
15,179.71 |
S1 |
15,131.89 |
15,131.89 |
15,182.71 |
15,151.02 |
S2 |
15,072.09 |
15,072.09 |
15,173.72 |
|
S3 |
14,974.03 |
15,033.83 |
15,164.73 |
|
S4 |
14,875.97 |
14,935.77 |
15,137.77 |
|
|
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 |
15,387.19 |
15,086.71 |
300.48 |
2.0% |
119.78 |
0.8% |
35% |
False |
False |
|
10 |
15,709.58 |
15,086.71 |
622.87 |
4.1% |
132.08 |
0.9% |
17% |
False |
False |
|
20 |
15,709.58 |
14,789.40 |
920.18 |
6.1% |
126.61 |
0.8% |
44% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
125.59 |
0.8% |
45% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.2% |
116.50 |
0.8% |
45% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
133.42 |
0.9% |
55% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
137.62 |
0.9% |
55% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.3% |
135.73 |
0.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,625.16 |
2.618 |
15,465.12 |
1.618 |
15,367.06 |
1.000 |
15,306.46 |
0.618 |
15,269.00 |
HIGH |
15,208.40 |
0.618 |
15,170.94 |
0.500 |
15,159.37 |
0.382 |
15,147.80 |
LOW |
15,110.34 |
0.618 |
15,049.74 |
1.000 |
15,012.28 |
1.618 |
14,951.68 |
2.618 |
14,853.62 |
4.250 |
14,693.59 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,180.92 |
15,202.08 |
PP |
15,170.15 |
15,198.62 |
S1 |
15,159.37 |
15,195.16 |
|