Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,132.49 |
15,182.65 |
50.16 |
0.3% |
15,452.31 |
High |
15,208.40 |
15,182.65 |
-25.75 |
-0.2% |
15,466.95 |
Low |
15,110.34 |
15,044.71 |
-65.63 |
-0.4% |
15,211.81 |
Close |
15,191.70 |
15,133.14 |
-58.56 |
-0.4% |
15,258.24 |
Range |
98.06 |
137.94 |
39.88 |
40.7% |
255.14 |
ATR |
126.72 |
128.16 |
1.45 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,533.99 |
15,471.50 |
15,209.01 |
|
R3 |
15,396.05 |
15,333.56 |
15,171.07 |
|
R2 |
15,258.11 |
15,258.11 |
15,158.43 |
|
R1 |
15,195.62 |
15,195.62 |
15,145.78 |
15,157.90 |
PP |
15,120.17 |
15,120.17 |
15,120.17 |
15,101.30 |
S1 |
15,057.68 |
15,057.68 |
15,120.50 |
15,019.96 |
S2 |
14,982.23 |
14,982.23 |
15,107.85 |
|
S3 |
14,844.29 |
14,919.74 |
15,095.21 |
|
S4 |
14,706.35 |
14,781.80 |
15,057.27 |
|
|
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 |
15,044.71 |
342.48 |
2.3% |
123.50 |
0.8% |
26% |
False |
True |
|
10 |
15,695.89 |
15,044.71 |
651.18 |
4.3% |
121.93 |
0.8% |
14% |
False |
True |
|
20 |
15,709.58 |
14,789.40 |
920.18 |
6.1% |
125.63 |
0.8% |
37% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
125.67 |
0.8% |
39% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
117.27 |
0.8% |
39% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
134.03 |
0.9% |
50% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
138.20 |
0.9% |
50% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.4% |
136.26 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,768.90 |
2.618 |
15,543.78 |
1.618 |
15,405.84 |
1.000 |
15,320.59 |
0.618 |
15,267.90 |
HIGH |
15,182.65 |
0.618 |
15,129.96 |
0.500 |
15,113.68 |
0.382 |
15,097.40 |
LOW |
15,044.71 |
0.618 |
14,959.46 |
1.000 |
14,906.77 |
1.618 |
14,821.52 |
2.618 |
14,683.58 |
4.250 |
14,458.47 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,126.65 |
15,147.27 |
PP |
15,120.17 |
15,142.56 |
S1 |
15,113.68 |
15,137.85 |
|