Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,127.23 |
14,994.68 |
-132.55 |
-0.9% |
15,249.82 |
High |
15,127.23 |
15,083.99 |
-43.24 |
-0.3% |
15,249.82 |
Low |
14,947.03 |
14,972.33 |
25.30 |
0.2% |
14,947.03 |
Close |
14,996.48 |
15,072.58 |
76.10 |
0.5% |
15,072.58 |
Range |
180.20 |
111.66 |
-68.54 |
-38.0% |
302.79 |
ATR |
132.30 |
130.83 |
-1.47 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,377.95 |
15,336.92 |
15,133.99 |
|
R3 |
15,266.29 |
15,225.26 |
15,103.29 |
|
R2 |
15,154.63 |
15,154.63 |
15,093.05 |
|
R1 |
15,113.60 |
15,113.60 |
15,082.82 |
15,134.12 |
PP |
15,042.97 |
15,042.97 |
15,042.97 |
15,053.22 |
S1 |
15,001.94 |
15,001.94 |
15,062.34 |
15,022.46 |
S2 |
14,931.31 |
14,931.31 |
15,052.11 |
|
S3 |
14,819.65 |
14,890.28 |
15,041.87 |
|
S4 |
14,707.99 |
14,778.62 |
15,011.17 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,998.18 |
15,838.17 |
15,239.11 |
|
R3 |
15,695.39 |
15,535.38 |
15,155.85 |
|
R2 |
15,392.60 |
15,392.60 |
15,128.09 |
|
R1 |
15,232.59 |
15,232.59 |
15,100.34 |
15,161.20 |
PP |
15,089.81 |
15,089.81 |
15,089.81 |
15,054.12 |
S1 |
14,929.80 |
14,929.80 |
15,044.82 |
14,858.41 |
S2 |
14,787.02 |
14,787.02 |
15,017.07 |
|
S3 |
14,484.23 |
14,627.01 |
14,989.31 |
|
S4 |
14,181.44 |
14,324.22 |
14,906.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,249.82 |
14,947.03 |
302.79 |
2.0% |
138.19 |
0.9% |
41% |
False |
False |
|
10 |
15,466.95 |
14,947.03 |
519.92 |
3.4% |
123.40 |
0.8% |
24% |
False |
False |
|
20 |
15,709.58 |
14,927.19 |
782.39 |
5.2% |
125.99 |
0.8% |
19% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
127.14 |
0.8% |
33% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
117.54 |
0.8% |
33% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
132.36 |
0.9% |
45% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
139.22 |
0.9% |
45% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.4% |
135.12 |
0.9% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,558.55 |
2.618 |
15,376.32 |
1.618 |
15,264.66 |
1.000 |
15,195.65 |
0.618 |
15,153.00 |
HIGH |
15,083.99 |
0.618 |
15,041.34 |
0.500 |
15,028.16 |
0.382 |
15,014.98 |
LOW |
14,972.33 |
0.618 |
14,903.32 |
1.000 |
14,860.67 |
1.618 |
14,791.66 |
2.618 |
14,680.00 |
4.250 |
14,497.78 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,057.77 |
15,070.00 |
PP |
15,042.97 |
15,067.42 |
S1 |
15,028.16 |
15,064.84 |
|