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 |
1,323.7 |
1,343.5 |
19.8 |
1.5% |
1,327.0 |
High |
1,345.2 |
1,353.8 |
8.6 |
0.6% |
1,345.2 |
Low |
1,320.0 |
1,322.0 |
2.0 |
0.2% |
1,305.5 |
Close |
1,339.2 |
1,327.0 |
-12.2 |
-0.9% |
1,339.2 |
Range |
25.2 |
31.8 |
6.6 |
26.2% |
39.7 |
ATR |
30.6 |
30.7 |
0.1 |
0.3% |
0.0 |
Volume |
133,967 |
119,076 |
-14,891 |
-11.1% |
733,691 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.7 |
1,410.1 |
1,344.5 |
|
R3 |
1,397.9 |
1,378.3 |
1,335.7 |
|
R2 |
1,366.1 |
1,366.1 |
1,332.8 |
|
R1 |
1,346.5 |
1,346.5 |
1,329.9 |
1,340.4 |
PP |
1,334.3 |
1,334.3 |
1,334.3 |
1,331.2 |
S1 |
1,314.7 |
1,314.7 |
1,324.1 |
1,308.6 |
S2 |
1,302.5 |
1,302.5 |
1,321.2 |
|
S3 |
1,270.7 |
1,282.9 |
1,318.3 |
|
S4 |
1,238.9 |
1,251.1 |
1,309.5 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.1 |
1,433.8 |
1,361.0 |
|
R3 |
1,409.4 |
1,394.1 |
1,350.1 |
|
R2 |
1,369.7 |
1,369.7 |
1,346.5 |
|
R1 |
1,354.4 |
1,354.4 |
1,342.8 |
1,362.1 |
PP |
1,330.0 |
1,330.0 |
1,330.0 |
1,333.8 |
S1 |
1,314.7 |
1,314.7 |
1,335.6 |
1,322.4 |
S2 |
1,290.3 |
1,290.3 |
1,331.9 |
|
S3 |
1,250.6 |
1,275.0 |
1,328.3 |
|
S4 |
1,210.9 |
1,235.3 |
1,317.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,353.8 |
1,305.5 |
48.3 |
3.6% |
24.7 |
1.9% |
45% |
True |
False |
142,625 |
10 |
1,375.4 |
1,291.5 |
83.9 |
6.3% |
29.8 |
2.2% |
42% |
False |
False |
160,443 |
20 |
1,416.4 |
1,291.5 |
124.9 |
9.4% |
30.3 |
2.3% |
28% |
False |
False |
155,581 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.2% |
27.5 |
2.1% |
34% |
False |
False |
148,924 |
60 |
1,434.0 |
1,218.5 |
215.5 |
16.2% |
26.6 |
2.0% |
50% |
False |
False |
120,249 |
80 |
1,434.0 |
1,182.6 |
251.4 |
18.9% |
27.9 |
2.1% |
57% |
False |
False |
92,392 |
100 |
1,477.5 |
1,182.6 |
294.9 |
22.2% |
28.6 |
2.2% |
49% |
False |
False |
75,302 |
120 |
1,570.5 |
1,182.6 |
387.9 |
29.2% |
30.5 |
2.3% |
37% |
False |
False |
63,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.0 |
2.618 |
1,437.1 |
1.618 |
1,405.3 |
1.000 |
1,385.6 |
0.618 |
1,373.5 |
HIGH |
1,353.8 |
0.618 |
1,341.7 |
0.500 |
1,337.9 |
0.382 |
1,334.1 |
LOW |
1,322.0 |
0.618 |
1,302.3 |
1.000 |
1,290.2 |
1.618 |
1,270.5 |
2.618 |
1,238.7 |
4.250 |
1,186.9 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.9 |
1,336.5 |
PP |
1,334.3 |
1,333.3 |
S1 |
1,330.6 |
1,330.2 |
|