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 |
1,343.5 |
1,328.2 |
-15.3 |
-1.1% |
1,327.0 |
High |
1,353.8 |
1,337.8 |
-16.0 |
-1.2% |
1,345.2 |
Low |
1,322.0 |
1,282.4 |
-39.6 |
-3.0% |
1,305.5 |
Close |
1,327.0 |
1,286.1 |
-40.9 |
-3.1% |
1,339.2 |
Range |
31.8 |
55.4 |
23.6 |
74.2% |
39.7 |
ATR |
30.7 |
32.4 |
1.8 |
5.8% |
0.0 |
Volume |
119,076 |
212,833 |
93,757 |
78.7% |
733,691 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.3 |
1,432.6 |
1,316.6 |
|
R3 |
1,412.9 |
1,377.2 |
1,301.3 |
|
R2 |
1,357.5 |
1,357.5 |
1,296.3 |
|
R1 |
1,321.8 |
1,321.8 |
1,291.2 |
1,312.0 |
PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,297.2 |
S1 |
1,266.4 |
1,266.4 |
1,281.0 |
1,256.6 |
S2 |
1,246.7 |
1,246.7 |
1,275.9 |
|
S3 |
1,191.3 |
1,211.0 |
1,270.9 |
|
S4 |
1,135.9 |
1,155.6 |
1,255.6 |
|
|
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 |
1,282.4 |
71.4 |
5.6% |
31.0 |
2.4% |
5% |
False |
True |
154,187 |
10 |
1,375.4 |
1,282.4 |
93.0 |
7.2% |
33.4 |
2.6% |
4% |
False |
True |
168,026 |
20 |
1,415.0 |
1,282.4 |
132.6 |
10.3% |
30.9 |
2.4% |
3% |
False |
True |
155,922 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.6% |
28.3 |
2.2% |
9% |
False |
False |
151,798 |
60 |
1,434.0 |
1,236.3 |
197.7 |
15.4% |
27.2 |
2.1% |
25% |
False |
False |
123,506 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.5% |
28.1 |
2.2% |
41% |
False |
False |
95,013 |
100 |
1,463.6 |
1,182.6 |
281.0 |
21.8% |
29.0 |
2.3% |
37% |
False |
False |
77,356 |
120 |
1,565.6 |
1,182.6 |
383.0 |
29.8% |
30.9 |
2.4% |
27% |
False |
False |
65,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,573.3 |
2.618 |
1,482.8 |
1.618 |
1,427.4 |
1.000 |
1,393.2 |
0.618 |
1,372.0 |
HIGH |
1,337.8 |
0.618 |
1,316.6 |
0.500 |
1,310.1 |
0.382 |
1,303.6 |
LOW |
1,282.4 |
0.618 |
1,248.2 |
1.000 |
1,227.0 |
1.618 |
1,192.8 |
2.618 |
1,137.4 |
4.250 |
1,047.0 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,310.1 |
1,318.1 |
PP |
1,302.1 |
1,307.4 |
S1 |
1,294.1 |
1,296.8 |
|