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 |
1,328.2 |
1,287.5 |
-40.7 |
-3.1% |
1,327.0 |
High |
1,337.8 |
1,324.2 |
-13.6 |
-1.0% |
1,345.2 |
Low |
1,282.4 |
1,276.9 |
-5.5 |
-0.4% |
1,305.5 |
Close |
1,286.1 |
1,320.7 |
34.6 |
2.7% |
1,339.2 |
Range |
55.4 |
47.3 |
-8.1 |
-14.6% |
39.7 |
ATR |
32.4 |
33.5 |
1.1 |
3.3% |
0.0 |
Volume |
212,833 |
176,119 |
-36,714 |
-17.3% |
733,691 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.2 |
1,432.2 |
1,346.7 |
|
R3 |
1,401.9 |
1,384.9 |
1,333.7 |
|
R2 |
1,354.6 |
1,354.6 |
1,329.4 |
|
R1 |
1,337.6 |
1,337.6 |
1,325.0 |
1,346.1 |
PP |
1,307.3 |
1,307.3 |
1,307.3 |
1,311.5 |
S1 |
1,290.3 |
1,290.3 |
1,316.4 |
1,298.8 |
S2 |
1,260.0 |
1,260.0 |
1,312.0 |
|
S3 |
1,212.7 |
1,243.0 |
1,307.7 |
|
S4 |
1,165.4 |
1,195.7 |
1,294.7 |
|
|
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 |
1,276.9 |
76.9 |
5.8% |
36.1 |
2.7% |
57% |
False |
True |
160,218 |
10 |
1,375.4 |
1,276.9 |
98.5 |
7.5% |
30.5 |
2.3% |
44% |
False |
True |
161,260 |
20 |
1,400.0 |
1,276.9 |
123.1 |
9.3% |
31.8 |
2.4% |
36% |
False |
True |
157,808 |
40 |
1,434.0 |
1,271.8 |
162.2 |
12.3% |
28.7 |
2.2% |
30% |
False |
False |
152,564 |
60 |
1,434.0 |
1,245.6 |
188.4 |
14.3% |
27.6 |
2.1% |
40% |
False |
False |
126,049 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
28.5 |
2.2% |
55% |
False |
False |
97,144 |
100 |
1,447.1 |
1,182.6 |
264.5 |
20.0% |
29.0 |
2.2% |
52% |
False |
False |
78,981 |
120 |
1,497.4 |
1,182.6 |
314.8 |
23.8% |
30.5 |
2.3% |
44% |
False |
False |
66,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,525.2 |
2.618 |
1,448.0 |
1.618 |
1,400.7 |
1.000 |
1,371.5 |
0.618 |
1,353.4 |
HIGH |
1,324.2 |
0.618 |
1,306.1 |
0.500 |
1,300.6 |
0.382 |
1,295.0 |
LOW |
1,276.9 |
0.618 |
1,247.7 |
1.000 |
1,229.6 |
1.618 |
1,200.4 |
2.618 |
1,153.1 |
4.250 |
1,075.9 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,314.0 |
1,318.9 |
PP |
1,307.3 |
1,317.1 |
S1 |
1,300.6 |
1,315.4 |
|