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 |
5,312.0 |
5,270.0 |
-42.0 |
-0.8% |
5,245.0 |
High |
5,322.0 |
5,271.0 |
-51.0 |
-1.0% |
5,322.0 |
Low |
5,303.0 |
5,212.0 |
-91.0 |
-1.7% |
5,219.0 |
Close |
5,309.0 |
5,223.0 |
-86.0 |
-1.6% |
5,309.0 |
Range |
19.0 |
59.0 |
40.0 |
210.5% |
103.0 |
ATR |
41.2 |
45.2 |
4.0 |
9.7% |
0.0 |
Volume |
14,241 |
29,013 |
14,772 |
103.7% |
87,593 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,412.3 |
5,376.7 |
5,255.5 |
|
R3 |
5,353.3 |
5,317.7 |
5,239.2 |
|
R2 |
5,294.3 |
5,294.3 |
5,233.8 |
|
R1 |
5,258.7 |
5,258.7 |
5,228.4 |
5,247.0 |
PP |
5,235.3 |
5,235.3 |
5,235.3 |
5,229.5 |
S1 |
5,199.7 |
5,199.7 |
5,217.6 |
5,188.0 |
S2 |
5,176.3 |
5,176.3 |
5,212.2 |
|
S3 |
5,117.3 |
5,140.7 |
5,206.8 |
|
S4 |
5,058.3 |
5,081.7 |
5,190.6 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,592.3 |
5,553.7 |
5,365.7 |
|
R3 |
5,489.3 |
5,450.7 |
5,337.3 |
|
R2 |
5,386.3 |
5,386.3 |
5,327.9 |
|
R1 |
5,347.7 |
5,347.7 |
5,318.4 |
5,367.0 |
PP |
5,283.3 |
5,283.3 |
5,283.3 |
5,293.0 |
S1 |
5,244.7 |
5,244.7 |
5,299.6 |
5,264.0 |
S2 |
5,180.3 |
5,180.3 |
5,290.1 |
|
S3 |
5,077.3 |
5,141.7 |
5,280.7 |
|
S4 |
4,974.3 |
5,038.7 |
5,252.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,322.0 |
5,212.0 |
110.0 |
2.1% |
45.0 |
0.9% |
10% |
False |
True |
19,979 |
10 |
5,322.0 |
5,212.0 |
110.0 |
2.1% |
38.9 |
0.7% |
10% |
False |
True |
36,586 |
20 |
5,322.0 |
5,115.0 |
207.0 |
4.0% |
30.5 |
0.6% |
52% |
False |
False |
23,249 |
40 |
5,322.0 |
4,963.0 |
359.0 |
6.9% |
28.0 |
0.5% |
72% |
False |
False |
11,671 |
60 |
5,322.0 |
4,807.0 |
515.0 |
9.9% |
23.3 |
0.4% |
81% |
False |
False |
7,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,521.8 |
2.618 |
5,425.5 |
1.618 |
5,366.5 |
1.000 |
5,330.0 |
0.618 |
5,307.5 |
HIGH |
5,271.0 |
0.618 |
5,248.5 |
0.500 |
5,241.5 |
0.382 |
5,234.5 |
LOW |
5,212.0 |
0.618 |
5,175.5 |
1.000 |
5,153.0 |
1.618 |
5,116.5 |
2.618 |
5,057.5 |
4.250 |
4,961.3 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
5,241.5 |
5,267.0 |
PP |
5,235.3 |
5,252.3 |
S1 |
5,229.2 |
5,237.7 |
|