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 |
5,270.0 |
5,218.0 |
-52.0 |
-1.0% |
5,245.0 |
High |
5,271.0 |
5,244.0 |
-27.0 |
-0.5% |
5,322.0 |
Low |
5,212.0 |
5,199.0 |
-13.0 |
-0.2% |
5,219.0 |
Close |
5,223.0 |
5,209.0 |
-14.0 |
-0.3% |
5,309.0 |
Range |
59.0 |
45.0 |
-14.0 |
-23.7% |
103.0 |
ATR |
45.2 |
45.2 |
0.0 |
0.0% |
0.0 |
Volume |
29,013 |
25,002 |
-4,011 |
-13.8% |
87,593 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,352.3 |
5,325.7 |
5,233.8 |
|
R3 |
5,307.3 |
5,280.7 |
5,221.4 |
|
R2 |
5,262.3 |
5,262.3 |
5,217.3 |
|
R1 |
5,235.7 |
5,235.7 |
5,213.1 |
5,226.5 |
PP |
5,217.3 |
5,217.3 |
5,217.3 |
5,212.8 |
S1 |
5,190.7 |
5,190.7 |
5,204.9 |
5,181.5 |
S2 |
5,172.3 |
5,172.3 |
5,200.8 |
|
S3 |
5,127.3 |
5,145.7 |
5,196.6 |
|
S4 |
5,082.3 |
5,100.7 |
5,184.3 |
|
|
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 |
5,199.0 |
123.0 |
2.4% |
48.8 |
0.9% |
8% |
False |
True |
22,223 |
10 |
5,322.0 |
5,199.0 |
123.0 |
2.4% |
39.3 |
0.8% |
8% |
False |
True |
24,910 |
20 |
5,322.0 |
5,115.0 |
207.0 |
4.0% |
32.1 |
0.6% |
45% |
False |
False |
24,495 |
40 |
5,322.0 |
4,963.0 |
359.0 |
6.9% |
29.1 |
0.6% |
69% |
False |
False |
12,296 |
60 |
5,322.0 |
4,845.0 |
477.0 |
9.2% |
23.6 |
0.5% |
76% |
False |
False |
8,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,435.3 |
2.618 |
5,361.8 |
1.618 |
5,316.8 |
1.000 |
5,289.0 |
0.618 |
5,271.8 |
HIGH |
5,244.0 |
0.618 |
5,226.8 |
0.500 |
5,221.5 |
0.382 |
5,216.2 |
LOW |
5,199.0 |
0.618 |
5,171.2 |
1.000 |
5,154.0 |
1.618 |
5,126.2 |
2.618 |
5,081.2 |
4.250 |
5,007.8 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,221.5 |
5,260.5 |
PP |
5,217.3 |
5,243.3 |
S1 |
5,213.2 |
5,226.2 |
|