Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,235.0 |
5,200.0 |
-35.0 |
-0.7% |
5,245.0 |
High |
5,235.0 |
5,259.0 |
24.0 |
0.5% |
5,322.0 |
Low |
5,203.0 |
5,200.0 |
-3.0 |
-0.1% |
5,219.0 |
Close |
5,212.0 |
5,230.0 |
18.0 |
0.3% |
5,309.0 |
Range |
32.0 |
59.0 |
27.0 |
84.4% |
103.0 |
ATR |
44.2 |
45.3 |
1.1 |
2.4% |
0.0 |
Volume |
15,606 |
19,548 |
3,942 |
25.3% |
87,593 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,406.7 |
5,377.3 |
5,262.5 |
|
R3 |
5,347.7 |
5,318.3 |
5,246.2 |
|
R2 |
5,288.7 |
5,288.7 |
5,240.8 |
|
R1 |
5,259.3 |
5,259.3 |
5,235.4 |
5,274.0 |
PP |
5,229.7 |
5,229.7 |
5,229.7 |
5,237.0 |
S1 |
5,200.3 |
5,200.3 |
5,224.6 |
5,215.0 |
S2 |
5,170.7 |
5,170.7 |
5,219.2 |
|
S3 |
5,111.7 |
5,141.3 |
5,213.8 |
|
S4 |
5,052.7 |
5,082.3 |
5,197.6 |
|
|
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 |
5,199.0 |
123.0 |
2.4% |
42.8 |
0.8% |
25% |
False |
False |
20,682 |
10 |
5,322.0 |
5,199.0 |
123.0 |
2.4% |
42.3 |
0.8% |
25% |
False |
False |
19,662 |
20 |
5,322.0 |
5,115.0 |
207.0 |
4.0% |
35.1 |
0.7% |
56% |
False |
False |
26,183 |
40 |
5,322.0 |
4,976.0 |
346.0 |
6.6% |
28.3 |
0.5% |
73% |
False |
False |
13,171 |
60 |
5,322.0 |
4,927.0 |
395.0 |
7.6% |
24.3 |
0.5% |
77% |
False |
False |
8,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,509.8 |
2.618 |
5,413.5 |
1.618 |
5,354.5 |
1.000 |
5,318.0 |
0.618 |
5,295.5 |
HIGH |
5,259.0 |
0.618 |
5,236.5 |
0.500 |
5,229.5 |
0.382 |
5,222.5 |
LOW |
5,200.0 |
0.618 |
5,163.5 |
1.000 |
5,141.0 |
1.618 |
5,104.5 |
2.618 |
5,045.5 |
4.250 |
4,949.3 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,229.8 |
5,229.7 |
PP |
5,229.7 |
5,229.3 |
S1 |
5,229.5 |
5,229.0 |
|