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 |
8,670.0 |
8,592.0 |
-78.0 |
-0.9% |
8,683.0 |
High |
8,688.0 |
8,616.0 |
-72.0 |
-0.8% |
8,704.0 |
Low |
8,615.5 |
8,549.5 |
-66.0 |
-0.8% |
8,609.0 |
Close |
8,664.0 |
8,589.0 |
-75.0 |
-0.9% |
8,664.0 |
Range |
72.5 |
66.5 |
-6.0 |
-8.3% |
95.0 |
ATR |
93.6 |
95.1 |
1.5 |
1.6% |
0.0 |
Volume |
102,915 |
98,711 |
-4,204 |
-4.1% |
431,460 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,784.3 |
8,753.2 |
8,625.6 |
|
R3 |
8,717.8 |
8,686.7 |
8,607.3 |
|
R2 |
8,651.3 |
8,651.3 |
8,601.2 |
|
R1 |
8,620.2 |
8,620.2 |
8,595.1 |
8,602.5 |
PP |
8,584.8 |
8,584.8 |
8,584.8 |
8,576.0 |
S1 |
8,553.7 |
8,553.7 |
8,582.9 |
8,536.0 |
S2 |
8,518.3 |
8,518.3 |
8,576.8 |
|
S3 |
8,451.8 |
8,487.2 |
8,570.7 |
|
S4 |
8,385.3 |
8,420.7 |
8,552.4 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,944.0 |
8,899.0 |
8,716.3 |
|
R3 |
8,849.0 |
8,804.0 |
8,690.1 |
|
R2 |
8,754.0 |
8,754.0 |
8,681.4 |
|
R1 |
8,709.0 |
8,709.0 |
8,672.7 |
8,684.0 |
PP |
8,659.0 |
8,659.0 |
8,659.0 |
8,646.5 |
S1 |
8,614.0 |
8,614.0 |
8,655.3 |
8,589.0 |
S2 |
8,564.0 |
8,564.0 |
8,646.6 |
|
S3 |
8,469.0 |
8,519.0 |
8,637.9 |
|
S4 |
8,374.0 |
8,424.0 |
8,611.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,696.0 |
8,549.5 |
146.5 |
1.7% |
65.8 |
0.8% |
27% |
False |
True |
91,327 |
10 |
8,779.0 |
8,549.5 |
229.5 |
2.7% |
79.0 |
0.9% |
17% |
False |
True |
84,117 |
20 |
8,779.0 |
8,103.5 |
675.5 |
7.9% |
84.0 |
1.0% |
72% |
False |
False |
49,713 |
40 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
90.4 |
1.1% |
72% |
False |
False |
24,966 |
60 |
8,779.0 |
8,007.0 |
772.0 |
9.0% |
87.6 |
1.0% |
75% |
False |
False |
16,698 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
99.0 |
1.2% |
82% |
False |
False |
12,551 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.6% |
101.3 |
1.2% |
82% |
False |
False |
10,058 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.6% |
100.9 |
1.2% |
86% |
False |
False |
8,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,898.6 |
2.618 |
8,790.1 |
1.618 |
8,723.6 |
1.000 |
8,682.5 |
0.618 |
8,657.1 |
HIGH |
8,616.0 |
0.618 |
8,590.6 |
0.500 |
8,582.8 |
0.382 |
8,574.9 |
LOW |
8,549.5 |
0.618 |
8,508.4 |
1.000 |
8,483.0 |
1.618 |
8,441.9 |
2.618 |
8,375.4 |
4.250 |
8,266.9 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
8,586.9 |
8,622.8 |
PP |
8,584.8 |
8,611.5 |
S1 |
8,582.8 |
8,600.3 |
|