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 |
8,627.5 |
8,682.5 |
55.0 |
0.6% |
8,683.0 |
High |
8,707.0 |
8,686.0 |
-21.0 |
-0.2% |
8,704.0 |
Low |
8,615.0 |
8,584.5 |
-30.5 |
-0.4% |
8,609.0 |
Close |
8,681.0 |
8,633.5 |
-47.5 |
-0.5% |
8,664.0 |
Range |
92.0 |
101.5 |
9.5 |
10.3% |
95.0 |
ATR |
96.8 |
97.1 |
0.3 |
0.3% |
0.0 |
Volume |
102,183 |
80,140 |
-22,043 |
-21.6% |
431,460 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,939.2 |
8,887.8 |
8,689.3 |
|
R3 |
8,837.7 |
8,786.3 |
8,661.4 |
|
R2 |
8,736.2 |
8,736.2 |
8,652.1 |
|
R1 |
8,684.8 |
8,684.8 |
8,642.8 |
8,659.8 |
PP |
8,634.7 |
8,634.7 |
8,634.7 |
8,622.1 |
S1 |
8,583.3 |
8,583.3 |
8,624.2 |
8,558.3 |
S2 |
8,533.2 |
8,533.2 |
8,614.9 |
|
S3 |
8,431.7 |
8,481.8 |
8,605.6 |
|
S4 |
8,330.2 |
8,380.3 |
8,577.7 |
|
|
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 |
8,707.0 |
8,549.5 |
157.5 |
1.8% |
79.7 |
0.9% |
53% |
False |
False |
93,775 |
10 |
8,779.0 |
8,549.5 |
229.5 |
2.7% |
78.0 |
0.9% |
37% |
False |
False |
89,467 |
20 |
8,779.0 |
8,171.0 |
608.0 |
7.0% |
81.5 |
0.9% |
76% |
False |
False |
58,787 |
40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
90.0 |
1.0% |
79% |
False |
False |
29,518 |
60 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
88.0 |
1.0% |
79% |
False |
False |
19,728 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
98.4 |
1.1% |
87% |
False |
False |
14,828 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.5 |
1.2% |
87% |
False |
False |
11,879 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.5% |
100.9 |
1.2% |
89% |
False |
False |
9,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,117.4 |
2.618 |
8,951.7 |
1.618 |
8,850.2 |
1.000 |
8,787.5 |
0.618 |
8,748.7 |
HIGH |
8,686.0 |
0.618 |
8,647.2 |
0.500 |
8,635.3 |
0.382 |
8,623.3 |
LOW |
8,584.5 |
0.618 |
8,521.8 |
1.000 |
8,483.0 |
1.618 |
8,420.3 |
2.618 |
8,318.8 |
4.250 |
8,153.1 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,635.3 |
8,631.8 |
PP |
8,634.7 |
8,630.0 |
S1 |
8,634.1 |
8,628.3 |
|