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 |
8,682.5 |
8,638.5 |
-44.0 |
-0.5% |
8,683.0 |
High |
8,686.0 |
8,657.5 |
-28.5 |
-0.3% |
8,704.0 |
Low |
8,584.5 |
8,575.0 |
-9.5 |
-0.1% |
8,609.0 |
Close |
8,633.5 |
8,598.5 |
-35.0 |
-0.4% |
8,664.0 |
Range |
101.5 |
82.5 |
-19.0 |
-18.7% |
95.0 |
ATR |
97.1 |
96.1 |
-1.0 |
-1.1% |
0.0 |
Volume |
80,140 |
71,193 |
-8,947 |
-11.2% |
431,460 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,857.8 |
8,810.7 |
8,643.9 |
|
R3 |
8,775.3 |
8,728.2 |
8,621.2 |
|
R2 |
8,692.8 |
8,692.8 |
8,613.6 |
|
R1 |
8,645.7 |
8,645.7 |
8,606.1 |
8,628.0 |
PP |
8,610.3 |
8,610.3 |
8,610.3 |
8,601.5 |
S1 |
8,563.2 |
8,563.2 |
8,590.9 |
8,545.5 |
S2 |
8,527.8 |
8,527.8 |
8,583.4 |
|
S3 |
8,445.3 |
8,480.7 |
8,575.8 |
|
S4 |
8,362.8 |
8,398.2 |
8,553.1 |
|
|
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% |
83.0 |
1.0% |
31% |
False |
False |
91,028 |
10 |
8,717.0 |
8,549.5 |
167.5 |
1.9% |
75.7 |
0.9% |
29% |
False |
False |
87,275 |
20 |
8,779.0 |
8,180.0 |
599.0 |
7.0% |
81.0 |
0.9% |
70% |
False |
False |
62,321 |
40 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
89.6 |
1.0% |
74% |
False |
False |
31,295 |
60 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
88.2 |
1.0% |
74% |
False |
False |
20,912 |
80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
97.1 |
1.1% |
83% |
False |
False |
15,718 |
100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.6 |
1.2% |
83% |
False |
False |
12,591 |
120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.5% |
99.6 |
1.2% |
86% |
False |
False |
10,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,008.1 |
2.618 |
8,873.5 |
1.618 |
8,791.0 |
1.000 |
8,740.0 |
0.618 |
8,708.5 |
HIGH |
8,657.5 |
0.618 |
8,626.0 |
0.500 |
8,616.3 |
0.382 |
8,606.5 |
LOW |
8,575.0 |
0.618 |
8,524.0 |
1.000 |
8,492.5 |
1.618 |
8,441.5 |
2.618 |
8,359.0 |
4.250 |
8,224.4 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,616.3 |
8,641.0 |
PP |
8,610.3 |
8,626.8 |
S1 |
8,604.4 |
8,612.7 |
|