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 |
14,945 |
14,640 |
-305 |
-2.0% |
14,735 |
High |
14,945 |
14,710 |
-235 |
-1.6% |
14,950 |
Low |
14,665 |
14,425 |
-240 |
-1.6% |
14,495 |
Close |
14,710 |
14,615 |
-95 |
-0.6% |
14,710 |
Range |
280 |
285 |
5 |
1.8% |
455 |
ATR |
289 |
288 |
0 |
-0.1% |
0 |
Volume |
9,572 |
16,086 |
6,514 |
68.1% |
55,571 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,438 |
15,312 |
14,772 |
|
R3 |
15,153 |
15,027 |
14,694 |
|
R2 |
14,868 |
14,868 |
14,667 |
|
R1 |
14,742 |
14,742 |
14,641 |
14,663 |
PP |
14,583 |
14,583 |
14,583 |
14,544 |
S1 |
14,457 |
14,457 |
14,589 |
14,378 |
S2 |
14,298 |
14,298 |
14,563 |
|
S3 |
14,013 |
14,172 |
14,537 |
|
S4 |
13,728 |
13,887 |
14,458 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,083 |
15,852 |
14,960 |
|
R3 |
15,628 |
15,397 |
14,835 |
|
R2 |
15,173 |
15,173 |
14,794 |
|
R1 |
14,942 |
14,942 |
14,752 |
14,830 |
PP |
14,718 |
14,718 |
14,718 |
14,663 |
S1 |
14,487 |
14,487 |
14,668 |
14,375 |
S2 |
14,263 |
14,263 |
14,627 |
|
S3 |
13,808 |
14,032 |
14,585 |
|
S4 |
13,353 |
13,577 |
14,460 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,950 |
14,425 |
525 |
3.6% |
289 |
2.0% |
36% |
False |
True |
13,092 |
10 |
14,965 |
14,360 |
605 |
4.1% |
288 |
2.0% |
42% |
False |
False |
13,313 |
20 |
14,965 |
13,490 |
1,475 |
10.1% |
297 |
2.0% |
76% |
False |
False |
12,114 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
260 |
1.8% |
80% |
False |
False |
6,112 |
60 |
15,125 |
13,240 |
1,885 |
12.9% |
213 |
1.5% |
73% |
False |
False |
4,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,921 |
2.618 |
15,456 |
1.618 |
15,171 |
1.000 |
14,995 |
0.618 |
14,886 |
HIGH |
14,710 |
0.618 |
14,601 |
0.500 |
14,568 |
0.382 |
14,534 |
LOW |
14,425 |
0.618 |
14,249 |
1.000 |
14,140 |
1.618 |
13,964 |
2.618 |
13,679 |
4.250 |
13,214 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
14,599 |
14,688 |
PP |
14,583 |
14,663 |
S1 |
14,568 |
14,639 |
|