Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,640 |
14,615 |
-25 |
-0.2% |
14,735 |
High |
14,710 |
14,740 |
30 |
0.2% |
14,950 |
Low |
14,425 |
14,440 |
15 |
0.1% |
14,495 |
Close |
14,615 |
14,550 |
-65 |
-0.4% |
14,710 |
Range |
285 |
300 |
15 |
5.3% |
455 |
ATR |
288 |
289 |
1 |
0.3% |
0 |
Volume |
16,086 |
15,498 |
-588 |
-3.7% |
55,571 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,477 |
15,313 |
14,715 |
|
R3 |
15,177 |
15,013 |
14,633 |
|
R2 |
14,877 |
14,877 |
14,605 |
|
R1 |
14,713 |
14,713 |
14,578 |
14,645 |
PP |
14,577 |
14,577 |
14,577 |
14,543 |
S1 |
14,413 |
14,413 |
14,523 |
14,345 |
S2 |
14,277 |
14,277 |
14,495 |
|
S3 |
13,977 |
14,113 |
14,468 |
|
S4 |
13,677 |
13,813 |
14,385 |
|
|
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% |
304 |
2.1% |
24% |
False |
False |
14,178 |
10 |
14,965 |
14,425 |
540 |
3.7% |
291 |
2.0% |
23% |
False |
False |
14,078 |
20 |
14,965 |
13,775 |
1,190 |
8.2% |
283 |
1.9% |
65% |
False |
False |
12,857 |
40 |
14,965 |
13,240 |
1,725 |
11.9% |
268 |
1.8% |
76% |
False |
False |
6,499 |
60 |
15,125 |
13,240 |
1,885 |
13.0% |
218 |
1.5% |
69% |
False |
False |
4,335 |
80 |
15,125 |
12,715 |
2,410 |
16.6% |
181 |
1.2% |
76% |
False |
False |
3,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,015 |
2.618 |
15,526 |
1.618 |
15,226 |
1.000 |
15,040 |
0.618 |
14,926 |
HIGH |
14,740 |
0.618 |
14,626 |
0.500 |
14,590 |
0.382 |
14,555 |
LOW |
14,440 |
0.618 |
14,255 |
1.000 |
14,140 |
1.618 |
13,955 |
2.618 |
13,655 |
4.250 |
13,165 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,590 |
14,685 |
PP |
14,577 |
14,640 |
S1 |
14,563 |
14,595 |
|