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 |
14,595 |
14,225 |
-370 |
-2.5% |
14,735 |
High |
14,670 |
14,300 |
-370 |
-2.5% |
14,950 |
Low |
14,105 |
14,055 |
-50 |
-0.4% |
14,495 |
Close |
14,260 |
14,150 |
-110 |
-0.8% |
14,710 |
Range |
565 |
245 |
-320 |
-56.6% |
455 |
ATR |
309 |
304 |
-5 |
-1.5% |
0 |
Volume |
21,470 |
12,871 |
-8,599 |
-40.1% |
55,571 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,903 |
14,772 |
14,285 |
|
R3 |
14,658 |
14,527 |
14,218 |
|
R2 |
14,413 |
14,413 |
14,195 |
|
R1 |
14,282 |
14,282 |
14,173 |
14,225 |
PP |
14,168 |
14,168 |
14,168 |
14,140 |
S1 |
14,037 |
14,037 |
14,128 |
13,980 |
S2 |
13,923 |
13,923 |
14,105 |
|
S3 |
13,678 |
13,792 |
14,083 |
|
S4 |
13,433 |
13,547 |
14,015 |
|
|
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 |
14,945 |
14,055 |
890 |
6.3% |
335 |
2.4% |
11% |
False |
True |
15,099 |
10 |
14,950 |
14,055 |
895 |
6.3% |
298 |
2.1% |
11% |
False |
True |
13,060 |
20 |
14,965 |
13,775 |
1,190 |
8.4% |
301 |
2.1% |
32% |
False |
False |
14,404 |
40 |
14,965 |
13,240 |
1,725 |
12.2% |
281 |
2.0% |
53% |
False |
False |
7,357 |
60 |
15,125 |
13,240 |
1,885 |
13.3% |
232 |
1.6% |
48% |
False |
False |
4,907 |
80 |
15,125 |
12,715 |
2,410 |
17.0% |
191 |
1.3% |
60% |
False |
False |
3,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,341 |
2.618 |
14,942 |
1.618 |
14,697 |
1.000 |
14,545 |
0.618 |
14,452 |
HIGH |
14,300 |
0.618 |
14,207 |
0.500 |
14,178 |
0.382 |
14,149 |
LOW |
14,055 |
0.618 |
13,904 |
1.000 |
13,810 |
1.618 |
13,659 |
2.618 |
13,414 |
4.250 |
13,014 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,178 |
14,398 |
PP |
14,168 |
14,315 |
S1 |
14,159 |
14,233 |
|