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 |
6,440.0 |
6,426.0 |
-14.0 |
-0.2% |
6,545.0 |
High |
6,447.5 |
6,461.0 |
13.5 |
0.2% |
6,571.5 |
Low |
6,402.5 |
6,393.0 |
-9.5 |
-0.1% |
6,457.0 |
Close |
6,429.5 |
6,421.0 |
-8.5 |
-0.1% |
6,480.5 |
Range |
45.0 |
68.0 |
23.0 |
51.1% |
114.5 |
ATR |
68.7 |
68.7 |
-0.1 |
-0.1% |
0.0 |
Volume |
102,669 |
123,718 |
21,049 |
20.5% |
451,306 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,629.0 |
6,593.0 |
6,458.5 |
|
R3 |
6,561.0 |
6,525.0 |
6,439.5 |
|
R2 |
6,493.0 |
6,493.0 |
6,433.5 |
|
R1 |
6,457.0 |
6,457.0 |
6,427.0 |
6,441.0 |
PP |
6,425.0 |
6,425.0 |
6,425.0 |
6,417.0 |
S1 |
6,389.0 |
6,389.0 |
6,415.0 |
6,373.0 |
S2 |
6,357.0 |
6,357.0 |
6,408.5 |
|
S3 |
6,289.0 |
6,321.0 |
6,402.5 |
|
S4 |
6,221.0 |
6,253.0 |
6,383.5 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,846.5 |
6,778.0 |
6,543.5 |
|
R3 |
6,732.0 |
6,663.5 |
6,512.0 |
|
R2 |
6,617.5 |
6,617.5 |
6,501.5 |
|
R1 |
6,549.0 |
6,549.0 |
6,491.0 |
6,526.0 |
PP |
6,503.0 |
6,503.0 |
6,503.0 |
6,491.5 |
S1 |
6,434.5 |
6,434.5 |
6,470.0 |
6,411.5 |
S2 |
6,388.5 |
6,388.5 |
6,459.5 |
|
S3 |
6,274.0 |
6,320.0 |
6,449.0 |
|
S4 |
6,159.5 |
6,205.5 |
6,417.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,562.5 |
6,393.0 |
169.5 |
2.6% |
64.0 |
1.0% |
17% |
False |
True |
100,821 |
10 |
6,630.5 |
6,393.0 |
237.5 |
3.7% |
64.5 |
1.0% |
12% |
False |
True |
96,580 |
20 |
6,643.0 |
6,393.0 |
250.0 |
3.9% |
58.5 |
0.9% |
11% |
False |
True |
83,968 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
61.5 |
1.0% |
27% |
False |
False |
42,105 |
60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
57.5 |
0.9% |
27% |
False |
False |
28,101 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
56.0 |
0.9% |
68% |
False |
False |
21,093 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
45.5 |
0.7% |
62% |
False |
False |
16,879 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
38.0 |
0.6% |
62% |
False |
False |
14,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,750.0 |
2.618 |
6,639.0 |
1.618 |
6,571.0 |
1.000 |
6,529.0 |
0.618 |
6,503.0 |
HIGH |
6,461.0 |
0.618 |
6,435.0 |
0.500 |
6,427.0 |
0.382 |
6,419.0 |
LOW |
6,393.0 |
0.618 |
6,351.0 |
1.000 |
6,325.0 |
1.618 |
6,283.0 |
2.618 |
6,215.0 |
4.250 |
6,104.0 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,427.0 |
6,470.5 |
PP |
6,425.0 |
6,454.0 |
S1 |
6,423.0 |
6,437.5 |
|