Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
6,426.0 |
6,431.0 |
5.0 |
0.1% |
6,545.0 |
High |
6,461.0 |
6,438.5 |
-22.5 |
-0.3% |
6,571.5 |
Low |
6,393.0 |
6,355.0 |
-38.0 |
-0.6% |
6,457.0 |
Close |
6,421.0 |
6,403.0 |
-18.0 |
-0.3% |
6,480.5 |
Range |
68.0 |
83.5 |
15.5 |
22.8% |
114.5 |
ATR |
68.7 |
69.7 |
1.1 |
1.5% |
0.0 |
Volume |
123,718 |
73,913 |
-49,805 |
-40.3% |
451,306 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,649.5 |
6,609.5 |
6,449.0 |
|
R3 |
6,566.0 |
6,526.0 |
6,426.0 |
|
R2 |
6,482.5 |
6,482.5 |
6,418.5 |
|
R1 |
6,442.5 |
6,442.5 |
6,410.5 |
6,421.0 |
PP |
6,399.0 |
6,399.0 |
6,399.0 |
6,388.0 |
S1 |
6,359.0 |
6,359.0 |
6,395.5 |
6,337.0 |
S2 |
6,315.5 |
6,315.5 |
6,387.5 |
|
S3 |
6,232.0 |
6,275.5 |
6,380.0 |
|
S4 |
6,148.5 |
6,192.0 |
6,357.0 |
|
|
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 |
6,555.0 |
6,355.0 |
200.0 |
3.1% |
67.5 |
1.1% |
24% |
False |
True |
102,706 |
10 |
6,630.5 |
6,355.0 |
275.5 |
4.3% |
62.0 |
1.0% |
17% |
False |
True |
92,745 |
20 |
6,643.0 |
6,355.0 |
288.0 |
4.5% |
60.0 |
0.9% |
17% |
False |
True |
87,607 |
40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
63.0 |
1.0% |
22% |
False |
False |
43,952 |
60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
58.0 |
0.9% |
22% |
False |
False |
29,332 |
80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
56.5 |
0.9% |
65% |
False |
False |
22,016 |
100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
46.5 |
0.7% |
60% |
False |
False |
17,618 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
39.0 |
0.6% |
60% |
False |
False |
14,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,793.5 |
2.618 |
6,657.0 |
1.618 |
6,573.5 |
1.000 |
6,522.0 |
0.618 |
6,490.0 |
HIGH |
6,438.5 |
0.618 |
6,406.5 |
0.500 |
6,397.0 |
0.382 |
6,387.0 |
LOW |
6,355.0 |
0.618 |
6,303.5 |
1.000 |
6,271.5 |
1.618 |
6,220.0 |
2.618 |
6,136.5 |
4.250 |
6,000.0 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,401.0 |
6,408.0 |
PP |
6,399.0 |
6,406.5 |
S1 |
6,397.0 |
6,404.5 |
|