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 |
1,072.4 |
1,084.5 |
12.1 |
1.1% |
1,071.2 |
High |
1,086.8 |
1,084.8 |
-2.0 |
-0.2% |
1,080.2 |
Low |
1,069.9 |
1,073.7 |
3.8 |
0.4% |
1,060.7 |
Close |
1,084.7 |
1,076.3 |
-8.4 |
-0.8% |
1,071.7 |
Range |
16.9 |
11.1 |
-5.8 |
-34.3% |
19.5 |
ATR |
12.6 |
12.5 |
-0.1 |
-0.8% |
0.0 |
Volume |
105,512 |
94,495 |
-11,017 |
-10.4% |
478,440 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.5 |
1,105.0 |
1,082.5 |
|
R3 |
1,100.5 |
1,094.0 |
1,079.3 |
|
R2 |
1,089.3 |
1,089.3 |
1,078.3 |
|
R1 |
1,082.8 |
1,082.8 |
1,077.3 |
1,080.5 |
PP |
1,078.3 |
1,078.3 |
1,078.3 |
1,077.0 |
S1 |
1,071.8 |
1,071.8 |
1,075.3 |
1,069.5 |
S2 |
1,067.3 |
1,067.3 |
1,074.3 |
|
S3 |
1,056.0 |
1,060.8 |
1,073.3 |
|
S4 |
1,045.0 |
1,049.5 |
1,070.3 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.3 |
1,120.0 |
1,082.5 |
|
R3 |
1,109.8 |
1,100.5 |
1,077.0 |
|
R2 |
1,090.3 |
1,090.3 |
1,075.3 |
|
R1 |
1,081.0 |
1,081.0 |
1,073.5 |
1,085.8 |
PP |
1,070.8 |
1,070.8 |
1,070.8 |
1,073.3 |
S1 |
1,061.5 |
1,061.5 |
1,070.0 |
1,066.3 |
S2 |
1,051.3 |
1,051.3 |
1,068.0 |
|
S3 |
1,031.8 |
1,042.0 |
1,066.3 |
|
S4 |
1,012.3 |
1,022.5 |
1,061.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,086.8 |
1,057.5 |
29.3 |
2.7% |
13.3 |
1.2% |
64% |
False |
False |
97,072 |
10 |
1,086.8 |
1,057.5 |
29.3 |
2.7% |
12.5 |
1.2% |
64% |
False |
False |
103,386 |
20 |
1,086.8 |
1,009.6 |
77.2 |
7.2% |
12.8 |
1.2% |
86% |
False |
False |
86,103 |
40 |
1,086.8 |
1,003.2 |
83.6 |
7.8% |
9.3 |
0.9% |
87% |
False |
False |
43,124 |
60 |
1,086.8 |
1,003.2 |
83.6 |
7.8% |
6.5 |
0.6% |
87% |
False |
False |
28,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.0 |
2.618 |
1,113.8 |
1.618 |
1,102.8 |
1.000 |
1,096.0 |
0.618 |
1,091.8 |
HIGH |
1,084.8 |
0.618 |
1,080.5 |
0.500 |
1,079.3 |
0.382 |
1,078.0 |
LOW |
1,073.8 |
0.618 |
1,066.8 |
1.000 |
1,062.5 |
1.618 |
1,055.8 |
2.618 |
1,044.8 |
4.250 |
1,026.5 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,079.3 |
1,075.0 |
PP |
1,078.3 |
1,073.5 |
S1 |
1,077.3 |
1,072.3 |
|