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 |
15,117 |
15,087 |
-30 |
-0.2% |
15,430 |
High |
15,119 |
15,140 |
21 |
0.1% |
15,455 |
Low |
15,001 |
15,033 |
32 |
0.2% |
15,134 |
Close |
15,046 |
15,120 |
74 |
0.5% |
15,195 |
Range |
118 |
107 |
-11 |
-9.3% |
321 |
ATR |
143 |
140 |
-3 |
-1.8% |
0 |
Volume |
162,619 |
154,554 |
-8,065 |
-5.0% |
689,649 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,419 |
15,376 |
15,179 |
|
R3 |
15,312 |
15,269 |
15,150 |
|
R2 |
15,205 |
15,205 |
15,140 |
|
R1 |
15,162 |
15,162 |
15,130 |
15,184 |
PP |
15,098 |
15,098 |
15,098 |
15,108 |
S1 |
15,055 |
15,055 |
15,110 |
15,077 |
S2 |
14,991 |
14,991 |
15,101 |
|
S3 |
14,884 |
14,948 |
15,091 |
|
S4 |
14,777 |
14,841 |
15,061 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,224 |
16,031 |
15,372 |
|
R3 |
15,903 |
15,710 |
15,283 |
|
R2 |
15,582 |
15,582 |
15,254 |
|
R1 |
15,389 |
15,389 |
15,225 |
15,325 |
PP |
15,261 |
15,261 |
15,261 |
15,230 |
S1 |
15,068 |
15,068 |
15,166 |
15,004 |
S2 |
14,940 |
14,940 |
15,136 |
|
S3 |
14,619 |
14,747 |
15,107 |
|
S4 |
14,298 |
14,426 |
15,019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,319 |
15,001 |
318 |
2.1% |
125 |
0.8% |
37% |
False |
False |
147,269 |
10 |
15,658 |
15,001 |
657 |
4.3% |
141 |
0.9% |
18% |
False |
False |
141,199 |
20 |
15,658 |
14,692 |
966 |
6.4% |
139 |
0.9% |
44% |
False |
False |
90,291 |
40 |
15,658 |
14,651 |
1,007 |
6.7% |
134 |
0.9% |
47% |
False |
False |
45,208 |
60 |
15,658 |
14,651 |
1,007 |
6.7% |
114 |
0.8% |
47% |
False |
False |
30,143 |
80 |
15,658 |
14,410 |
1,248 |
8.3% |
115 |
0.8% |
57% |
False |
False |
22,613 |
100 |
15,658 |
14,410 |
1,248 |
8.3% |
99 |
0.7% |
57% |
False |
False |
18,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,595 |
2.618 |
15,420 |
1.618 |
15,313 |
1.000 |
15,247 |
0.618 |
15,206 |
HIGH |
15,140 |
0.618 |
15,099 |
0.500 |
15,087 |
0.382 |
15,074 |
LOW |
15,033 |
0.618 |
14,967 |
1.000 |
14,926 |
1.618 |
14,860 |
2.618 |
14,753 |
4.250 |
14,578 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,109 |
15,150 |
PP |
15,098 |
15,140 |
S1 |
15,087 |
15,130 |
|