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 |
15,087 |
15,136 |
49 |
0.3% |
15,430 |
High |
15,140 |
15,137 |
-3 |
0.0% |
15,455 |
Low |
15,033 |
14,968 |
-65 |
-0.4% |
15,134 |
Close |
15,120 |
15,025 |
-95 |
-0.6% |
15,195 |
Range |
107 |
169 |
62 |
57.9% |
321 |
ATR |
140 |
142 |
2 |
1.5% |
0 |
Volume |
154,554 |
155,067 |
513 |
0.3% |
689,649 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,550 |
15,457 |
15,118 |
|
R3 |
15,381 |
15,288 |
15,072 |
|
R2 |
15,212 |
15,212 |
15,056 |
|
R1 |
15,119 |
15,119 |
15,041 |
15,081 |
PP |
15,043 |
15,043 |
15,043 |
15,025 |
S1 |
14,950 |
14,950 |
15,010 |
14,912 |
S2 |
14,874 |
14,874 |
14,994 |
|
S3 |
14,705 |
14,781 |
14,979 |
|
S4 |
14,536 |
14,612 |
14,932 |
|
|
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 |
14,968 |
351 |
2.3% |
134 |
0.9% |
16% |
False |
True |
146,549 |
10 |
15,658 |
14,968 |
690 |
4.6% |
134 |
0.9% |
8% |
False |
True |
139,639 |
20 |
15,658 |
14,692 |
966 |
6.4% |
140 |
0.9% |
34% |
False |
False |
97,999 |
40 |
15,658 |
14,651 |
1,007 |
6.7% |
135 |
0.9% |
37% |
False |
False |
49,084 |
60 |
15,658 |
14,651 |
1,007 |
6.7% |
115 |
0.8% |
37% |
False |
False |
32,727 |
80 |
15,658 |
14,410 |
1,248 |
8.3% |
116 |
0.8% |
49% |
False |
False |
24,552 |
100 |
15,658 |
14,410 |
1,248 |
8.3% |
101 |
0.7% |
49% |
False |
False |
19,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,855 |
2.618 |
15,580 |
1.618 |
15,411 |
1.000 |
15,306 |
0.618 |
15,242 |
HIGH |
15,137 |
0.618 |
15,073 |
0.500 |
15,053 |
0.382 |
15,033 |
LOW |
14,968 |
0.618 |
14,864 |
1.000 |
14,799 |
1.618 |
14,695 |
2.618 |
14,526 |
4.250 |
14,250 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,053 |
15,054 |
PP |
15,043 |
15,044 |
S1 |
15,034 |
15,035 |
|