Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,136 |
15,027 |
-109 |
-0.7% |
15,430 |
High |
15,137 |
15,031 |
-106 |
-0.7% |
15,455 |
Low |
14,968 |
14,870 |
-98 |
-0.7% |
15,134 |
Close |
15,025 |
14,906 |
-119 |
-0.8% |
15,195 |
Range |
169 |
161 |
-8 |
-4.7% |
321 |
ATR |
142 |
144 |
1 |
0.9% |
0 |
Volume |
155,067 |
228,916 |
73,849 |
47.6% |
689,649 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,419 |
15,323 |
14,995 |
|
R3 |
15,258 |
15,162 |
14,950 |
|
R2 |
15,097 |
15,097 |
14,936 |
|
R1 |
15,001 |
15,001 |
14,921 |
14,969 |
PP |
14,936 |
14,936 |
14,936 |
14,919 |
S1 |
14,840 |
14,840 |
14,891 |
14,808 |
S2 |
14,775 |
14,775 |
14,877 |
|
S3 |
14,614 |
14,679 |
14,862 |
|
S4 |
14,453 |
14,518 |
14,818 |
|
|
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 |
15,299 |
14,870 |
429 |
2.9% |
144 |
1.0% |
8% |
False |
True |
166,652 |
10 |
15,584 |
14,870 |
714 |
4.8% |
140 |
0.9% |
5% |
False |
True |
150,169 |
20 |
15,658 |
14,692 |
966 |
6.5% |
146 |
1.0% |
22% |
False |
False |
109,399 |
40 |
15,658 |
14,651 |
1,007 |
6.8% |
137 |
0.9% |
25% |
False |
False |
54,806 |
60 |
15,658 |
14,651 |
1,007 |
6.8% |
118 |
0.8% |
25% |
False |
False |
36,542 |
80 |
15,658 |
14,410 |
1,248 |
8.4% |
116 |
0.8% |
40% |
False |
False |
27,413 |
100 |
15,658 |
14,410 |
1,248 |
8.4% |
103 |
0.7% |
40% |
False |
False |
21,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,715 |
2.618 |
15,453 |
1.618 |
15,292 |
1.000 |
15,192 |
0.618 |
15,131 |
HIGH |
15,031 |
0.618 |
14,970 |
0.500 |
14,951 |
0.382 |
14,932 |
LOW |
14,870 |
0.618 |
14,771 |
1.000 |
14,709 |
1.618 |
14,610 |
2.618 |
14,449 |
4.250 |
14,186 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,951 |
15,005 |
PP |
14,936 |
14,972 |
S1 |
14,921 |
14,939 |
|