Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,027 |
14,893 |
-134 |
-0.9% |
15,117 |
High |
15,031 |
15,009 |
-22 |
-0.1% |
15,140 |
Low |
14,870 |
14,891 |
21 |
0.1% |
14,870 |
Close |
14,906 |
14,998 |
92 |
0.6% |
14,998 |
Range |
161 |
118 |
-43 |
-26.7% |
270 |
ATR |
144 |
142 |
-2 |
-1.3% |
0 |
Volume |
228,916 |
127,743 |
-101,173 |
-44.2% |
828,899 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,320 |
15,277 |
15,063 |
|
R3 |
15,202 |
15,159 |
15,031 |
|
R2 |
15,084 |
15,084 |
15,020 |
|
R1 |
15,041 |
15,041 |
15,009 |
15,063 |
PP |
14,966 |
14,966 |
14,966 |
14,977 |
S1 |
14,923 |
14,923 |
14,987 |
14,945 |
S2 |
14,848 |
14,848 |
14,976 |
|
S3 |
14,730 |
14,805 |
14,966 |
|
S4 |
14,612 |
14,687 |
14,933 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813 |
15,675 |
15,147 |
|
R3 |
15,543 |
15,405 |
15,072 |
|
R2 |
15,273 |
15,273 |
15,048 |
|
R1 |
15,135 |
15,135 |
15,023 |
15,069 |
PP |
15,003 |
15,003 |
15,003 |
14,970 |
S1 |
14,865 |
14,865 |
14,973 |
14,799 |
S2 |
14,733 |
14,733 |
14,949 |
|
S3 |
14,463 |
14,595 |
14,924 |
|
S4 |
14,193 |
14,325 |
14,850 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,140 |
14,870 |
270 |
1.8% |
135 |
0.9% |
47% |
False |
False |
165,779 |
10 |
15,455 |
14,870 |
585 |
3.9% |
133 |
0.9% |
22% |
False |
False |
151,854 |
20 |
15,658 |
14,801 |
857 |
5.7% |
140 |
0.9% |
23% |
False |
False |
115,685 |
40 |
15,658 |
14,651 |
1,007 |
6.7% |
137 |
0.9% |
34% |
False |
False |
57,999 |
60 |
15,658 |
14,651 |
1,007 |
6.7% |
119 |
0.8% |
34% |
False |
False |
38,671 |
80 |
15,658 |
14,410 |
1,248 |
8.3% |
117 |
0.8% |
47% |
False |
False |
29,009 |
100 |
15,658 |
14,410 |
1,248 |
8.3% |
104 |
0.7% |
47% |
False |
False |
23,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,511 |
2.618 |
15,318 |
1.618 |
15,200 |
1.000 |
15,127 |
0.618 |
15,082 |
HIGH |
15,009 |
0.618 |
14,964 |
0.500 |
14,950 |
0.382 |
14,936 |
LOW |
14,891 |
0.618 |
14,818 |
1.000 |
14,773 |
1.618 |
14,700 |
2.618 |
14,582 |
4.250 |
14,390 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,982 |
15,004 |
PP |
14,966 |
15,002 |
S1 |
14,950 |
15,000 |
|