Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3,229.75 |
3,211.50 |
-18.25 |
-0.6% |
3,222.75 |
High |
3,233.50 |
3,223.25 |
-10.25 |
-0.3% |
3,237.00 |
Low |
3,203.00 |
3,178.25 |
-24.75 |
-0.8% |
3,195.75 |
Close |
3,223.00 |
3,209.00 |
-14.00 |
-0.4% |
3,223.00 |
Range |
30.50 |
45.00 |
14.50 |
47.5% |
41.25 |
ATR |
32.03 |
32.95 |
0.93 |
2.9% |
0.00 |
Volume |
193,112 |
281,669 |
88,557 |
45.9% |
1,067,983 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,338.50 |
3,318.75 |
3,233.75 |
|
R3 |
3,293.50 |
3,273.75 |
3,221.50 |
|
R2 |
3,248.50 |
3,248.50 |
3,217.25 |
|
R1 |
3,228.75 |
3,228.75 |
3,213.00 |
3,216.00 |
PP |
3,203.50 |
3,203.50 |
3,203.50 |
3,197.25 |
S1 |
3,183.75 |
3,183.75 |
3,205.00 |
3,171.00 |
S2 |
3,158.50 |
3,158.50 |
3,200.75 |
|
S3 |
3,113.50 |
3,138.75 |
3,196.50 |
|
S4 |
3,068.50 |
3,093.75 |
3,184.25 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,342.25 |
3,324.00 |
3,245.75 |
|
R3 |
3,301.00 |
3,282.75 |
3,234.25 |
|
R2 |
3,259.75 |
3,259.75 |
3,230.50 |
|
R1 |
3,241.50 |
3,241.50 |
3,226.75 |
3,250.50 |
PP |
3,218.50 |
3,218.50 |
3,218.50 |
3,223.25 |
S1 |
3,200.25 |
3,200.25 |
3,219.25 |
3,209.50 |
S2 |
3,177.25 |
3,177.25 |
3,215.50 |
|
S3 |
3,136.00 |
3,159.00 |
3,211.75 |
|
S4 |
3,094.75 |
3,117.75 |
3,200.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,235.25 |
3,178.25 |
57.00 |
1.8% |
32.25 |
1.0% |
54% |
False |
True |
222,422 |
10 |
3,241.50 |
3,156.25 |
85.25 |
2.7% |
31.75 |
1.0% |
62% |
False |
False |
225,110 |
20 |
3,241.50 |
3,070.00 |
171.50 |
5.3% |
33.00 |
1.0% |
81% |
False |
False |
145,941 |
40 |
3,241.50 |
3,049.25 |
192.25 |
6.0% |
31.75 |
1.0% |
83% |
False |
False |
73,144 |
60 |
3,241.50 |
2,952.75 |
288.75 |
9.0% |
25.75 |
0.8% |
89% |
False |
False |
48,789 |
80 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
25.00 |
0.8% |
92% |
False |
False |
36,593 |
100 |
3,241.50 |
2,813.00 |
428.50 |
13.4% |
20.75 |
0.6% |
92% |
False |
False |
29,275 |
120 |
3,241.50 |
2,726.75 |
514.75 |
16.0% |
18.00 |
0.6% |
94% |
False |
False |
24,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,414.50 |
2.618 |
3,341.00 |
1.618 |
3,296.00 |
1.000 |
3,268.25 |
0.618 |
3,251.00 |
HIGH |
3,223.25 |
0.618 |
3,206.00 |
0.500 |
3,200.75 |
0.382 |
3,195.50 |
LOW |
3,178.25 |
0.618 |
3,150.50 |
1.000 |
3,133.25 |
1.618 |
3,105.50 |
2.618 |
3,060.50 |
4.250 |
2,987.00 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3,206.25 |
3,208.25 |
PP |
3,203.50 |
3,207.50 |
S1 |
3,200.75 |
3,206.75 |
|