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 |
1,324.7 |
1,351.7 |
27.0 |
2.0% |
1,327.6 |
High |
1,344.2 |
1,351.7 |
7.5 |
0.6% |
1,344.2 |
Low |
1,322.5 |
1,324.6 |
2.1 |
0.2% |
1,306.9 |
Close |
1,339.9 |
1,327.7 |
-12.2 |
-0.9% |
1,339.9 |
Range |
21.7 |
27.1 |
5.4 |
24.9% |
37.3 |
ATR |
28.5 |
28.4 |
-0.1 |
-0.4% |
0.0 |
Volume |
4,812 |
2,383 |
-2,429 |
-50.5% |
14,208 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.0 |
1,398.9 |
1,342.6 |
|
R3 |
1,388.9 |
1,371.8 |
1,335.2 |
|
R2 |
1,361.8 |
1,361.8 |
1,332.7 |
|
R1 |
1,344.7 |
1,344.7 |
1,330.2 |
1,339.7 |
PP |
1,334.7 |
1,334.7 |
1,334.7 |
1,332.2 |
S1 |
1,317.6 |
1,317.6 |
1,325.2 |
1,312.6 |
S2 |
1,307.6 |
1,307.6 |
1,322.7 |
|
S3 |
1,280.5 |
1,290.5 |
1,320.2 |
|
S4 |
1,253.4 |
1,263.4 |
1,312.8 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.2 |
1,428.4 |
1,360.4 |
|
R3 |
1,404.9 |
1,391.1 |
1,350.2 |
|
R2 |
1,367.6 |
1,367.6 |
1,346.7 |
|
R1 |
1,353.8 |
1,353.8 |
1,343.3 |
1,360.7 |
PP |
1,330.3 |
1,330.3 |
1,330.3 |
1,333.8 |
S1 |
1,316.5 |
1,316.5 |
1,336.5 |
1,323.4 |
S2 |
1,293.0 |
1,293.0 |
1,333.1 |
|
S3 |
1,255.7 |
1,279.2 |
1,329.6 |
|
S4 |
1,218.4 |
1,241.9 |
1,319.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,351.7 |
1,306.9 |
44.8 |
3.4% |
22.6 |
1.7% |
46% |
True |
False |
2,584 |
10 |
1,375.8 |
1,285.0 |
90.8 |
6.8% |
28.6 |
2.2% |
47% |
False |
False |
2,305 |
20 |
1,416.7 |
1,285.0 |
131.7 |
9.9% |
27.7 |
2.1% |
32% |
False |
False |
2,183 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.0% |
24.6 |
1.9% |
34% |
False |
False |
1,838 |
60 |
1,433.7 |
1,221.2 |
212.5 |
16.0% |
22.8 |
1.7% |
50% |
False |
False |
1,899 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.5% |
23.4 |
1.8% |
57% |
False |
False |
1,692 |
100 |
1,476.3 |
1,187.9 |
288.4 |
21.7% |
23.1 |
1.7% |
48% |
False |
False |
1,511 |
120 |
1,570.9 |
1,187.9 |
383.0 |
28.8% |
23.8 |
1.8% |
37% |
False |
False |
1,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.9 |
2.618 |
1,422.6 |
1.618 |
1,395.5 |
1.000 |
1,378.8 |
0.618 |
1,368.4 |
HIGH |
1,351.7 |
0.618 |
1,341.3 |
0.500 |
1,338.2 |
0.382 |
1,335.0 |
LOW |
1,324.6 |
0.618 |
1,307.9 |
1.000 |
1,297.5 |
1.618 |
1,280.8 |
2.618 |
1,253.7 |
4.250 |
1,209.4 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,338.2 |
1,335.9 |
PP |
1,334.7 |
1,333.1 |
S1 |
1,331.2 |
1,330.4 |
|