Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,351.7 |
1,328.4 |
-23.3 |
-1.7% |
1,327.6 |
High |
1,351.7 |
1,337.0 |
-14.7 |
-1.1% |
1,344.2 |
Low |
1,324.6 |
1,283.6 |
-41.0 |
-3.1% |
1,306.9 |
Close |
1,327.7 |
1,286.8 |
-40.9 |
-3.1% |
1,339.9 |
Range |
27.1 |
53.4 |
26.3 |
97.0% |
37.3 |
ATR |
28.4 |
30.2 |
1.8 |
6.3% |
0.0 |
Volume |
2,383 |
2,340 |
-43 |
-1.8% |
14,208 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.7 |
1,428.1 |
1,316.2 |
|
R3 |
1,409.3 |
1,374.7 |
1,301.5 |
|
R2 |
1,355.9 |
1,355.9 |
1,296.6 |
|
R1 |
1,321.3 |
1,321.3 |
1,291.7 |
1,311.9 |
PP |
1,302.5 |
1,302.5 |
1,302.5 |
1,297.8 |
S1 |
1,267.9 |
1,267.9 |
1,281.9 |
1,258.5 |
S2 |
1,249.1 |
1,249.1 |
1,277.0 |
|
S3 |
1,195.7 |
1,214.5 |
1,272.1 |
|
S4 |
1,142.3 |
1,161.1 |
1,257.4 |
|
|
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 |
1,283.6 |
68.1 |
5.3% |
28.7 |
2.2% |
5% |
False |
True |
2,712 |
10 |
1,375.8 |
1,283.6 |
92.2 |
7.2% |
32.5 |
2.5% |
3% |
False |
True |
2,348 |
20 |
1,414.0 |
1,283.6 |
130.4 |
10.1% |
28.4 |
2.2% |
2% |
False |
True |
2,192 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.4% |
25.5 |
2.0% |
8% |
False |
False |
1,870 |
60 |
1,433.7 |
1,237.0 |
196.7 |
15.3% |
23.4 |
1.8% |
25% |
False |
False |
1,915 |
80 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.6 |
1.8% |
40% |
False |
False |
1,719 |
100 |
1,443.0 |
1,187.9 |
255.1 |
19.8% |
23.6 |
1.8% |
39% |
False |
False |
1,479 |
120 |
1,567.6 |
1,187.9 |
379.7 |
29.5% |
24.2 |
1.9% |
26% |
False |
False |
1,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,564.0 |
2.618 |
1,476.8 |
1.618 |
1,423.4 |
1.000 |
1,390.4 |
0.618 |
1,370.0 |
HIGH |
1,337.0 |
0.618 |
1,316.6 |
0.500 |
1,310.3 |
0.382 |
1,304.0 |
LOW |
1,283.6 |
0.618 |
1,250.6 |
1.000 |
1,230.2 |
1.618 |
1,197.2 |
2.618 |
1,143.8 |
4.250 |
1,056.7 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,310.3 |
1,317.7 |
PP |
1,302.5 |
1,307.4 |
S1 |
1,294.6 |
1,297.1 |
|