Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,328.4 |
1,290.5 |
-37.9 |
-2.9% |
1,327.6 |
High |
1,337.0 |
1,324.6 |
-12.4 |
-0.9% |
1,344.2 |
Low |
1,283.6 |
1,278.0 |
-5.6 |
-0.4% |
1,306.9 |
Close |
1,286.8 |
1,321.4 |
34.6 |
2.7% |
1,339.9 |
Range |
53.4 |
46.6 |
-6.8 |
-12.7% |
37.3 |
ATR |
30.2 |
31.4 |
1.2 |
3.9% |
0.0 |
Volume |
2,340 |
2,869 |
529 |
22.6% |
14,208 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.8 |
1,431.2 |
1,347.0 |
|
R3 |
1,401.2 |
1,384.6 |
1,334.2 |
|
R2 |
1,354.6 |
1,354.6 |
1,329.9 |
|
R1 |
1,338.0 |
1,338.0 |
1,325.7 |
1,346.3 |
PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,312.2 |
S1 |
1,291.4 |
1,291.4 |
1,317.1 |
1,299.7 |
S2 |
1,261.4 |
1,261.4 |
1,312.9 |
|
S3 |
1,214.8 |
1,244.8 |
1,308.6 |
|
S4 |
1,168.2 |
1,198.2 |
1,295.8 |
|
|
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 |
1,278.0 |
73.7 |
5.6% |
33.8 |
2.6% |
59% |
False |
True |
2,754 |
10 |
1,375.8 |
1,278.0 |
97.8 |
7.4% |
28.8 |
2.2% |
44% |
False |
True |
2,466 |
20 |
1,397.4 |
1,278.0 |
119.4 |
9.0% |
29.3 |
2.2% |
36% |
False |
True |
2,270 |
40 |
1,433.7 |
1,274.0 |
159.7 |
12.1% |
26.0 |
2.0% |
30% |
False |
False |
1,922 |
60 |
1,433.7 |
1,250.2 |
183.5 |
13.9% |
23.8 |
1.8% |
39% |
False |
False |
1,925 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
24.1 |
1.8% |
54% |
False |
False |
1,748 |
100 |
1,443.0 |
1,187.9 |
255.1 |
19.3% |
23.9 |
1.8% |
52% |
False |
False |
1,489 |
120 |
1,494.6 |
1,187.9 |
306.7 |
23.2% |
24.1 |
1.8% |
44% |
False |
False |
1,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.7 |
2.618 |
1,446.6 |
1.618 |
1,400.0 |
1.000 |
1,371.2 |
0.618 |
1,353.4 |
HIGH |
1,324.6 |
0.618 |
1,306.8 |
0.500 |
1,301.3 |
0.382 |
1,295.8 |
LOW |
1,278.0 |
0.618 |
1,249.2 |
1.000 |
1,231.4 |
1.618 |
1,202.6 |
2.618 |
1,156.0 |
4.250 |
1,080.0 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,314.7 |
1,319.2 |
PP |
1,308.0 |
1,317.0 |
S1 |
1,301.3 |
1,314.9 |
|