Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,290.5 |
1,316.6 |
26.1 |
2.0% |
1,327.6 |
High |
1,324.6 |
1,322.4 |
-2.2 |
-0.2% |
1,344.2 |
Low |
1,278.0 |
1,303.1 |
25.1 |
2.0% |
1,306.9 |
Close |
1,321.4 |
1,318.4 |
-3.0 |
-0.2% |
1,339.9 |
Range |
46.6 |
19.3 |
-27.3 |
-58.6% |
37.3 |
ATR |
31.4 |
30.5 |
-0.9 |
-2.8% |
0.0 |
Volume |
2,869 |
1,740 |
-1,129 |
-39.4% |
14,208 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.5 |
1,364.8 |
1,329.0 |
|
R3 |
1,353.2 |
1,345.5 |
1,323.7 |
|
R2 |
1,333.9 |
1,333.9 |
1,321.9 |
|
R1 |
1,326.2 |
1,326.2 |
1,320.2 |
1,330.1 |
PP |
1,314.6 |
1,314.6 |
1,314.6 |
1,316.6 |
S1 |
1,306.9 |
1,306.9 |
1,316.6 |
1,310.8 |
S2 |
1,295.3 |
1,295.3 |
1,314.9 |
|
S3 |
1,276.0 |
1,287.6 |
1,313.1 |
|
S4 |
1,256.7 |
1,268.3 |
1,307.8 |
|
|
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% |
33.6 |
2.6% |
55% |
False |
False |
2,828 |
10 |
1,369.0 |
1,278.0 |
91.0 |
6.9% |
29.2 |
2.2% |
44% |
False |
False |
2,515 |
20 |
1,393.4 |
1,278.0 |
115.4 |
8.8% |
28.7 |
2.2% |
35% |
False |
False |
2,208 |
40 |
1,433.7 |
1,278.0 |
155.7 |
11.8% |
26.1 |
2.0% |
26% |
False |
False |
1,945 |
60 |
1,433.7 |
1,271.7 |
162.0 |
12.3% |
23.9 |
1.8% |
29% |
False |
False |
1,925 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
24.2 |
1.8% |
53% |
False |
False |
1,768 |
100 |
1,441.1 |
1,187.9 |
253.2 |
19.2% |
24.0 |
1.8% |
52% |
False |
False |
1,505 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.3% |
23.0 |
1.7% |
44% |
False |
False |
1,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.4 |
2.618 |
1,372.9 |
1.618 |
1,353.6 |
1.000 |
1,341.7 |
0.618 |
1,334.3 |
HIGH |
1,322.4 |
0.618 |
1,315.0 |
0.500 |
1,312.8 |
0.382 |
1,310.5 |
LOW |
1,303.1 |
0.618 |
1,291.2 |
1.000 |
1,283.8 |
1.618 |
1,271.9 |
2.618 |
1,252.6 |
4.250 |
1,221.1 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,316.5 |
1,314.8 |
PP |
1,314.6 |
1,311.1 |
S1 |
1,312.8 |
1,307.5 |
|