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 |
15,182.65 |
15,127.23 |
-55.42 |
-0.4% |
15,452.31 |
High |
15,182.65 |
15,127.23 |
-55.42 |
-0.4% |
15,466.95 |
Low |
15,044.71 |
14,947.03 |
-97.68 |
-0.6% |
15,211.81 |
Close |
15,133.14 |
14,996.48 |
-136.66 |
-0.9% |
15,258.24 |
Range |
137.94 |
180.20 |
42.26 |
30.6% |
255.14 |
ATR |
128.16 |
132.30 |
4.14 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,564.18 |
15,460.53 |
15,095.59 |
|
R3 |
15,383.98 |
15,280.33 |
15,046.04 |
|
R2 |
15,203.78 |
15,203.78 |
15,029.52 |
|
R1 |
15,100.13 |
15,100.13 |
15,013.00 |
15,061.86 |
PP |
15,023.58 |
15,023.58 |
15,023.58 |
15,004.44 |
S1 |
14,919.93 |
14,919.93 |
14,979.96 |
14,881.66 |
S2 |
14,843.38 |
14,843.38 |
14,963.44 |
|
S3 |
14,663.18 |
14,739.73 |
14,946.93 |
|
S4 |
14,482.98 |
14,559.53 |
14,897.37 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,077.75 |
15,923.14 |
15,398.57 |
|
R3 |
15,822.61 |
15,668.00 |
15,328.40 |
|
R2 |
15,567.47 |
15,567.47 |
15,305.02 |
|
R1 |
15,412.86 |
15,412.86 |
15,281.63 |
15,362.60 |
PP |
15,312.33 |
15,312.33 |
15,312.33 |
15,287.20 |
S1 |
15,157.72 |
15,157.72 |
15,234.85 |
15,107.46 |
S2 |
15,057.19 |
15,057.19 |
15,211.46 |
|
S3 |
14,802.05 |
14,902.58 |
15,188.08 |
|
S4 |
14,546.91 |
14,647.44 |
15,117.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,317.45 |
14,947.03 |
370.42 |
2.5% |
136.99 |
0.9% |
13% |
False |
True |
|
10 |
15,654.77 |
14,947.03 |
707.74 |
4.7% |
132.90 |
0.9% |
7% |
False |
True |
|
20 |
15,709.58 |
14,789.40 |
920.18 |
6.1% |
131.43 |
0.9% |
23% |
False |
False |
|
40 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
127.81 |
0.9% |
25% |
False |
False |
|
60 |
15,709.58 |
14,760.41 |
949.17 |
6.3% |
118.77 |
0.8% |
25% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
134.22 |
0.9% |
38% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.7% |
139.40 |
0.9% |
38% |
False |
False |
|
120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.4% |
135.54 |
0.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,893.08 |
2.618 |
15,598.99 |
1.618 |
15,418.79 |
1.000 |
15,307.43 |
0.618 |
15,238.59 |
HIGH |
15,127.23 |
0.618 |
15,058.39 |
0.500 |
15,037.13 |
0.382 |
15,015.87 |
LOW |
14,947.03 |
0.618 |
14,835.67 |
1.000 |
14,766.83 |
1.618 |
14,655.47 |
2.618 |
14,475.27 |
4.250 |
14,181.18 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,037.13 |
15,077.72 |
PP |
15,023.58 |
15,050.64 |
S1 |
15,010.03 |
15,023.56 |
|