| 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 |
14,615 |
14,595 |
-20 |
-0.1% |
14,735 |
| High |
14,740 |
14,670 |
-70 |
-0.5% |
14,950 |
| Low |
14,440 |
14,105 |
-335 |
-2.3% |
14,495 |
| Close |
14,550 |
14,260 |
-290 |
-2.0% |
14,710 |
| Range |
300 |
565 |
265 |
88.3% |
455 |
| ATR |
289 |
309 |
20 |
6.8% |
0 |
| Volume |
15,498 |
21,470 |
5,972 |
38.5% |
55,571 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,040 |
15,715 |
14,571 |
|
| R3 |
15,475 |
15,150 |
14,416 |
|
| R2 |
14,910 |
14,910 |
14,364 |
|
| R1 |
14,585 |
14,585 |
14,312 |
14,465 |
| PP |
14,345 |
14,345 |
14,345 |
14,285 |
| S1 |
14,020 |
14,020 |
14,208 |
13,900 |
| S2 |
13,780 |
13,780 |
14,157 |
|
| S3 |
13,215 |
13,455 |
14,105 |
|
| S4 |
12,650 |
12,890 |
13,949 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,083 |
15,852 |
14,960 |
|
| R3 |
15,628 |
15,397 |
14,835 |
|
| R2 |
15,173 |
15,173 |
14,794 |
|
| R1 |
14,942 |
14,942 |
14,752 |
14,830 |
| PP |
14,718 |
14,718 |
14,718 |
14,663 |
| S1 |
14,487 |
14,487 |
14,668 |
14,375 |
| S2 |
14,263 |
14,263 |
14,627 |
|
| S3 |
13,808 |
14,032 |
14,585 |
|
| S4 |
13,353 |
13,577 |
14,460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,950 |
14,105 |
845 |
5.9% |
377 |
2.6% |
18% |
False |
True |
16,331 |
| 10 |
14,965 |
14,105 |
860 |
6.0% |
308 |
2.2% |
18% |
False |
True |
14,031 |
| 20 |
14,965 |
13,775 |
1,190 |
8.3% |
297 |
2.1% |
41% |
False |
False |
13,899 |
| 40 |
14,965 |
13,240 |
1,725 |
12.1% |
278 |
2.0% |
59% |
False |
False |
7,036 |
| 60 |
15,125 |
13,240 |
1,885 |
13.2% |
228 |
1.6% |
54% |
False |
False |
4,693 |
| 80 |
15,125 |
12,715 |
2,410 |
16.9% |
188 |
1.3% |
64% |
False |
False |
3,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,071 |
|
2.618 |
16,149 |
|
1.618 |
15,584 |
|
1.000 |
15,235 |
|
0.618 |
15,019 |
|
HIGH |
14,670 |
|
0.618 |
14,454 |
|
0.500 |
14,388 |
|
0.382 |
14,321 |
|
LOW |
14,105 |
|
0.618 |
13,756 |
|
1.000 |
13,540 |
|
1.618 |
13,191 |
|
2.618 |
12,626 |
|
4.250 |
11,704 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,388 |
14,423 |
| PP |
14,345 |
14,368 |
| S1 |
14,303 |
14,314 |
|