| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
14,225 |
14,170 |
-55 |
-0.4% |
14,640 |
| High |
14,300 |
14,275 |
-25 |
-0.2% |
14,740 |
| Low |
14,055 |
14,010 |
-45 |
-0.3% |
14,010 |
| Close |
14,150 |
14,265 |
115 |
0.8% |
14,265 |
| Range |
245 |
265 |
20 |
8.2% |
730 |
| ATR |
304 |
302 |
-3 |
-0.9% |
0 |
| Volume |
12,871 |
12,939 |
68 |
0.5% |
78,864 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,978 |
14,887 |
14,411 |
|
| R3 |
14,713 |
14,622 |
14,338 |
|
| R2 |
14,448 |
14,448 |
14,314 |
|
| R1 |
14,357 |
14,357 |
14,289 |
14,403 |
| PP |
14,183 |
14,183 |
14,183 |
14,206 |
| S1 |
14,092 |
14,092 |
14,241 |
14,138 |
| S2 |
13,918 |
13,918 |
14,217 |
|
| S3 |
13,653 |
13,827 |
14,192 |
|
| S4 |
13,388 |
13,562 |
14,119 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,528 |
16,127 |
14,667 |
|
| R3 |
15,798 |
15,397 |
14,466 |
|
| R2 |
15,068 |
15,068 |
14,399 |
|
| R1 |
14,667 |
14,667 |
14,332 |
14,503 |
| PP |
14,338 |
14,338 |
14,338 |
14,256 |
| S1 |
13,937 |
13,937 |
14,198 |
13,773 |
| S2 |
13,608 |
13,608 |
14,131 |
|
| S3 |
12,878 |
13,207 |
14,064 |
|
| S4 |
12,148 |
12,477 |
13,864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,740 |
14,010 |
730 |
5.1% |
332 |
2.3% |
35% |
False |
True |
15,772 |
| 10 |
14,950 |
14,010 |
940 |
6.6% |
304 |
2.1% |
27% |
False |
True |
13,443 |
| 20 |
14,965 |
14,010 |
955 |
6.7% |
293 |
2.1% |
27% |
False |
True |
14,862 |
| 40 |
14,965 |
13,240 |
1,725 |
12.1% |
276 |
1.9% |
59% |
False |
False |
7,681 |
| 60 |
15,125 |
13,240 |
1,885 |
13.2% |
236 |
1.7% |
54% |
False |
False |
5,123 |
| 80 |
15,125 |
12,715 |
2,410 |
16.9% |
194 |
1.4% |
64% |
False |
False |
3,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,401 |
|
2.618 |
14,969 |
|
1.618 |
14,704 |
|
1.000 |
14,540 |
|
0.618 |
14,439 |
|
HIGH |
14,275 |
|
0.618 |
14,174 |
|
0.500 |
14,143 |
|
0.382 |
14,111 |
|
LOW |
14,010 |
|
0.618 |
13,846 |
|
1.000 |
13,745 |
|
1.618 |
13,581 |
|
2.618 |
13,316 |
|
4.250 |
12,884 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,224 |
14,340 |
| PP |
14,183 |
14,315 |
| S1 |
14,143 |
14,290 |
|