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 |
168.14 |
168.35 |
0.21 |
0.1% |
170.49 |
High |
169.50 |
169.34 |
-0.16 |
-0.1% |
170.65 |
Low |
167.97 |
167.83 |
-0.14 |
-0.1% |
168.47 |
Close |
169.34 |
169.18 |
-0.16 |
-0.1% |
168.91 |
Range |
1.53 |
1.51 |
-0.02 |
-1.3% |
2.18 |
ATR |
1.46 |
1.47 |
0.00 |
0.2% |
0.00 |
Volume |
127,160,398 |
113,349,695 |
-13,810,703 |
-10.9% |
504,543,796 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.31 |
172.76 |
170.01 |
|
R3 |
171.80 |
171.25 |
169.60 |
|
R2 |
170.29 |
170.29 |
169.46 |
|
R1 |
169.74 |
169.74 |
169.32 |
170.02 |
PP |
168.78 |
168.78 |
168.78 |
168.92 |
S1 |
168.23 |
168.23 |
169.04 |
168.51 |
S2 |
167.27 |
167.27 |
168.90 |
|
S3 |
165.76 |
166.72 |
168.76 |
|
S4 |
164.25 |
165.21 |
168.35 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175.88 |
174.58 |
170.11 |
|
R3 |
173.70 |
172.40 |
169.51 |
|
R2 |
171.52 |
171.52 |
169.31 |
|
R1 |
170.22 |
170.22 |
169.11 |
169.78 |
PP |
169.34 |
169.34 |
169.34 |
169.13 |
S1 |
168.04 |
168.04 |
168.71 |
167.60 |
S2 |
167.16 |
167.16 |
168.51 |
|
S3 |
164.98 |
165.86 |
168.31 |
|
S4 |
162.80 |
163.68 |
167.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
170.17 |
167.15 |
3.02 |
1.8% |
1.24 |
0.7% |
67% |
False |
False |
112,147,099 |
10 |
173.60 |
167.15 |
6.45 |
3.8% |
1.27 |
0.7% |
31% |
False |
False |
116,847,599 |
20 |
173.60 |
164.48 |
9.12 |
5.4% |
1.26 |
0.7% |
52% |
False |
False |
112,369,169 |
40 |
173.60 |
163.05 |
10.55 |
6.2% |
1.35 |
0.8% |
58% |
False |
False |
110,681,605 |
60 |
173.60 |
163.05 |
10.55 |
6.2% |
1.27 |
0.8% |
58% |
False |
False |
106,494,874 |
80 |
173.60 |
155.73 |
17.87 |
10.6% |
1.46 |
0.9% |
75% |
False |
False |
120,031,670 |
100 |
173.60 |
155.73 |
17.87 |
10.6% |
1.53 |
0.9% |
75% |
False |
False |
125,719,966 |
120 |
173.60 |
153.55 |
20.05 |
11.9% |
1.51 |
0.9% |
78% |
False |
False |
126,049,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.76 |
2.618 |
173.29 |
1.618 |
171.78 |
1.000 |
170.85 |
0.618 |
170.27 |
HIGH |
169.34 |
0.618 |
168.76 |
0.500 |
168.59 |
0.382 |
168.41 |
LOW |
167.83 |
0.618 |
166.90 |
1.000 |
166.32 |
1.618 |
165.39 |
2.618 |
163.88 |
4.250 |
161.41 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
168.98 |
168.90 |
PP |
168.78 |
168.61 |
S1 |
168.59 |
168.33 |
|