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 |
1,316.5 |
1,317.4 |
0.9 |
0.1% |
1,343.5 |
High |
1,322.8 |
1,326.0 |
3.2 |
0.2% |
1,353.8 |
Low |
1,302.0 |
1,305.1 |
3.1 |
0.2% |
1,276.9 |
Close |
1,317.6 |
1,309.9 |
-7.7 |
-0.6% |
1,309.9 |
Range |
20.8 |
20.9 |
0.1 |
0.5% |
76.9 |
ATR |
32.6 |
31.8 |
-0.8 |
-2.6% |
0.0 |
Volume |
129,120 |
107,569 |
-21,551 |
-16.7% |
744,717 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.4 |
1,364.0 |
1,321.4 |
|
R3 |
1,355.5 |
1,343.1 |
1,315.6 |
|
R2 |
1,334.6 |
1,334.6 |
1,313.7 |
|
R1 |
1,322.2 |
1,322.2 |
1,311.8 |
1,318.0 |
PP |
1,313.7 |
1,313.7 |
1,313.7 |
1,311.5 |
S1 |
1,301.3 |
1,301.3 |
1,308.0 |
1,297.1 |
S2 |
1,292.8 |
1,292.8 |
1,306.1 |
|
S3 |
1,271.9 |
1,280.4 |
1,304.2 |
|
S4 |
1,251.0 |
1,259.5 |
1,298.4 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.2 |
1,504.0 |
1,352.2 |
|
R3 |
1,467.3 |
1,427.1 |
1,331.0 |
|
R2 |
1,390.4 |
1,390.4 |
1,324.0 |
|
R1 |
1,350.2 |
1,350.2 |
1,316.9 |
1,331.9 |
PP |
1,313.5 |
1,313.5 |
1,313.5 |
1,304.4 |
S1 |
1,273.3 |
1,273.3 |
1,302.9 |
1,255.0 |
S2 |
1,236.6 |
1,236.6 |
1,295.8 |
|
S3 |
1,159.7 |
1,196.4 |
1,288.8 |
|
S4 |
1,082.8 |
1,119.5 |
1,267.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,353.8 |
1,276.9 |
76.9 |
5.9% |
35.2 |
2.7% |
43% |
False |
False |
148,943 |
10 |
1,353.8 |
1,276.9 |
76.9 |
5.9% |
28.6 |
2.2% |
43% |
False |
False |
147,840 |
20 |
1,395.0 |
1,276.9 |
118.1 |
9.0% |
30.3 |
2.3% |
28% |
False |
False |
152,804 |
40 |
1,434.0 |
1,276.9 |
157.1 |
12.0% |
28.6 |
2.2% |
21% |
False |
False |
151,734 |
60 |
1,434.0 |
1,269.0 |
165.0 |
12.6% |
27.4 |
2.1% |
25% |
False |
False |
129,178 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.5 |
2.2% |
51% |
False |
False |
100,017 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
29.1 |
2.2% |
51% |
False |
False |
81,226 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.5% |
28.9 |
2.2% |
41% |
False |
False |
68,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.8 |
2.618 |
1,380.7 |
1.618 |
1,359.8 |
1.000 |
1,346.9 |
0.618 |
1,338.9 |
HIGH |
1,326.0 |
0.618 |
1,318.0 |
0.500 |
1,315.6 |
0.382 |
1,313.1 |
LOW |
1,305.1 |
0.618 |
1,292.2 |
1.000 |
1,284.2 |
1.618 |
1,271.3 |
2.618 |
1,250.4 |
4.250 |
1,216.3 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,315.6 |
1,307.1 |
PP |
1,313.7 |
1,304.3 |
S1 |
1,311.8 |
1,301.5 |
|