Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,694.50 |
1,675.00 |
-19.50 |
-1.2% |
1,706.50 |
High |
1,695.50 |
1,681.00 |
-14.50 |
-0.9% |
1,707.50 |
Low |
1,680.00 |
1,666.75 |
-13.25 |
-0.8% |
1,680.00 |
Close |
1,686.50 |
1,674.25 |
-12.25 |
-0.7% |
1,686.50 |
Range |
15.50 |
14.25 |
-1.25 |
-8.1% |
27.50 |
ATR |
15.73 |
16.02 |
0.29 |
1.8% |
0.00 |
Volume |
1,432,245 |
2,151,896 |
719,651 |
50.2% |
7,712,063 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.75 |
1,709.75 |
1,682.00 |
|
R3 |
1,702.50 |
1,695.50 |
1,678.25 |
|
R2 |
1,688.25 |
1,688.25 |
1,676.75 |
|
R1 |
1,681.25 |
1,681.25 |
1,675.50 |
1,677.50 |
PP |
1,674.00 |
1,674.00 |
1,674.00 |
1,672.25 |
S1 |
1,667.00 |
1,667.00 |
1,673.00 |
1,663.50 |
S2 |
1,659.75 |
1,659.75 |
1,671.75 |
|
S3 |
1,645.50 |
1,652.75 |
1,670.25 |
|
S4 |
1,631.25 |
1,638.50 |
1,666.50 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.75 |
1,757.75 |
1,701.50 |
|
R3 |
1,746.25 |
1,730.25 |
1,694.00 |
|
R2 |
1,718.75 |
1,718.75 |
1,691.50 |
|
R1 |
1,702.75 |
1,702.75 |
1,689.00 |
1,697.00 |
PP |
1,691.25 |
1,691.25 |
1,691.25 |
1,688.50 |
S1 |
1,675.25 |
1,675.25 |
1,684.00 |
1,669.50 |
S2 |
1,663.75 |
1,663.75 |
1,681.50 |
|
S3 |
1,636.25 |
1,647.75 |
1,679.00 |
|
S4 |
1,608.75 |
1,620.25 |
1,671.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,701.00 |
1,666.75 |
34.25 |
2.0% |
13.00 |
0.8% |
22% |
False |
True |
1,638,398 |
10 |
1,726.75 |
1,666.75 |
60.00 |
3.6% |
15.75 |
0.9% |
13% |
False |
True |
1,727,144 |
20 |
1,726.75 |
1,624.50 |
102.25 |
6.1% |
15.50 |
0.9% |
49% |
False |
False |
1,086,701 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
15.50 |
0.9% |
52% |
False |
False |
546,309 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
14.75 |
0.9% |
52% |
False |
False |
365,308 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.25 |
1.0% |
71% |
False |
False |
274,731 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.25 |
1.0% |
71% |
False |
False |
219,856 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.4% |
16.75 |
1.0% |
75% |
False |
False |
183,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.50 |
2.618 |
1,718.25 |
1.618 |
1,704.00 |
1.000 |
1,695.25 |
0.618 |
1,689.75 |
HIGH |
1,681.00 |
0.618 |
1,675.50 |
0.500 |
1,674.00 |
0.382 |
1,672.25 |
LOW |
1,666.75 |
0.618 |
1,658.00 |
1.000 |
1,652.50 |
1.618 |
1,643.75 |
2.618 |
1,629.50 |
4.250 |
1,606.25 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.00 |
1,682.00 |
PP |
1,674.00 |
1,679.50 |
S1 |
1,674.00 |
1,677.00 |
|