Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,675.00 |
1,678.50 |
3.50 |
0.2% |
1,706.50 |
High |
1,681.00 |
1,692.25 |
11.25 |
0.7% |
1,707.50 |
Low |
1,666.75 |
1,675.25 |
8.50 |
0.5% |
1,680.00 |
Close |
1,674.25 |
1,689.50 |
15.25 |
0.9% |
1,686.50 |
Range |
14.25 |
17.00 |
2.75 |
19.3% |
27.50 |
ATR |
16.02 |
16.16 |
0.14 |
0.9% |
0.00 |
Volume |
2,151,896 |
1,762,715 |
-389,181 |
-18.1% |
7,712,063 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.75 |
1,730.00 |
1,698.75 |
|
R3 |
1,719.75 |
1,713.00 |
1,694.25 |
|
R2 |
1,702.75 |
1,702.75 |
1,692.50 |
|
R1 |
1,696.00 |
1,696.00 |
1,691.00 |
1,699.50 |
PP |
1,685.75 |
1,685.75 |
1,685.75 |
1,687.25 |
S1 |
1,679.00 |
1,679.00 |
1,688.00 |
1,682.50 |
S2 |
1,668.75 |
1,668.75 |
1,686.50 |
|
S3 |
1,651.75 |
1,662.00 |
1,684.75 |
|
S4 |
1,634.75 |
1,645.00 |
1,680.25 |
|
|
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 |
1,697.50 |
1,666.75 |
30.75 |
1.8% |
13.75 |
0.8% |
74% |
False |
False |
1,690,574 |
10 |
1,726.75 |
1,666.75 |
60.00 |
3.6% |
16.25 |
1.0% |
38% |
False |
False |
1,758,539 |
20 |
1,726.75 |
1,628.75 |
98.00 |
5.8% |
15.25 |
0.9% |
62% |
False |
False |
1,173,858 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.75 |
0.9% |
66% |
False |
False |
590,324 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
14.75 |
0.9% |
66% |
False |
False |
394,614 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.00 |
1.0% |
79% |
False |
False |
296,764 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
79% |
False |
False |
237,483 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.3% |
16.75 |
1.0% |
82% |
False |
False |
197,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.50 |
2.618 |
1,736.75 |
1.618 |
1,719.75 |
1.000 |
1,709.25 |
0.618 |
1,702.75 |
HIGH |
1,692.25 |
0.618 |
1,685.75 |
0.500 |
1,683.75 |
0.382 |
1,681.75 |
LOW |
1,675.25 |
0.618 |
1,664.75 |
1.000 |
1,658.25 |
1.618 |
1,647.75 |
2.618 |
1,630.75 |
4.250 |
1,603.00 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,687.50 |
1,686.75 |
PP |
1,685.75 |
1,684.00 |
S1 |
1,683.75 |
1,681.00 |
|