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 |
1,678.50 |
1,691.50 |
13.00 |
0.8% |
1,706.50 |
High |
1,692.25 |
1,691.75 |
-0.50 |
0.0% |
1,707.50 |
Low |
1,675.25 |
1,673.25 |
-2.00 |
-0.1% |
1,680.00 |
Close |
1,689.50 |
1,683.00 |
-6.50 |
-0.4% |
1,686.50 |
Range |
17.00 |
18.50 |
1.50 |
8.8% |
27.50 |
ATR |
16.16 |
16.33 |
0.17 |
1.0% |
0.00 |
Volume |
1,762,715 |
1,702,460 |
-60,255 |
-3.4% |
7,712,063 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.25 |
1,729.00 |
1,693.25 |
|
R3 |
1,719.75 |
1,710.50 |
1,688.00 |
|
R2 |
1,701.25 |
1,701.25 |
1,686.50 |
|
R1 |
1,692.00 |
1,692.00 |
1,684.75 |
1,687.50 |
PP |
1,682.75 |
1,682.75 |
1,682.75 |
1,680.25 |
S1 |
1,673.50 |
1,673.50 |
1,681.25 |
1,669.00 |
S2 |
1,664.25 |
1,664.25 |
1,679.50 |
|
S3 |
1,645.75 |
1,655.00 |
1,678.00 |
|
S4 |
1,627.25 |
1,636.50 |
1,672.75 |
|
|
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% |
15.50 |
0.9% |
53% |
False |
False |
1,703,209 |
10 |
1,726.75 |
1,666.75 |
60.00 |
3.6% |
15.00 |
0.9% |
27% |
False |
False |
1,695,724 |
20 |
1,726.75 |
1,632.25 |
94.50 |
5.6% |
15.25 |
0.9% |
54% |
False |
False |
1,257,455 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.00 |
0.9% |
60% |
False |
False |
632,854 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
14.75 |
0.9% |
60% |
False |
False |
422,955 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.25 |
1.0% |
76% |
False |
False |
318,043 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.50 |
1.0% |
76% |
False |
False |
254,507 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.3% |
17.00 |
1.0% |
79% |
False |
False |
212,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.50 |
2.618 |
1,740.25 |
1.618 |
1,721.75 |
1.000 |
1,710.25 |
0.618 |
1,703.25 |
HIGH |
1,691.75 |
0.618 |
1,684.75 |
0.500 |
1,682.50 |
0.382 |
1,680.25 |
LOW |
1,673.25 |
0.618 |
1,661.75 |
1.000 |
1,654.75 |
1.618 |
1,643.25 |
2.618 |
1,624.75 |
4.250 |
1,594.50 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,682.75 |
1,681.75 |
PP |
1,682.75 |
1,680.75 |
S1 |
1,682.50 |
1,679.50 |
|