Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,691.50 |
1,683.00 |
-8.50 |
-0.5% |
1,706.50 |
High |
1,691.75 |
1,684.75 |
-7.00 |
-0.4% |
1,707.50 |
Low |
1,673.25 |
1,663.25 |
-10.00 |
-0.6% |
1,680.00 |
Close |
1,683.00 |
1,669.75 |
-13.25 |
-0.8% |
1,686.50 |
Range |
18.50 |
21.50 |
3.00 |
16.2% |
27.50 |
ATR |
16.33 |
16.70 |
0.37 |
2.3% |
0.00 |
Volume |
1,702,460 |
2,263,290 |
560,830 |
32.9% |
7,712,063 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.00 |
1,725.00 |
1,681.50 |
|
R3 |
1,715.50 |
1,703.50 |
1,675.75 |
|
R2 |
1,694.00 |
1,694.00 |
1,673.75 |
|
R1 |
1,682.00 |
1,682.00 |
1,671.75 |
1,677.25 |
PP |
1,672.50 |
1,672.50 |
1,672.50 |
1,670.25 |
S1 |
1,660.50 |
1,660.50 |
1,667.75 |
1,655.75 |
S2 |
1,651.00 |
1,651.00 |
1,665.75 |
|
S3 |
1,629.50 |
1,639.00 |
1,663.75 |
|
S4 |
1,608.00 |
1,617.50 |
1,658.00 |
|
|
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 |
1,695.50 |
1,663.25 |
32.25 |
1.9% |
17.25 |
1.0% |
20% |
False |
True |
1,862,521 |
10 |
1,719.50 |
1,663.25 |
56.25 |
3.4% |
16.00 |
1.0% |
12% |
False |
True |
1,735,995 |
20 |
1,726.75 |
1,632.25 |
94.50 |
5.7% |
16.00 |
1.0% |
40% |
False |
False |
1,369,260 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
16.25 |
1.0% |
47% |
False |
False |
689,329 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
15.00 |
0.9% |
47% |
False |
False |
460,639 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.8% |
17.25 |
1.0% |
68% |
False |
False |
346,328 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.8% |
17.50 |
1.1% |
68% |
False |
False |
277,140 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.4% |
16.75 |
1.0% |
72% |
False |
False |
230,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.00 |
2.618 |
1,741.00 |
1.618 |
1,719.50 |
1.000 |
1,706.25 |
0.618 |
1,698.00 |
HIGH |
1,684.75 |
0.618 |
1,676.50 |
0.500 |
1,674.00 |
0.382 |
1,671.50 |
LOW |
1,663.25 |
0.618 |
1,650.00 |
1.000 |
1,641.75 |
1.618 |
1,628.50 |
2.618 |
1,607.00 |
4.250 |
1,572.00 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.00 |
1,677.75 |
PP |
1,672.50 |
1,675.00 |
S1 |
1,671.25 |
1,672.50 |
|