Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,668.00 |
1,676.75 |
8.75 |
0.5% |
1,675.00 |
High |
1,686.00 |
1,679.50 |
-6.50 |
-0.4% |
1,692.25 |
Low |
1,667.50 |
1,666.50 |
-1.00 |
-0.1% |
1,663.25 |
Close |
1,684.75 |
1,667.75 |
-17.00 |
-1.0% |
1,684.75 |
Range |
18.50 |
13.00 |
-5.50 |
-29.7% |
29.00 |
ATR |
16.83 |
16.93 |
0.10 |
0.6% |
0.00 |
Volume |
1,512,965 |
1,599,803 |
86,838 |
5.7% |
9,393,326 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.25 |
1,702.00 |
1,675.00 |
|
R3 |
1,697.25 |
1,689.00 |
1,671.25 |
|
R2 |
1,684.25 |
1,684.25 |
1,670.25 |
|
R1 |
1,676.00 |
1,676.00 |
1,669.00 |
1,673.50 |
PP |
1,671.25 |
1,671.25 |
1,671.25 |
1,670.00 |
S1 |
1,663.00 |
1,663.00 |
1,666.50 |
1,660.50 |
S2 |
1,658.25 |
1,658.25 |
1,665.25 |
|
S3 |
1,645.25 |
1,650.00 |
1,664.25 |
|
S4 |
1,632.25 |
1,637.00 |
1,660.50 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.00 |
1,755.00 |
1,700.75 |
|
R3 |
1,738.00 |
1,726.00 |
1,692.75 |
|
R2 |
1,709.00 |
1,709.00 |
1,690.00 |
|
R1 |
1,697.00 |
1,697.00 |
1,687.50 |
1,703.00 |
PP |
1,680.00 |
1,680.00 |
1,680.00 |
1,683.00 |
S1 |
1,668.00 |
1,668.00 |
1,682.00 |
1,674.00 |
S2 |
1,651.00 |
1,651.00 |
1,679.50 |
|
S3 |
1,622.00 |
1,639.00 |
1,676.75 |
|
S4 |
1,593.00 |
1,610.00 |
1,668.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,692.25 |
1,663.25 |
29.00 |
1.7% |
17.75 |
1.1% |
16% |
False |
False |
1,768,246 |
10 |
1,701.00 |
1,663.25 |
37.75 |
2.3% |
15.50 |
0.9% |
12% |
False |
False |
1,703,322 |
20 |
1,726.75 |
1,662.50 |
64.25 |
3.9% |
15.25 |
0.9% |
8% |
False |
False |
1,518,169 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
16.25 |
1.0% |
46% |
False |
False |
767,007 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.5% |
15.00 |
0.9% |
46% |
False |
False |
512,411 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.8% |
16.75 |
1.0% |
67% |
False |
False |
385,220 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.8% |
17.50 |
1.1% |
67% |
False |
False |
308,263 |
120 |
1,726.75 |
1,519.50 |
207.25 |
12.4% |
16.75 |
1.0% |
72% |
False |
False |
256,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.75 |
2.618 |
1,713.50 |
1.618 |
1,700.50 |
1.000 |
1,692.50 |
0.618 |
1,687.50 |
HIGH |
1,679.50 |
0.618 |
1,674.50 |
0.500 |
1,673.00 |
0.382 |
1,671.50 |
LOW |
1,666.50 |
0.618 |
1,658.50 |
1.000 |
1,653.50 |
1.618 |
1,645.50 |
2.618 |
1,632.50 |
4.250 |
1,611.25 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,673.00 |
1,674.50 |
PP |
1,671.25 |
1,672.25 |
S1 |
1,669.50 |
1,670.00 |
|