Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,676.75 |
1,667.00 |
-9.75 |
-0.6% |
1,675.00 |
High |
1,679.50 |
1,671.50 |
-8.00 |
-0.5% |
1,692.25 |
Low |
1,666.50 |
1,646.00 |
-20.50 |
-1.2% |
1,663.25 |
Close |
1,667.75 |
1,650.50 |
-17.25 |
-1.0% |
1,684.75 |
Range |
13.00 |
25.50 |
12.50 |
96.2% |
29.00 |
ATR |
16.93 |
17.54 |
0.61 |
3.6% |
0.00 |
Volume |
1,599,803 |
2,352,160 |
752,357 |
47.0% |
9,393,326 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.50 |
1,717.00 |
1,664.50 |
|
R3 |
1,707.00 |
1,691.50 |
1,657.50 |
|
R2 |
1,681.50 |
1,681.50 |
1,655.25 |
|
R1 |
1,666.00 |
1,666.00 |
1,652.75 |
1,661.00 |
PP |
1,656.00 |
1,656.00 |
1,656.00 |
1,653.50 |
S1 |
1,640.50 |
1,640.50 |
1,648.25 |
1,635.50 |
S2 |
1,630.50 |
1,630.50 |
1,645.75 |
|
S3 |
1,605.00 |
1,615.00 |
1,643.50 |
|
S4 |
1,579.50 |
1,589.50 |
1,636.50 |
|
|
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 |
1,691.75 |
1,646.00 |
45.75 |
2.8% |
19.50 |
1.2% |
10% |
False |
True |
1,886,135 |
10 |
1,697.50 |
1,646.00 |
51.50 |
3.1% |
16.50 |
1.0% |
9% |
False |
True |
1,788,355 |
20 |
1,726.75 |
1,646.00 |
80.75 |
4.9% |
16.00 |
1.0% |
6% |
False |
True |
1,628,303 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.6% |
16.75 |
1.0% |
30% |
False |
False |
825,727 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.6% |
15.50 |
0.9% |
30% |
False |
False |
551,579 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.9% |
16.75 |
1.0% |
58% |
False |
False |
414,614 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.9% |
17.75 |
1.1% |
58% |
False |
False |
331,778 |
120 |
1,726.75 |
1,523.50 |
203.25 |
12.3% |
16.75 |
1.0% |
62% |
False |
False |
276,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.00 |
2.618 |
1,738.25 |
1.618 |
1,712.75 |
1.000 |
1,697.00 |
0.618 |
1,687.25 |
HIGH |
1,671.50 |
0.618 |
1,661.75 |
0.500 |
1,658.75 |
0.382 |
1,655.75 |
LOW |
1,646.00 |
0.618 |
1,630.25 |
1.000 |
1,620.50 |
1.618 |
1,604.75 |
2.618 |
1,579.25 |
4.250 |
1,537.50 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,658.75 |
1,666.00 |
PP |
1,656.00 |
1,660.75 |
S1 |
1,653.25 |
1,655.75 |
|