Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,667.00 |
1,648.00 |
-19.00 |
-1.1% |
1,675.00 |
High |
1,671.50 |
1,658.25 |
-13.25 |
-0.8% |
1,692.25 |
Low |
1,646.00 |
1,640.00 |
-6.00 |
-0.4% |
1,663.25 |
Close |
1,650.50 |
1,648.75 |
-1.75 |
-0.1% |
1,684.75 |
Range |
25.50 |
18.25 |
-7.25 |
-28.4% |
29.00 |
ATR |
17.54 |
17.59 |
0.05 |
0.3% |
0.00 |
Volume |
2,352,160 |
2,485,975 |
133,815 |
5.7% |
9,393,326 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.75 |
1,694.50 |
1,658.75 |
|
R3 |
1,685.50 |
1,676.25 |
1,653.75 |
|
R2 |
1,667.25 |
1,667.25 |
1,652.00 |
|
R1 |
1,658.00 |
1,658.00 |
1,650.50 |
1,662.50 |
PP |
1,649.00 |
1,649.00 |
1,649.00 |
1,651.25 |
S1 |
1,639.75 |
1,639.75 |
1,647.00 |
1,644.50 |
S2 |
1,630.75 |
1,630.75 |
1,645.50 |
|
S3 |
1,612.50 |
1,621.50 |
1,643.75 |
|
S4 |
1,594.25 |
1,603.25 |
1,638.75 |
|
|
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 |
1,686.00 |
1,640.00 |
46.00 |
2.8% |
19.25 |
1.2% |
19% |
False |
True |
2,042,838 |
10 |
1,697.50 |
1,640.00 |
57.50 |
3.5% |
17.50 |
1.1% |
15% |
False |
True |
1,873,024 |
20 |
1,726.75 |
1,640.00 |
86.75 |
5.3% |
16.25 |
1.0% |
10% |
False |
True |
1,737,006 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.6% |
16.75 |
1.0% |
28% |
False |
False |
887,710 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.6% |
15.50 |
0.9% |
28% |
False |
False |
592,988 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.9% |
16.75 |
1.0% |
57% |
False |
False |
445,671 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.9% |
17.75 |
1.1% |
57% |
False |
False |
356,638 |
120 |
1,726.75 |
1,532.00 |
194.75 |
11.8% |
16.75 |
1.0% |
60% |
False |
False |
297,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.75 |
2.618 |
1,706.00 |
1.618 |
1,687.75 |
1.000 |
1,676.50 |
0.618 |
1,669.50 |
HIGH |
1,658.25 |
0.618 |
1,651.25 |
0.500 |
1,649.00 |
0.382 |
1,647.00 |
LOW |
1,640.00 |
0.618 |
1,628.75 |
1.000 |
1,621.75 |
1.618 |
1,610.50 |
2.618 |
1,592.25 |
4.250 |
1,562.50 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,649.00 |
1,659.75 |
PP |
1,649.00 |
1,656.00 |
S1 |
1,649.00 |
1,652.50 |
|