Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3,239.75 |
3,201.25 |
-38.50 |
-1.2% |
3,211.50 |
High |
3,248.00 |
3,239.50 |
-8.50 |
-0.3% |
3,251.25 |
Low |
3,189.25 |
3,199.50 |
10.25 |
0.3% |
3,178.25 |
Close |
3,202.25 |
3,234.50 |
32.25 |
1.0% |
3,234.50 |
Range |
58.75 |
40.00 |
-18.75 |
-31.9% |
73.00 |
ATR |
35.17 |
35.52 |
0.34 |
1.0% |
0.00 |
Volume |
361,785 |
201,543 |
-160,242 |
-44.3% |
1,336,682 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,344.50 |
3,329.50 |
3,256.50 |
|
R3 |
3,304.50 |
3,289.50 |
3,245.50 |
|
R2 |
3,264.50 |
3,264.50 |
3,241.75 |
|
R1 |
3,249.50 |
3,249.50 |
3,238.25 |
3,257.00 |
PP |
3,224.50 |
3,224.50 |
3,224.50 |
3,228.25 |
S1 |
3,209.50 |
3,209.50 |
3,230.75 |
3,217.00 |
S2 |
3,184.50 |
3,184.50 |
3,227.25 |
|
S3 |
3,144.50 |
3,169.50 |
3,223.50 |
|
S4 |
3,104.50 |
3,129.50 |
3,212.50 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,440.25 |
3,410.50 |
3,274.75 |
|
R3 |
3,367.25 |
3,337.50 |
3,254.50 |
|
R2 |
3,294.25 |
3,294.25 |
3,248.00 |
|
R1 |
3,264.50 |
3,264.50 |
3,241.25 |
3,279.50 |
PP |
3,221.25 |
3,221.25 |
3,221.25 |
3,228.75 |
S1 |
3,191.50 |
3,191.50 |
3,227.75 |
3,206.50 |
S2 |
3,148.25 |
3,148.25 |
3,221.00 |
|
S3 |
3,075.25 |
3,118.50 |
3,214.50 |
|
S4 |
3,002.25 |
3,045.50 |
3,194.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,251.25 |
3,178.25 |
73.00 |
2.3% |
42.50 |
1.3% |
77% |
False |
False |
267,336 |
10 |
3,251.25 |
3,178.25 |
73.00 |
2.3% |
36.75 |
1.1% |
77% |
False |
False |
240,466 |
20 |
3,251.25 |
3,119.75 |
131.50 |
4.1% |
34.00 |
1.1% |
87% |
False |
False |
198,456 |
40 |
3,251.25 |
3,049.25 |
202.00 |
6.2% |
33.75 |
1.0% |
92% |
False |
False |
99,502 |
60 |
3,251.25 |
3,016.75 |
234.50 |
7.2% |
28.00 |
0.9% |
93% |
False |
False |
66,371 |
80 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
26.25 |
0.8% |
96% |
False |
False |
49,781 |
100 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
22.50 |
0.7% |
96% |
False |
False |
39,825 |
120 |
3,251.25 |
2,726.75 |
524.50 |
16.2% |
19.50 |
0.6% |
97% |
False |
False |
33,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,409.50 |
2.618 |
3,344.25 |
1.618 |
3,304.25 |
1.000 |
3,279.50 |
0.618 |
3,264.25 |
HIGH |
3,239.50 |
0.618 |
3,224.25 |
0.500 |
3,219.50 |
0.382 |
3,214.75 |
LOW |
3,199.50 |
0.618 |
3,174.75 |
1.000 |
3,159.50 |
1.618 |
3,134.75 |
2.618 |
3,094.75 |
4.250 |
3,029.50 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,229.50 |
3,229.75 |
PP |
3,224.50 |
3,225.00 |
S1 |
3,219.50 |
3,220.00 |
|