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 |
1,316.6 |
1,317.4 |
0.8 |
0.1% |
1,351.7 |
High |
1,322.4 |
1,326.8 |
4.4 |
0.3% |
1,351.7 |
Low |
1,303.1 |
1,307.2 |
4.1 |
0.3% |
1,278.0 |
Close |
1,318.4 |
1,310.6 |
-7.8 |
-0.6% |
1,310.6 |
Range |
19.3 |
19.6 |
0.3 |
1.6% |
73.7 |
ATR |
30.5 |
29.8 |
-0.8 |
-2.6% |
0.0 |
Volume |
1,740 |
1,187 |
-553 |
-31.8% |
10,519 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.7 |
1,361.7 |
1,321.4 |
|
R3 |
1,354.1 |
1,342.1 |
1,316.0 |
|
R2 |
1,334.5 |
1,334.5 |
1,314.2 |
|
R1 |
1,322.5 |
1,322.5 |
1,312.4 |
1,318.7 |
PP |
1,314.9 |
1,314.9 |
1,314.9 |
1,313.0 |
S1 |
1,302.9 |
1,302.9 |
1,308.8 |
1,299.1 |
S2 |
1,295.3 |
1,295.3 |
1,307.0 |
|
S3 |
1,275.7 |
1,283.3 |
1,305.2 |
|
S4 |
1,256.1 |
1,263.7 |
1,299.8 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.5 |
1,496.3 |
1,351.1 |
|
R3 |
1,460.8 |
1,422.6 |
1,330.9 |
|
R2 |
1,387.1 |
1,387.1 |
1,324.1 |
|
R1 |
1,348.9 |
1,348.9 |
1,317.4 |
1,331.2 |
PP |
1,313.4 |
1,313.4 |
1,313.4 |
1,304.6 |
S1 |
1,275.2 |
1,275.2 |
1,303.8 |
1,257.5 |
S2 |
1,239.7 |
1,239.7 |
1,297.1 |
|
S3 |
1,166.0 |
1,201.5 |
1,290.3 |
|
S4 |
1,092.3 |
1,127.8 |
1,270.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,351.7 |
1,278.0 |
73.7 |
5.6% |
33.2 |
2.5% |
44% |
False |
False |
2,103 |
10 |
1,351.7 |
1,278.0 |
73.7 |
5.6% |
26.8 |
2.0% |
44% |
False |
False |
2,472 |
20 |
1,391.5 |
1,278.0 |
113.5 |
8.7% |
28.2 |
2.2% |
29% |
False |
False |
2,202 |
40 |
1,433.7 |
1,278.0 |
155.7 |
11.9% |
25.9 |
2.0% |
21% |
False |
False |
1,909 |
60 |
1,433.7 |
1,271.7 |
162.0 |
12.4% |
24.0 |
1.8% |
24% |
False |
False |
1,911 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
24.2 |
1.8% |
50% |
False |
False |
1,771 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
24.1 |
1.8% |
50% |
False |
False |
1,502 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.4% |
22.6 |
1.7% |
42% |
False |
False |
1,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.1 |
2.618 |
1,378.1 |
1.618 |
1,358.5 |
1.000 |
1,346.4 |
0.618 |
1,338.9 |
HIGH |
1,326.8 |
0.618 |
1,319.3 |
0.500 |
1,317.0 |
0.382 |
1,314.7 |
LOW |
1,307.2 |
0.618 |
1,295.1 |
1.000 |
1,287.6 |
1.618 |
1,275.5 |
2.618 |
1,255.9 |
4.250 |
1,223.9 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.0 |
1,307.9 |
PP |
1,314.9 |
1,305.1 |
S1 |
1,312.7 |
1,302.4 |
|