Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1,687.25 |
1,670.00 |
-17.25 |
-1.0% |
1,698.75 |
High |
1,688.25 |
1,674.00 |
-14.25 |
-0.8% |
1,700.50 |
Low |
1,673.50 |
1,660.25 |
-13.25 |
-0.8% |
1,673.50 |
Close |
1,679.50 |
1,667.50 |
-12.00 |
-0.7% |
1,679.50 |
Range |
14.75 |
13.75 |
-1.00 |
-6.8% |
27.00 |
ATR |
14.58 |
14.92 |
0.33 |
2.3% |
0.00 |
Volume |
3,420 |
2,577 |
-843 |
-24.6% |
18,105 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.50 |
1,701.75 |
1,675.00 |
|
R3 |
1,694.75 |
1,688.00 |
1,671.25 |
|
R2 |
1,681.00 |
1,681.00 |
1,670.00 |
|
R1 |
1,674.25 |
1,674.25 |
1,668.75 |
1,670.75 |
PP |
1,667.25 |
1,667.25 |
1,667.25 |
1,665.50 |
S1 |
1,660.50 |
1,660.50 |
1,666.25 |
1,657.00 |
S2 |
1,653.50 |
1,653.50 |
1,665.00 |
|
S3 |
1,639.75 |
1,646.75 |
1,663.75 |
|
S4 |
1,626.00 |
1,633.00 |
1,660.00 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.50 |
1,749.50 |
1,694.25 |
|
R3 |
1,738.50 |
1,722.50 |
1,687.00 |
|
R2 |
1,711.50 |
1,711.50 |
1,684.50 |
|
R1 |
1,695.50 |
1,695.50 |
1,682.00 |
1,690.00 |
PP |
1,684.50 |
1,684.50 |
1,684.50 |
1,681.75 |
S1 |
1,668.50 |
1,668.50 |
1,677.00 |
1,663.00 |
S2 |
1,657.50 |
1,657.50 |
1,674.50 |
|
S3 |
1,630.50 |
1,641.50 |
1,672.00 |
|
S4 |
1,603.50 |
1,614.50 |
1,664.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,694.00 |
1,660.25 |
33.75 |
2.0% |
12.50 |
0.8% |
21% |
False |
True |
3,474 |
10 |
1,719.50 |
1,660.25 |
59.25 |
3.6% |
15.25 |
0.9% |
12% |
False |
True |
2,319 |
20 |
1,719.50 |
1,620.25 |
99.25 |
6.0% |
14.00 |
0.8% |
48% |
False |
False |
1,221 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
13.50 |
0.8% |
51% |
False |
False |
640 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
12.25 |
0.7% |
51% |
False |
False |
446 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.00 |
0.8% |
71% |
False |
False |
371 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
13.25 |
0.8% |
71% |
False |
False |
299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.50 |
2.618 |
1,710.00 |
1.618 |
1,696.25 |
1.000 |
1,687.75 |
0.618 |
1,682.50 |
HIGH |
1,674.00 |
0.618 |
1,668.75 |
0.500 |
1,667.00 |
0.382 |
1,665.50 |
LOW |
1,660.25 |
0.618 |
1,651.75 |
1.000 |
1,646.50 |
1.618 |
1,638.00 |
2.618 |
1,624.25 |
4.250 |
1,601.75 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1,667.50 |
1,675.50 |
PP |
1,667.25 |
1,672.75 |
S1 |
1,667.00 |
1,670.00 |
|