Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,672.75 |
1,684.25 |
11.50 |
0.7% |
1,698.75 |
High |
1,685.25 |
1,684.25 |
-1.00 |
-0.1% |
1,700.50 |
Low |
1,668.75 |
1,666.75 |
-2.00 |
-0.1% |
1,673.50 |
Close |
1,682.75 |
1,676.50 |
-6.25 |
-0.4% |
1,679.50 |
Range |
16.50 |
17.50 |
1.00 |
6.1% |
27.00 |
ATR |
15.12 |
15.29 |
0.17 |
1.1% |
0.00 |
Volume |
7,350 |
5,131 |
-2,219 |
-30.2% |
18,105 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.25 |
1,720.00 |
1,686.00 |
|
R3 |
1,710.75 |
1,702.50 |
1,681.25 |
|
R2 |
1,693.25 |
1,693.25 |
1,679.75 |
|
R1 |
1,685.00 |
1,685.00 |
1,678.00 |
1,680.50 |
PP |
1,675.75 |
1,675.75 |
1,675.75 |
1,673.50 |
S1 |
1,667.50 |
1,667.50 |
1,675.00 |
1,663.00 |
S2 |
1,658.25 |
1,658.25 |
1,673.25 |
|
S3 |
1,640.75 |
1,650.00 |
1,671.75 |
|
S4 |
1,623.25 |
1,632.50 |
1,667.00 |
|
|
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 |
1,690.50 |
1,660.25 |
30.25 |
1.8% |
14.75 |
0.9% |
54% |
False |
False |
4,787 |
10 |
1,719.50 |
1,660.25 |
59.25 |
3.5% |
14.50 |
0.9% |
27% |
False |
False |
3,495 |
20 |
1,719.50 |
1,626.50 |
93.00 |
5.5% |
14.25 |
0.8% |
54% |
False |
False |
1,842 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
14.00 |
0.8% |
60% |
False |
False |
952 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
12.50 |
0.7% |
60% |
False |
False |
653 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.25 |
0.8% |
76% |
False |
False |
527 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
13.50 |
0.8% |
76% |
False |
False |
424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.50 |
2.618 |
1,730.00 |
1.618 |
1,712.50 |
1.000 |
1,701.75 |
0.618 |
1,695.00 |
HIGH |
1,684.25 |
0.618 |
1,677.50 |
0.500 |
1,675.50 |
0.382 |
1,673.50 |
LOW |
1,666.75 |
0.618 |
1,656.00 |
1.000 |
1,649.25 |
1.618 |
1,638.50 |
2.618 |
1,621.00 |
4.250 |
1,592.50 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.25 |
1,675.25 |
PP |
1,675.75 |
1,674.00 |
S1 |
1,675.50 |
1,672.75 |
|