Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.25 |
1,675.25 |
-9.00 |
-0.5% |
1,698.75 |
High |
1,684.25 |
1,677.75 |
-6.50 |
-0.4% |
1,700.50 |
Low |
1,666.75 |
1,656.75 |
-10.00 |
-0.6% |
1,673.50 |
Close |
1,676.50 |
1,663.00 |
-13.50 |
-0.8% |
1,679.50 |
Range |
17.50 |
21.00 |
3.50 |
20.0% |
27.00 |
ATR |
15.29 |
15.70 |
0.41 |
2.7% |
0.00 |
Volume |
5,131 |
7,878 |
2,747 |
53.5% |
18,105 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.75 |
1,717.00 |
1,674.50 |
|
R3 |
1,707.75 |
1,696.00 |
1,668.75 |
|
R2 |
1,686.75 |
1,686.75 |
1,666.75 |
|
R1 |
1,675.00 |
1,675.00 |
1,665.00 |
1,670.50 |
PP |
1,665.75 |
1,665.75 |
1,665.75 |
1,663.50 |
S1 |
1,654.00 |
1,654.00 |
1,661.00 |
1,649.50 |
S2 |
1,644.75 |
1,644.75 |
1,659.25 |
|
S3 |
1,623.75 |
1,633.00 |
1,657.25 |
|
S4 |
1,602.75 |
1,612.00 |
1,651.50 |
|
|
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 |
1,688.25 |
1,656.75 |
31.50 |
1.9% |
16.75 |
1.0% |
20% |
False |
True |
5,271 |
10 |
1,712.75 |
1,656.75 |
56.00 |
3.4% |
15.50 |
0.9% |
11% |
False |
True |
4,193 |
20 |
1,719.50 |
1,626.50 |
93.00 |
5.6% |
15.00 |
0.9% |
39% |
False |
False |
2,232 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
14.50 |
0.9% |
47% |
False |
False |
1,148 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
12.75 |
0.8% |
47% |
False |
False |
781 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.7% |
14.50 |
0.9% |
68% |
False |
False |
625 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.7% |
13.75 |
0.8% |
68% |
False |
False |
503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.00 |
2.618 |
1,732.75 |
1.618 |
1,711.75 |
1.000 |
1,698.75 |
0.618 |
1,690.75 |
HIGH |
1,677.75 |
0.618 |
1,669.75 |
0.500 |
1,667.25 |
0.382 |
1,664.75 |
LOW |
1,656.75 |
0.618 |
1,643.75 |
1.000 |
1,635.75 |
1.618 |
1,622.75 |
2.618 |
1,601.75 |
4.250 |
1,567.50 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,667.25 |
1,671.00 |
PP |
1,665.75 |
1,668.25 |
S1 |
1,664.50 |
1,665.75 |
|