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 |
1,675.25 |
1,663.25 |
-12.00 |
-0.7% |
1,670.00 |
High |
1,677.75 |
1,678.75 |
1.00 |
0.1% |
1,685.25 |
Low |
1,656.75 |
1,661.50 |
4.75 |
0.3% |
1,656.75 |
Close |
1,663.00 |
1,678.00 |
15.00 |
0.9% |
1,678.00 |
Range |
21.00 |
17.25 |
-3.75 |
-17.9% |
28.50 |
ATR |
15.70 |
15.81 |
0.11 |
0.7% |
0.00 |
Volume |
7,878 |
4,328 |
-3,550 |
-45.1% |
27,264 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.50 |
1,718.50 |
1,687.50 |
|
R3 |
1,707.25 |
1,701.25 |
1,682.75 |
|
R2 |
1,690.00 |
1,690.00 |
1,681.25 |
|
R1 |
1,684.00 |
1,684.00 |
1,679.50 |
1,687.00 |
PP |
1,672.75 |
1,672.75 |
1,672.75 |
1,674.25 |
S1 |
1,666.75 |
1,666.75 |
1,676.50 |
1,669.75 |
S2 |
1,655.50 |
1,655.50 |
1,674.75 |
|
S3 |
1,638.25 |
1,649.50 |
1,673.25 |
|
S4 |
1,621.00 |
1,632.25 |
1,668.50 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.75 |
1,747.00 |
1,693.75 |
|
R3 |
1,730.25 |
1,718.50 |
1,685.75 |
|
R2 |
1,701.75 |
1,701.75 |
1,683.25 |
|
R1 |
1,690.00 |
1,690.00 |
1,680.50 |
1,696.00 |
PP |
1,673.25 |
1,673.25 |
1,673.25 |
1,676.25 |
S1 |
1,661.50 |
1,661.50 |
1,675.50 |
1,667.50 |
S2 |
1,644.75 |
1,644.75 |
1,672.75 |
|
S3 |
1,616.25 |
1,633.00 |
1,670.25 |
|
S4 |
1,587.75 |
1,604.50 |
1,662.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,685.25 |
1,656.75 |
28.50 |
1.7% |
17.25 |
1.0% |
75% |
False |
False |
5,452 |
10 |
1,700.50 |
1,656.75 |
43.75 |
2.6% |
15.25 |
0.9% |
49% |
False |
False |
4,536 |
20 |
1,719.50 |
1,643.50 |
76.00 |
4.5% |
14.50 |
0.9% |
45% |
False |
False |
2,447 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.50 |
0.9% |
61% |
False |
False |
1,256 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
12.75 |
0.8% |
61% |
False |
False |
853 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
14.25 |
0.9% |
77% |
False |
False |
673 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.6% |
13.75 |
0.8% |
77% |
False |
False |
546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.00 |
2.618 |
1,724.00 |
1.618 |
1,706.75 |
1.000 |
1,696.00 |
0.618 |
1,689.50 |
HIGH |
1,678.75 |
0.618 |
1,672.25 |
0.500 |
1,670.00 |
0.382 |
1,668.00 |
LOW |
1,661.50 |
0.618 |
1,650.75 |
1.000 |
1,644.25 |
1.618 |
1,633.50 |
2.618 |
1,616.25 |
4.250 |
1,588.25 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,675.50 |
1,675.50 |
PP |
1,672.75 |
1,673.00 |
S1 |
1,670.00 |
1,670.50 |
|