Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,663.25 |
1,669.00 |
5.75 |
0.3% |
1,670.00 |
High |
1,678.75 |
1,673.00 |
-5.75 |
-0.3% |
1,685.25 |
Low |
1,661.50 |
1,660.00 |
-1.50 |
-0.1% |
1,656.75 |
Close |
1,678.00 |
1,661.00 |
-17.00 |
-1.0% |
1,678.00 |
Range |
17.25 |
13.00 |
-4.25 |
-24.6% |
28.50 |
ATR |
15.81 |
15.96 |
0.16 |
1.0% |
0.00 |
Volume |
4,328 |
6,306 |
1,978 |
45.7% |
27,264 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.75 |
1,695.25 |
1,668.25 |
|
R3 |
1,690.75 |
1,682.25 |
1,664.50 |
|
R2 |
1,677.75 |
1,677.75 |
1,663.50 |
|
R1 |
1,669.25 |
1,669.25 |
1,662.25 |
1,667.00 |
PP |
1,664.75 |
1,664.75 |
1,664.75 |
1,663.50 |
S1 |
1,656.25 |
1,656.25 |
1,659.75 |
1,654.00 |
S2 |
1,651.75 |
1,651.75 |
1,658.50 |
|
S3 |
1,638.75 |
1,643.25 |
1,657.50 |
|
S4 |
1,625.75 |
1,630.25 |
1,653.75 |
|
|
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% |
17.00 |
1.0% |
15% |
False |
False |
6,198 |
10 |
1,694.00 |
1,656.75 |
37.25 |
2.2% |
14.75 |
0.9% |
11% |
False |
False |
4,836 |
20 |
1,719.50 |
1,656.75 |
62.75 |
3.8% |
14.50 |
0.9% |
7% |
False |
False |
2,756 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
14.75 |
0.9% |
45% |
False |
False |
1,409 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.4% |
13.00 |
0.8% |
45% |
False |
False |
957 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.7% |
14.00 |
0.8% |
67% |
False |
False |
751 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.7% |
13.75 |
0.8% |
67% |
False |
False |
609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.25 |
2.618 |
1,707.00 |
1.618 |
1,694.00 |
1.000 |
1,686.00 |
0.618 |
1,681.00 |
HIGH |
1,673.00 |
0.618 |
1,668.00 |
0.500 |
1,666.50 |
0.382 |
1,665.00 |
LOW |
1,660.00 |
0.618 |
1,652.00 |
1.000 |
1,647.00 |
1.618 |
1,639.00 |
2.618 |
1,626.00 |
4.250 |
1,604.75 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,666.50 |
1,667.75 |
PP |
1,664.75 |
1,665.50 |
S1 |
1,662.75 |
1,663.25 |
|