Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,661.75 |
1,642.75 |
-19.00 |
-1.1% |
1,670.00 |
High |
1,664.75 |
1,651.00 |
-13.75 |
-0.8% |
1,685.25 |
Low |
1,640.00 |
1,633.50 |
-6.50 |
-0.4% |
1,656.75 |
Close |
1,643.75 |
1,642.00 |
-1.75 |
-0.1% |
1,678.00 |
Range |
24.75 |
17.50 |
-7.25 |
-29.3% |
28.50 |
ATR |
16.59 |
16.66 |
0.06 |
0.4% |
0.00 |
Volume |
6,251 |
4,588 |
-1,663 |
-26.6% |
27,264 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.75 |
1,685.75 |
1,651.50 |
|
R3 |
1,677.25 |
1,668.25 |
1,646.75 |
|
R2 |
1,659.75 |
1,659.75 |
1,645.25 |
|
R1 |
1,650.75 |
1,650.75 |
1,643.50 |
1,646.50 |
PP |
1,642.25 |
1,642.25 |
1,642.25 |
1,640.00 |
S1 |
1,633.25 |
1,633.25 |
1,640.50 |
1,629.00 |
S2 |
1,624.75 |
1,624.75 |
1,638.75 |
|
S3 |
1,607.25 |
1,615.75 |
1,637.25 |
|
S4 |
1,589.75 |
1,598.25 |
1,632.50 |
|
|
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 |
1,678.75 |
1,633.50 |
45.25 |
2.8% |
18.75 |
1.1% |
19% |
False |
True |
5,870 |
10 |
1,690.50 |
1,633.50 |
57.00 |
3.5% |
16.75 |
1.0% |
15% |
False |
True |
5,328 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.2% |
15.50 |
0.9% |
10% |
False |
True |
3,283 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.5% |
15.25 |
0.9% |
27% |
False |
False |
1,679 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.5% |
13.50 |
0.8% |
27% |
False |
False |
1,137 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.8% |
14.25 |
0.9% |
56% |
False |
False |
878 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.8% |
14.00 |
0.9% |
56% |
False |
False |
717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.50 |
2.618 |
1,696.75 |
1.618 |
1,679.25 |
1.000 |
1,668.50 |
0.618 |
1,661.75 |
HIGH |
1,651.00 |
0.618 |
1,644.25 |
0.500 |
1,642.25 |
0.382 |
1,640.25 |
LOW |
1,633.50 |
0.618 |
1,622.75 |
1.000 |
1,616.00 |
1.618 |
1,605.25 |
2.618 |
1,587.75 |
4.250 |
1,559.00 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,642.25 |
1,653.25 |
PP |
1,642.25 |
1,649.50 |
S1 |
1,642.00 |
1,645.75 |
|