| 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 |
168.79 |
167.75 |
-1.04 |
-0.6% |
167.48 |
| High |
168.94 |
169.06 |
0.12 |
0.1% |
169.50 |
| Low |
166.84 |
167.53 |
0.69 |
0.4% |
166.84 |
| Close |
167.62 |
168.89 |
1.27 |
0.8% |
168.89 |
| Range |
2.10 |
1.53 |
-0.57 |
-27.1% |
2.66 |
| ATR |
1.53 |
1.53 |
0.00 |
0.0% |
0.00 |
| Volume |
176,698,406 |
96,878,305 |
-79,820,101 |
-45.2% |
658,024,210 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.08 |
172.52 |
169.73 |
|
| R3 |
171.55 |
170.99 |
169.31 |
|
| R2 |
170.02 |
170.02 |
169.17 |
|
| R1 |
169.46 |
169.46 |
169.03 |
169.74 |
| PP |
168.49 |
168.49 |
168.49 |
168.64 |
| S1 |
167.93 |
167.93 |
168.75 |
168.21 |
| S2 |
166.96 |
166.96 |
168.61 |
|
| S3 |
165.43 |
166.40 |
168.47 |
|
| S4 |
163.90 |
164.87 |
168.05 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.39 |
175.30 |
170.35 |
|
| R3 |
173.73 |
172.64 |
169.62 |
|
| R2 |
171.07 |
171.07 |
169.38 |
|
| R1 |
169.98 |
169.98 |
169.13 |
170.53 |
| PP |
168.41 |
168.41 |
168.41 |
168.68 |
| S1 |
167.32 |
167.32 |
168.65 |
167.87 |
| S2 |
165.75 |
165.75 |
168.40 |
|
| S3 |
163.09 |
164.66 |
168.16 |
|
| S4 |
160.43 |
162.00 |
167.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169.50 |
166.84 |
2.66 |
1.6% |
1.61 |
1.0% |
77% |
False |
False |
131,604,842 |
| 10 |
170.65 |
166.84 |
3.81 |
2.3% |
1.35 |
0.8% |
54% |
False |
False |
116,256,800 |
| 20 |
173.60 |
166.45 |
7.15 |
4.2% |
1.28 |
0.8% |
34% |
False |
False |
114,905,664 |
| 40 |
173.60 |
163.05 |
10.55 |
6.2% |
1.39 |
0.8% |
55% |
False |
False |
112,845,127 |
| 60 |
173.60 |
163.05 |
10.55 |
6.2% |
1.28 |
0.8% |
55% |
False |
False |
106,770,791 |
| 80 |
173.60 |
155.73 |
17.87 |
10.6% |
1.45 |
0.9% |
74% |
False |
False |
119,244,352 |
| 100 |
173.60 |
155.73 |
17.87 |
10.6% |
1.54 |
0.9% |
74% |
False |
False |
126,447,294 |
| 120 |
173.60 |
153.55 |
20.05 |
11.9% |
1.50 |
0.9% |
77% |
False |
False |
125,289,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.56 |
|
2.618 |
173.07 |
|
1.618 |
171.54 |
|
1.000 |
170.59 |
|
0.618 |
170.01 |
|
HIGH |
169.06 |
|
0.618 |
168.48 |
|
0.500 |
168.30 |
|
0.382 |
168.11 |
|
LOW |
167.53 |
|
0.618 |
166.58 |
|
1.000 |
166.00 |
|
1.618 |
165.05 |
|
2.618 |
163.52 |
|
4.250 |
161.03 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
168.69 |
168.62 |
| PP |
168.49 |
168.36 |
| S1 |
168.30 |
168.09 |
|