Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,231.33 |
15,300.30 |
68.97 |
0.5% |
15,069.30 |
High |
15,309.48 |
15,301.91 |
-7.57 |
0.0% |
15,237.30 |
Low |
15,136.38 |
15,161.33 |
24.95 |
0.2% |
14,719.43 |
Close |
15,301.26 |
15,180.02 |
-121.24 |
-0.8% |
15,237.11 |
Range |
173.10 |
140.58 |
-32.52 |
-18.8% |
517.87 |
ATR |
149.06 |
148.46 |
-0.61 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,636.16 |
15,548.67 |
15,257.34 |
|
R3 |
15,495.58 |
15,408.09 |
15,218.68 |
|
R2 |
15,355.00 |
15,355.00 |
15,205.79 |
|
R1 |
15,267.51 |
15,267.51 |
15,192.91 |
15,240.97 |
PP |
15,214.42 |
15,214.42 |
15,214.42 |
15,201.15 |
S1 |
15,126.93 |
15,126.93 |
15,167.13 |
15,100.39 |
S2 |
15,073.84 |
15,073.84 |
15,154.25 |
|
S3 |
14,933.26 |
14,986.35 |
15,141.36 |
|
S4 |
14,792.68 |
14,845.77 |
15,102.70 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,618.22 |
16,445.54 |
15,521.94 |
|
R3 |
16,100.35 |
15,927.67 |
15,379.52 |
|
R2 |
15,582.48 |
15,582.48 |
15,332.05 |
|
R1 |
15,409.80 |
15,409.80 |
15,284.58 |
15,496.14 |
PP |
15,064.61 |
15,064.61 |
15,064.61 |
15,107.79 |
S1 |
14,891.93 |
14,891.93 |
15,189.64 |
14,978.27 |
S2 |
14,546.74 |
14,546.74 |
15,142.17 |
|
S3 |
14,028.87 |
14,374.06 |
15,094.70 |
|
S4 |
13,511.00 |
13,856.19 |
14,952.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,309.48 |
14,719.43 |
590.05 |
3.9% |
180.72 |
1.2% |
78% |
False |
False |
|
10 |
15,309.48 |
14,719.43 |
590.05 |
3.9% |
164.64 |
1.1% |
78% |
False |
False |
|
20 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
148.36 |
1.0% |
47% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
133.40 |
0.9% |
47% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.5% |
129.08 |
0.9% |
47% |
False |
False |
|
80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
128.82 |
0.8% |
54% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
141.72 |
0.9% |
54% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.6% |
137.40 |
0.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,899.38 |
2.618 |
15,669.95 |
1.618 |
15,529.37 |
1.000 |
15,442.49 |
0.618 |
15,388.79 |
HIGH |
15,301.91 |
0.618 |
15,248.21 |
0.500 |
15,231.62 |
0.382 |
15,215.03 |
LOW |
15,161.33 |
0.618 |
15,074.45 |
1.000 |
15,020.75 |
1.618 |
14,933.87 |
2.618 |
14,793.29 |
4.250 |
14,563.87 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,231.62 |
15,204.81 |
PP |
15,214.42 |
15,196.54 |
S1 |
15,197.22 |
15,188.28 |
|