Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,170.70 |
15,369.46 |
198.76 |
1.3% |
15,069.30 |
High |
15,374.15 |
15,376.11 |
1.96 |
0.0% |
15,237.30 |
Low |
15,170.70 |
15,229.02 |
58.32 |
0.4% |
14,719.43 |
Close |
15,373.83 |
15,371.65 |
-2.18 |
0.0% |
15,237.11 |
Range |
203.45 |
147.09 |
-56.36 |
-27.7% |
517.87 |
ATR |
152.38 |
152.01 |
-0.38 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,766.86 |
15,716.35 |
15,452.55 |
|
R3 |
15,619.77 |
15,569.26 |
15,412.10 |
|
R2 |
15,472.68 |
15,472.68 |
15,398.62 |
|
R1 |
15,422.17 |
15,422.17 |
15,385.13 |
15,447.43 |
PP |
15,325.59 |
15,325.59 |
15,325.59 |
15,338.22 |
S1 |
15,275.08 |
15,275.08 |
15,358.17 |
15,300.34 |
S2 |
15,178.50 |
15,178.50 |
15,344.68 |
|
S3 |
15,031.41 |
15,127.99 |
15,331.20 |
|
S4 |
14,884.32 |
14,980.90 |
15,290.75 |
|
|
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 |
15,376.11 |
15,100.13 |
275.98 |
1.8% |
160.28 |
1.0% |
98% |
True |
False |
|
10 |
15,376.11 |
14,719.43 |
656.68 |
4.3% |
167.88 |
1.1% |
99% |
True |
False |
|
20 |
15,654.77 |
14,719.43 |
935.34 |
6.1% |
150.39 |
1.0% |
70% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
136.62 |
0.9% |
66% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
132.15 |
0.9% |
66% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
128.36 |
0.8% |
66% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
142.01 |
0.9% |
71% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
138.73 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,001.24 |
2.618 |
15,761.19 |
1.618 |
15,614.10 |
1.000 |
15,523.20 |
0.618 |
15,467.01 |
HIGH |
15,376.11 |
0.618 |
15,319.92 |
0.500 |
15,302.57 |
0.382 |
15,285.21 |
LOW |
15,229.02 |
0.618 |
15,138.12 |
1.000 |
15,081.93 |
1.618 |
14,991.03 |
2.618 |
14,843.94 |
4.250 |
14,603.89 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,348.62 |
15,337.34 |
PP |
15,325.59 |
15,303.03 |
S1 |
15,302.57 |
15,268.72 |
|