Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,369.46 |
15,371.71 |
2.25 |
0.0% |
15,231.33 |
High |
15,376.11 |
15,412.97 |
36.86 |
0.2% |
15,412.97 |
Low |
15,229.02 |
15,321.81 |
92.79 |
0.6% |
15,136.38 |
Close |
15,371.65 |
15,399.65 |
28.00 |
0.2% |
15,399.65 |
Range |
147.09 |
91.16 |
-55.93 |
-38.0% |
276.59 |
ATR |
152.01 |
147.66 |
-4.35 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,651.62 |
15,616.80 |
15,449.79 |
|
R3 |
15,560.46 |
15,525.64 |
15,424.72 |
|
R2 |
15,469.30 |
15,469.30 |
15,416.36 |
|
R1 |
15,434.48 |
15,434.48 |
15,408.01 |
15,451.89 |
PP |
15,378.14 |
15,378.14 |
15,378.14 |
15,386.85 |
S1 |
15,343.32 |
15,343.32 |
15,391.29 |
15,360.73 |
S2 |
15,286.98 |
15,286.98 |
15,382.94 |
|
S3 |
15,195.82 |
15,252.16 |
15,374.58 |
|
S4 |
15,104.66 |
15,161.00 |
15,349.51 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,146.10 |
16,049.47 |
15,551.77 |
|
R3 |
15,869.51 |
15,772.88 |
15,475.71 |
|
R2 |
15,592.92 |
15,592.92 |
15,450.36 |
|
R1 |
15,496.29 |
15,496.29 |
15,425.00 |
15,544.61 |
PP |
15,316.33 |
15,316.33 |
15,316.33 |
15,340.49 |
S1 |
15,219.70 |
15,219.70 |
15,374.30 |
15,268.02 |
S2 |
15,039.74 |
15,039.74 |
15,348.94 |
|
S3 |
14,763.15 |
14,943.11 |
15,323.59 |
|
S4 |
14,486.56 |
14,666.52 |
15,247.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,412.97 |
15,136.38 |
276.59 |
1.8% |
151.08 |
1.0% |
95% |
True |
False |
|
10 |
15,412.97 |
14,719.43 |
693.54 |
4.5% |
165.83 |
1.1% |
98% |
True |
False |
|
20 |
15,466.95 |
14,719.43 |
747.52 |
4.9% |
144.62 |
0.9% |
91% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
136.65 |
0.9% |
69% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
131.93 |
0.9% |
69% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
127.39 |
0.8% |
69% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
141.22 |
0.9% |
73% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
138.61 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,800.40 |
2.618 |
15,651.63 |
1.618 |
15,560.47 |
1.000 |
15,504.13 |
0.618 |
15,469.31 |
HIGH |
15,412.97 |
0.618 |
15,378.15 |
0.500 |
15,367.39 |
0.382 |
15,356.63 |
LOW |
15,321.81 |
0.618 |
15,265.47 |
1.000 |
15,230.65 |
1.618 |
15,174.31 |
2.618 |
15,083.15 |
4.250 |
14,934.38 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,388.90 |
15,363.71 |
PP |
15,378.14 |
15,327.77 |
S1 |
15,367.39 |
15,291.84 |
|