Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,371.71 |
15,401.32 |
29.61 |
0.2% |
15,231.33 |
High |
15,412.97 |
15,410.18 |
-2.79 |
0.0% |
15,412.97 |
Low |
15,321.81 |
15,362.66 |
40.85 |
0.3% |
15,136.38 |
Close |
15,399.65 |
15,392.20 |
-7.45 |
0.0% |
15,399.65 |
Range |
91.16 |
47.52 |
-43.64 |
-47.9% |
276.59 |
ATR |
147.66 |
140.51 |
-7.15 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,530.91 |
15,509.07 |
15,418.34 |
|
R3 |
15,483.39 |
15,461.55 |
15,405.27 |
|
R2 |
15,435.87 |
15,435.87 |
15,400.91 |
|
R1 |
15,414.03 |
15,414.03 |
15,396.56 |
15,401.19 |
PP |
15,388.35 |
15,388.35 |
15,388.35 |
15,381.93 |
S1 |
15,366.51 |
15,366.51 |
15,387.84 |
15,353.67 |
S2 |
15,340.83 |
15,340.83 |
15,383.49 |
|
S3 |
15,293.31 |
15,318.99 |
15,379.13 |
|
S4 |
15,245.79 |
15,271.47 |
15,366.06 |
|
|
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 |
15,161.33 |
251.64 |
1.6% |
125.96 |
0.8% |
92% |
False |
False |
|
10 |
15,412.97 |
14,719.43 |
693.54 |
4.5% |
155.74 |
1.0% |
97% |
False |
False |
|
20 |
15,433.75 |
14,719.43 |
714.32 |
4.6% |
142.06 |
0.9% |
94% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
135.48 |
0.9% |
68% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
130.12 |
0.8% |
68% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
126.06 |
0.8% |
68% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
140.51 |
0.9% |
73% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.74 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,612.14 |
2.618 |
15,534.59 |
1.618 |
15,487.07 |
1.000 |
15,457.70 |
0.618 |
15,439.55 |
HIGH |
15,410.18 |
0.618 |
15,392.03 |
0.500 |
15,386.42 |
0.382 |
15,380.81 |
LOW |
15,362.66 |
0.618 |
15,333.29 |
1.000 |
15,315.14 |
1.618 |
15,285.77 |
2.618 |
15,238.25 |
4.250 |
15,160.70 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,390.27 |
15,368.47 |
PP |
15,388.35 |
15,344.73 |
S1 |
15,386.42 |
15,321.00 |
|