Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,414.87 |
15,523.72 |
108.85 |
0.7% |
15,401.32 |
High |
15,528.63 |
15,570.60 |
41.97 |
0.3% |
15,570.60 |
Low |
15,414.13 |
15,512.96 |
98.83 |
0.6% |
15,362.66 |
Close |
15,509.21 |
15,570.28 |
61.07 |
0.4% |
15,570.28 |
Range |
114.50 |
57.64 |
-56.86 |
-49.7% |
207.94 |
ATR |
135.22 |
129.94 |
-5.27 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,724.20 |
15,704.88 |
15,601.98 |
|
R3 |
15,666.56 |
15,647.24 |
15,586.13 |
|
R2 |
15,608.92 |
15,608.92 |
15,580.85 |
|
R1 |
15,589.60 |
15,589.60 |
15,575.56 |
15,599.26 |
PP |
15,551.28 |
15,551.28 |
15,551.28 |
15,556.11 |
S1 |
15,531.96 |
15,531.96 |
15,565.00 |
15,541.62 |
S2 |
15,493.64 |
15,493.64 |
15,559.71 |
|
S3 |
15,436.00 |
15,474.32 |
15,554.43 |
|
S4 |
15,378.36 |
15,416.68 |
15,538.58 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,125.00 |
16,055.58 |
15,684.65 |
|
R3 |
15,917.06 |
15,847.64 |
15,627.46 |
|
R2 |
15,709.12 |
15,709.12 |
15,608.40 |
|
R1 |
15,639.70 |
15,639.70 |
15,589.34 |
15,674.41 |
PP |
15,501.18 |
15,501.18 |
15,501.18 |
15,518.54 |
S1 |
15,431.76 |
15,431.76 |
15,551.22 |
15,466.47 |
S2 |
15,293.24 |
15,293.24 |
15,532.16 |
|
S3 |
15,085.30 |
15,223.82 |
15,513.10 |
|
S4 |
14,877.36 |
15,015.88 |
15,455.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,570.60 |
15,362.66 |
207.94 |
1.3% |
88.60 |
0.6% |
100% |
True |
False |
|
10 |
15,570.60 |
15,136.38 |
434.22 |
2.8% |
119.84 |
0.8% |
100% |
True |
False |
|
20 |
15,570.60 |
14,719.43 |
851.17 |
5.5% |
139.62 |
0.9% |
100% |
True |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
132.63 |
0.9% |
86% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
128.75 |
0.8% |
86% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
122.66 |
0.8% |
86% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
136.12 |
0.9% |
88% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
137.30 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,815.57 |
2.618 |
15,721.50 |
1.618 |
15,663.86 |
1.000 |
15,628.24 |
0.618 |
15,606.22 |
HIGH |
15,570.60 |
0.618 |
15,548.58 |
0.500 |
15,541.78 |
0.382 |
15,534.98 |
LOW |
15,512.96 |
0.618 |
15,477.34 |
1.000 |
15,455.32 |
1.618 |
15,419.70 |
2.618 |
15,362.06 |
4.250 |
15,267.99 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,560.78 |
15,536.32 |
PP |
15,551.28 |
15,502.36 |
S1 |
15,541.78 |
15,468.40 |
|