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 |
1,275.5 |
1,273.6 |
-1.9 |
-0.1% |
1,312.3 |
High |
1,291.6 |
1,287.7 |
-3.9 |
-0.3% |
1,330.8 |
Low |
1,268.4 |
1,251.0 |
-17.4 |
-1.4% |
1,259.6 |
Close |
1,276.6 |
1,273.2 |
-3.4 |
-0.3% |
1,268.2 |
Range |
23.2 |
36.7 |
13.5 |
58.2% |
71.2 |
ATR |
30.0 |
30.5 |
0.5 |
1.6% |
0.0 |
Volume |
110,183 |
204,033 |
93,850 |
85.2% |
704,966 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,363.7 |
1,293.4 |
|
R3 |
1,344.0 |
1,327.0 |
1,283.3 |
|
R2 |
1,307.3 |
1,307.3 |
1,279.9 |
|
R1 |
1,290.3 |
1,290.3 |
1,276.6 |
1,280.5 |
PP |
1,270.6 |
1,270.6 |
1,270.6 |
1,265.7 |
S1 |
1,253.6 |
1,253.6 |
1,269.8 |
1,243.8 |
S2 |
1,233.9 |
1,233.9 |
1,266.5 |
|
S3 |
1,197.2 |
1,216.9 |
1,263.1 |
|
S4 |
1,160.5 |
1,180.2 |
1,253.0 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.8 |
1,455.2 |
1,307.4 |
|
R3 |
1,428.6 |
1,384.0 |
1,287.8 |
|
R2 |
1,357.4 |
1,357.4 |
1,281.3 |
|
R1 |
1,312.8 |
1,312.8 |
1,274.7 |
1,299.5 |
PP |
1,286.2 |
1,286.2 |
1,286.2 |
1,279.6 |
S1 |
1,241.6 |
1,241.6 |
1,261.7 |
1,228.3 |
S2 |
1,215.0 |
1,215.0 |
1,255.1 |
|
S3 |
1,143.8 |
1,170.4 |
1,248.6 |
|
S4 |
1,072.6 |
1,099.2 |
1,229.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.3 |
1,251.0 |
72.3 |
5.7% |
31.0 |
2.4% |
31% |
False |
True |
160,009 |
10 |
1,330.8 |
1,251.0 |
79.8 |
6.3% |
28.1 |
2.2% |
28% |
False |
True |
143,199 |
20 |
1,375.4 |
1,251.0 |
124.4 |
9.8% |
30.7 |
2.4% |
18% |
False |
True |
155,612 |
40 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
28.8 |
2.3% |
12% |
False |
True |
151,387 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
27.9 |
2.2% |
12% |
False |
True |
143,251 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.7% |
28.4 |
2.2% |
36% |
False |
False |
112,413 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.7% |
27.9 |
2.2% |
36% |
False |
False |
90,938 |
120 |
1,490.5 |
1,182.6 |
307.9 |
24.2% |
28.5 |
2.2% |
29% |
False |
False |
76,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.7 |
2.618 |
1,383.8 |
1.618 |
1,347.1 |
1.000 |
1,324.4 |
0.618 |
1,310.4 |
HIGH |
1,287.7 |
0.618 |
1,273.7 |
0.500 |
1,269.4 |
0.382 |
1,265.0 |
LOW |
1,251.0 |
0.618 |
1,228.3 |
1.000 |
1,214.3 |
1.618 |
1,191.6 |
2.618 |
1,154.9 |
4.250 |
1,095.0 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,271.9 |
1,273.1 |
PP |
1,270.6 |
1,273.0 |
S1 |
1,269.4 |
1,272.9 |
|