Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,273.6 |
1,281.4 |
7.8 |
0.6% |
1,312.3 |
High |
1,287.7 |
1,289.2 |
1.5 |
0.1% |
1,330.8 |
Low |
1,251.0 |
1,268.6 |
17.6 |
1.4% |
1,259.6 |
Close |
1,273.2 |
1,282.3 |
9.1 |
0.7% |
1,268.2 |
Range |
36.7 |
20.6 |
-16.1 |
-43.9% |
71.2 |
ATR |
30.5 |
29.8 |
-0.7 |
-2.3% |
0.0 |
Volume |
204,033 |
165,641 |
-38,392 |
-18.8% |
704,966 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.8 |
1,332.7 |
1,293.6 |
|
R3 |
1,321.2 |
1,312.1 |
1,288.0 |
|
R2 |
1,300.6 |
1,300.6 |
1,286.1 |
|
R1 |
1,291.5 |
1,291.5 |
1,284.2 |
1,296.1 |
PP |
1,280.0 |
1,280.0 |
1,280.0 |
1,282.3 |
S1 |
1,270.9 |
1,270.9 |
1,280.4 |
1,275.5 |
S2 |
1,259.4 |
1,259.4 |
1,278.5 |
|
S3 |
1,238.8 |
1,250.3 |
1,276.6 |
|
S4 |
1,218.2 |
1,229.7 |
1,271.0 |
|
|
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 |
1,312.0 |
1,251.0 |
61.0 |
4.8% |
29.3 |
2.3% |
51% |
False |
False |
161,457 |
10 |
1,330.8 |
1,251.0 |
79.8 |
6.2% |
25.4 |
2.0% |
39% |
False |
False |
142,151 |
20 |
1,375.4 |
1,251.0 |
124.4 |
9.7% |
28.0 |
2.2% |
25% |
False |
False |
151,706 |
40 |
1,434.0 |
1,251.0 |
183.0 |
14.3% |
28.6 |
2.2% |
17% |
False |
False |
152,092 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.3% |
27.8 |
2.2% |
17% |
False |
False |
145,313 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
28.3 |
2.2% |
40% |
False |
False |
114,372 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
28.0 |
2.2% |
40% |
False |
False |
92,552 |
120 |
1,490.5 |
1,182.6 |
307.9 |
24.0% |
28.4 |
2.2% |
32% |
False |
False |
78,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.8 |
2.618 |
1,343.1 |
1.618 |
1,322.5 |
1.000 |
1,309.8 |
0.618 |
1,301.9 |
HIGH |
1,289.2 |
0.618 |
1,281.3 |
0.500 |
1,278.9 |
0.382 |
1,276.5 |
LOW |
1,268.6 |
0.618 |
1,255.9 |
1.000 |
1,248.0 |
1.618 |
1,235.3 |
2.618 |
1,214.7 |
4.250 |
1,181.1 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,281.2 |
1,278.6 |
PP |
1,280.0 |
1,275.0 |
S1 |
1,278.9 |
1,271.3 |
|