Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,281.4 |
1,281.4 |
0.0 |
0.0% |
1,312.3 |
High |
1,289.2 |
1,324.2 |
35.0 |
2.7% |
1,330.8 |
Low |
1,268.6 |
1,273.7 |
5.1 |
0.4% |
1,259.6 |
Close |
1,282.3 |
1,323.0 |
40.7 |
3.2% |
1,268.2 |
Range |
20.6 |
50.5 |
29.9 |
145.1% |
71.2 |
ATR |
29.8 |
31.3 |
1.5 |
5.0% |
0.0 |
Volume |
165,641 |
216,151 |
50,510 |
30.5% |
704,966 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.5 |
1,441.2 |
1,350.8 |
|
R3 |
1,408.0 |
1,390.7 |
1,336.9 |
|
R2 |
1,357.5 |
1,357.5 |
1,332.3 |
|
R1 |
1,340.2 |
1,340.2 |
1,327.6 |
1,348.9 |
PP |
1,307.0 |
1,307.0 |
1,307.0 |
1,311.3 |
S1 |
1,289.7 |
1,289.7 |
1,318.4 |
1,298.4 |
S2 |
1,256.5 |
1,256.5 |
1,313.7 |
|
S3 |
1,206.0 |
1,239.2 |
1,309.1 |
|
S4 |
1,155.5 |
1,188.7 |
1,295.2 |
|
|
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 |
1,324.2 |
1,251.0 |
73.2 |
5.5% |
33.2 |
2.5% |
98% |
True |
False |
176,454 |
10 |
1,330.8 |
1,251.0 |
79.8 |
6.0% |
28.4 |
2.1% |
90% |
False |
False |
150,854 |
20 |
1,368.4 |
1,251.0 |
117.4 |
8.9% |
29.6 |
2.2% |
61% |
False |
False |
153,512 |
40 |
1,434.0 |
1,251.0 |
183.0 |
13.8% |
29.4 |
2.2% |
39% |
False |
False |
153,739 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.8% |
28.1 |
2.1% |
39% |
False |
False |
148,323 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
28.7 |
2.2% |
56% |
False |
False |
117,019 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
28.2 |
2.1% |
56% |
False |
False |
94,686 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.3% |
28.7 |
2.2% |
46% |
False |
False |
79,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,538.8 |
2.618 |
1,456.4 |
1.618 |
1,405.9 |
1.000 |
1,374.7 |
0.618 |
1,355.4 |
HIGH |
1,324.2 |
0.618 |
1,304.9 |
0.500 |
1,299.0 |
0.382 |
1,293.0 |
LOW |
1,273.7 |
0.618 |
1,242.5 |
1.000 |
1,223.2 |
1.618 |
1,192.0 |
2.618 |
1,141.5 |
4.250 |
1,059.1 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,315.0 |
1,311.2 |
PP |
1,307.0 |
1,299.4 |
S1 |
1,299.0 |
1,287.6 |
|