Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,281.4 |
1,318.8 |
37.4 |
2.9% |
1,275.5 |
High |
1,324.2 |
1,328.9 |
4.7 |
0.4% |
1,328.9 |
Low |
1,273.7 |
1,311.2 |
37.5 |
2.9% |
1,251.0 |
Close |
1,323.0 |
1,314.6 |
-8.4 |
-0.6% |
1,314.6 |
Range |
50.5 |
17.7 |
-32.8 |
-65.0% |
77.9 |
ATR |
31.3 |
30.3 |
-1.0 |
-3.1% |
0.0 |
Volume |
216,151 |
104,101 |
-112,050 |
-51.8% |
800,109 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.3 |
1,360.7 |
1,324.3 |
|
R3 |
1,353.6 |
1,343.0 |
1,319.5 |
|
R2 |
1,335.9 |
1,335.9 |
1,317.8 |
|
R1 |
1,325.3 |
1,325.3 |
1,316.2 |
1,321.8 |
PP |
1,318.2 |
1,318.2 |
1,318.2 |
1,316.5 |
S1 |
1,307.6 |
1,307.6 |
1,313.0 |
1,304.1 |
S2 |
1,300.5 |
1,300.5 |
1,311.4 |
|
S3 |
1,282.8 |
1,289.9 |
1,309.7 |
|
S4 |
1,265.1 |
1,272.2 |
1,304.9 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.9 |
1,501.1 |
1,357.4 |
|
R3 |
1,454.0 |
1,423.2 |
1,336.0 |
|
R2 |
1,376.1 |
1,376.1 |
1,328.9 |
|
R1 |
1,345.3 |
1,345.3 |
1,321.7 |
1,360.7 |
PP |
1,298.2 |
1,298.2 |
1,298.2 |
1,305.9 |
S1 |
1,267.4 |
1,267.4 |
1,307.5 |
1,282.8 |
S2 |
1,220.3 |
1,220.3 |
1,300.3 |
|
S3 |
1,142.4 |
1,189.5 |
1,293.2 |
|
S4 |
1,064.5 |
1,111.6 |
1,271.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.9 |
1,251.0 |
77.9 |
5.9% |
29.7 |
2.3% |
82% |
True |
False |
160,021 |
10 |
1,330.8 |
1,251.0 |
79.8 |
6.1% |
28.1 |
2.1% |
80% |
False |
False |
150,507 |
20 |
1,353.8 |
1,251.0 |
102.8 |
7.8% |
28.4 |
2.2% |
62% |
False |
False |
149,174 |
40 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
29.2 |
2.2% |
35% |
False |
False |
152,653 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
27.9 |
2.1% |
35% |
False |
False |
149,172 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.3 |
2.1% |
53% |
False |
False |
118,227 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.2 |
2.1% |
53% |
False |
False |
95,610 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.4% |
28.7 |
2.2% |
43% |
False |
False |
80,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.1 |
2.618 |
1,375.2 |
1.618 |
1,357.5 |
1.000 |
1,346.6 |
0.618 |
1,339.8 |
HIGH |
1,328.9 |
0.618 |
1,322.1 |
0.500 |
1,320.1 |
0.382 |
1,318.0 |
LOW |
1,311.2 |
0.618 |
1,300.3 |
1.000 |
1,293.5 |
1.618 |
1,282.6 |
2.618 |
1,264.9 |
4.250 |
1,236.0 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,320.1 |
1,309.3 |
PP |
1,318.2 |
1,304.0 |
S1 |
1,316.4 |
1,298.8 |
|