Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,318.8 |
1,316.0 |
-2.8 |
-0.2% |
1,275.5 |
High |
1,328.9 |
1,323.9 |
-5.0 |
-0.4% |
1,328.9 |
Low |
1,311.2 |
1,312.0 |
0.8 |
0.1% |
1,251.0 |
Close |
1,314.6 |
1,315.8 |
1.2 |
0.1% |
1,314.6 |
Range |
17.7 |
11.9 |
-5.8 |
-32.8% |
77.9 |
ATR |
30.3 |
29.0 |
-1.3 |
-4.3% |
0.0 |
Volume |
104,101 |
74,390 |
-29,711 |
-28.5% |
800,109 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.9 |
1,346.3 |
1,322.3 |
|
R3 |
1,341.0 |
1,334.4 |
1,319.1 |
|
R2 |
1,329.1 |
1,329.1 |
1,318.0 |
|
R1 |
1,322.5 |
1,322.5 |
1,316.9 |
1,319.9 |
PP |
1,317.2 |
1,317.2 |
1,317.2 |
1,315.9 |
S1 |
1,310.6 |
1,310.6 |
1,314.7 |
1,308.0 |
S2 |
1,305.3 |
1,305.3 |
1,313.6 |
|
S3 |
1,293.4 |
1,298.7 |
1,312.5 |
|
S4 |
1,281.5 |
1,286.8 |
1,309.3 |
|
|
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% |
27.5 |
2.1% |
83% |
False |
False |
152,863 |
10 |
1,330.8 |
1,251.0 |
79.8 |
6.1% |
27.1 |
2.1% |
81% |
False |
False |
148,351 |
20 |
1,353.8 |
1,251.0 |
102.8 |
7.8% |
28.0 |
2.1% |
63% |
False |
False |
145,911 |
40 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
28.7 |
2.2% |
35% |
False |
False |
150,473 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
27.6 |
2.1% |
35% |
False |
False |
149,351 |
80 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.8 |
2.1% |
53% |
False |
False |
118,924 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.1 |
2.1% |
53% |
False |
False |
96,148 |
120 |
1,490.5 |
1,182.6 |
307.9 |
23.4% |
28.5 |
2.2% |
43% |
False |
False |
81,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.5 |
2.618 |
1,355.1 |
1.618 |
1,343.2 |
1.000 |
1,335.8 |
0.618 |
1,331.3 |
HIGH |
1,323.9 |
0.618 |
1,319.4 |
0.500 |
1,318.0 |
0.382 |
1,316.5 |
LOW |
1,312.0 |
0.618 |
1,304.6 |
1.000 |
1,300.1 |
1.618 |
1,292.7 |
2.618 |
1,280.8 |
4.250 |
1,261.4 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.0 |
1,311.0 |
PP |
1,317.2 |
1,306.1 |
S1 |
1,316.5 |
1,301.3 |
|