Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,315.5 |
1,340.1 |
24.6 |
1.9% |
1,275.5 |
High |
1,344.7 |
1,342.2 |
-2.5 |
-0.2% |
1,328.9 |
Low |
1,309.5 |
1,328.5 |
19.0 |
1.5% |
1,251.0 |
Close |
1,342.6 |
1,334.0 |
-8.6 |
-0.6% |
1,314.6 |
Range |
35.2 |
13.7 |
-21.5 |
-61.1% |
77.9 |
ATR |
29.4 |
28.3 |
-1.1 |
-3.7% |
0.0 |
Volume |
159,789 |
99,059 |
-60,730 |
-38.0% |
800,109 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.0 |
1,368.7 |
1,341.5 |
|
R3 |
1,362.3 |
1,355.0 |
1,337.8 |
|
R2 |
1,348.6 |
1,348.6 |
1,336.5 |
|
R1 |
1,341.3 |
1,341.3 |
1,335.3 |
1,338.1 |
PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,333.3 |
S1 |
1,327.6 |
1,327.6 |
1,332.7 |
1,324.4 |
S2 |
1,321.2 |
1,321.2 |
1,331.5 |
|
S3 |
1,307.5 |
1,313.9 |
1,330.2 |
|
S4 |
1,293.8 |
1,300.2 |
1,326.5 |
|
|
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 |
1,344.7 |
1,273.7 |
71.0 |
5.3% |
25.8 |
1.9% |
85% |
False |
False |
130,698 |
10 |
1,344.7 |
1,251.0 |
93.7 |
7.0% |
27.6 |
2.1% |
89% |
False |
False |
146,077 |
20 |
1,353.8 |
1,251.0 |
102.8 |
7.7% |
28.2 |
2.1% |
81% |
False |
False |
143,804 |
40 |
1,434.0 |
1,251.0 |
183.0 |
13.7% |
28.7 |
2.2% |
45% |
False |
False |
150,358 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.7% |
28.0 |
2.1% |
45% |
False |
False |
149,862 |
80 |
1,434.0 |
1,209.4 |
224.6 |
16.8% |
27.3 |
2.0% |
55% |
False |
False |
121,685 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.8% |
27.9 |
2.1% |
60% |
False |
False |
98,666 |
120 |
1,482.0 |
1,182.6 |
299.4 |
22.4% |
28.5 |
2.1% |
51% |
False |
False |
83,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.4 |
2.618 |
1,378.1 |
1.618 |
1,364.4 |
1.000 |
1,355.9 |
0.618 |
1,350.7 |
HIGH |
1,342.2 |
0.618 |
1,337.0 |
0.500 |
1,335.4 |
0.382 |
1,333.7 |
LOW |
1,328.5 |
0.618 |
1,320.0 |
1.000 |
1,314.8 |
1.618 |
1,306.3 |
2.618 |
1,292.6 |
4.250 |
1,270.3 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,335.4 |
1,331.7 |
PP |
1,334.9 |
1,329.4 |
S1 |
1,334.5 |
1,327.1 |
|