Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,340.1 |
1,332.5 |
-7.6 |
-0.6% |
1,275.5 |
High |
1,342.2 |
1,352.3 |
10.1 |
0.8% |
1,328.9 |
Low |
1,328.5 |
1,330.2 |
1.7 |
0.1% |
1,251.0 |
Close |
1,334.0 |
1,350.3 |
16.3 |
1.2% |
1,314.6 |
Range |
13.7 |
22.1 |
8.4 |
61.3% |
77.9 |
ATR |
28.3 |
27.9 |
-0.4 |
-1.6% |
0.0 |
Volume |
99,059 |
138,229 |
39,170 |
39.5% |
800,109 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.6 |
1,402.5 |
1,362.5 |
|
R3 |
1,388.5 |
1,380.4 |
1,356.4 |
|
R2 |
1,366.4 |
1,366.4 |
1,354.4 |
|
R1 |
1,358.3 |
1,358.3 |
1,352.3 |
1,362.4 |
PP |
1,344.3 |
1,344.3 |
1,344.3 |
1,346.3 |
S1 |
1,336.2 |
1,336.2 |
1,348.3 |
1,340.3 |
S2 |
1,322.2 |
1,322.2 |
1,346.2 |
|
S3 |
1,300.1 |
1,314.1 |
1,344.2 |
|
S4 |
1,278.0 |
1,292.0 |
1,338.1 |
|
|
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 |
1,352.3 |
1,309.5 |
42.8 |
3.2% |
20.1 |
1.5% |
95% |
True |
False |
115,113 |
10 |
1,352.3 |
1,251.0 |
101.3 |
7.5% |
26.7 |
2.0% |
98% |
True |
False |
145,784 |
20 |
1,353.8 |
1,251.0 |
102.8 |
7.6% |
28.2 |
2.1% |
97% |
False |
False |
142,761 |
40 |
1,418.6 |
1,251.0 |
167.6 |
12.4% |
28.7 |
2.1% |
59% |
False |
False |
149,639 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.6% |
27.8 |
2.1% |
54% |
False |
False |
148,520 |
80 |
1,434.0 |
1,209.4 |
224.6 |
16.6% |
27.2 |
2.0% |
63% |
False |
False |
123,214 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.6% |
27.9 |
2.1% |
67% |
False |
False |
100,007 |
120 |
1,478.9 |
1,182.6 |
296.3 |
21.9% |
28.5 |
2.1% |
57% |
False |
False |
84,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.2 |
2.618 |
1,410.2 |
1.618 |
1,388.1 |
1.000 |
1,374.4 |
0.618 |
1,366.0 |
HIGH |
1,352.3 |
0.618 |
1,343.9 |
0.500 |
1,341.3 |
0.382 |
1,338.6 |
LOW |
1,330.2 |
0.618 |
1,316.5 |
1.000 |
1,308.1 |
1.618 |
1,294.4 |
2.618 |
1,272.3 |
4.250 |
1,236.3 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,347.3 |
1,343.8 |
PP |
1,344.3 |
1,337.4 |
S1 |
1,341.3 |
1,330.9 |
|