Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,223.0 |
5,255.0 |
32.0 |
0.6% |
5,218.0 |
High |
5,223.0 |
5,263.0 |
40.0 |
0.8% |
5,235.0 |
Low |
5,176.0 |
5,242.0 |
66.0 |
1.3% |
5,106.0 |
Close |
5,207.0 |
5,249.0 |
42.0 |
0.8% |
5,229.0 |
Range |
47.0 |
21.0 |
-26.0 |
-55.3% |
129.0 |
ATR |
49.8 |
50.2 |
0.4 |
0.9% |
0.0 |
Volume |
19,482 |
16,438 |
-3,044 |
-15.6% |
99,101 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,314.3 |
5,302.7 |
5,260.6 |
|
R3 |
5,293.3 |
5,281.7 |
5,254.8 |
|
R2 |
5,272.3 |
5,272.3 |
5,252.9 |
|
R1 |
5,260.7 |
5,260.7 |
5,250.9 |
5,256.0 |
PP |
5,251.3 |
5,251.3 |
5,251.3 |
5,249.0 |
S1 |
5,239.7 |
5,239.7 |
5,247.1 |
5,235.0 |
S2 |
5,230.3 |
5,230.3 |
5,245.2 |
|
S3 |
5,209.3 |
5,218.7 |
5,243.2 |
|
S4 |
5,188.3 |
5,197.7 |
5,237.5 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,577.0 |
5,532.0 |
5,300.0 |
|
R3 |
5,448.0 |
5,403.0 |
5,264.5 |
|
R2 |
5,319.0 |
5,319.0 |
5,252.7 |
|
R1 |
5,274.0 |
5,274.0 |
5,240.8 |
5,296.5 |
PP |
5,190.0 |
5,190.0 |
5,190.0 |
5,201.3 |
S1 |
5,145.0 |
5,145.0 |
5,217.2 |
5,167.5 |
S2 |
5,061.0 |
5,061.0 |
5,205.4 |
|
S3 |
4,932.0 |
5,016.0 |
5,193.5 |
|
S4 |
4,803.0 |
4,887.0 |
5,158.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,263.0 |
5,106.0 |
157.0 |
3.0% |
38.6 |
0.7% |
91% |
True |
False |
18,481 |
10 |
5,263.0 |
5,106.0 |
157.0 |
3.0% |
43.3 |
0.8% |
91% |
True |
False |
18,890 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
41.3 |
0.8% |
66% |
False |
False |
21,900 |
40 |
5,322.0 |
5,000.0 |
322.0 |
6.1% |
33.5 |
0.6% |
77% |
False |
False |
16,994 |
60 |
5,322.0 |
4,963.0 |
359.0 |
6.8% |
28.8 |
0.5% |
80% |
False |
False |
11,361 |
80 |
5,322.0 |
4,678.0 |
644.0 |
12.3% |
24.6 |
0.5% |
89% |
False |
False |
8,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.3 |
2.618 |
5,318.0 |
1.618 |
5,297.0 |
1.000 |
5,284.0 |
0.618 |
5,276.0 |
HIGH |
5,263.0 |
0.618 |
5,255.0 |
0.500 |
5,252.5 |
0.382 |
5,250.0 |
LOW |
5,242.0 |
0.618 |
5,229.0 |
1.000 |
5,221.0 |
1.618 |
5,208.0 |
2.618 |
5,187.0 |
4.250 |
5,152.8 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,252.5 |
5,239.2 |
PP |
5,251.3 |
5,229.3 |
S1 |
5,250.2 |
5,219.5 |
|