Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,255.0 |
5,242.0 |
-13.0 |
-0.2% |
5,218.0 |
High |
5,263.0 |
5,263.0 |
0.0 |
0.0% |
5,235.0 |
Low |
5,242.0 |
5,214.0 |
-28.0 |
-0.5% |
5,106.0 |
Close |
5,249.0 |
5,252.0 |
3.0 |
0.1% |
5,229.0 |
Range |
21.0 |
49.0 |
28.0 |
133.3% |
129.0 |
ATR |
50.2 |
50.1 |
-0.1 |
-0.2% |
0.0 |
Volume |
16,438 |
23,156 |
6,718 |
40.9% |
99,101 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.0 |
5,370.0 |
5,279.0 |
|
R3 |
5,341.0 |
5,321.0 |
5,265.5 |
|
R2 |
5,292.0 |
5,292.0 |
5,261.0 |
|
R1 |
5,272.0 |
5,272.0 |
5,256.5 |
5,282.0 |
PP |
5,243.0 |
5,243.0 |
5,243.0 |
5,248.0 |
S1 |
5,223.0 |
5,223.0 |
5,247.5 |
5,233.0 |
S2 |
5,194.0 |
5,194.0 |
5,243.0 |
|
S3 |
5,145.0 |
5,174.0 |
5,238.5 |
|
S4 |
5,096.0 |
5,125.0 |
5,225.1 |
|
|
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 |
5,116.0 |
147.0 |
2.8% |
39.2 |
0.7% |
93% |
True |
False |
19,954 |
10 |
5,263.0 |
5,106.0 |
157.0 |
3.0% |
45.0 |
0.9% |
93% |
True |
False |
19,645 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
41.9 |
0.8% |
68% |
False |
False |
19,738 |
40 |
5,322.0 |
5,000.0 |
322.0 |
6.1% |
34.1 |
0.6% |
78% |
False |
False |
17,572 |
60 |
5,322.0 |
4,963.0 |
359.0 |
6.8% |
29.7 |
0.6% |
81% |
False |
False |
11,747 |
80 |
5,322.0 |
4,678.0 |
644.0 |
12.3% |
25.2 |
0.5% |
89% |
False |
False |
8,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,471.3 |
2.618 |
5,391.3 |
1.618 |
5,342.3 |
1.000 |
5,312.0 |
0.618 |
5,293.3 |
HIGH |
5,263.0 |
0.618 |
5,244.3 |
0.500 |
5,238.5 |
0.382 |
5,232.7 |
LOW |
5,214.0 |
0.618 |
5,183.7 |
1.000 |
5,165.0 |
1.618 |
5,134.7 |
2.618 |
5,085.7 |
4.250 |
5,005.8 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,247.5 |
5,241.2 |
PP |
5,243.0 |
5,230.3 |
S1 |
5,238.5 |
5,219.5 |
|