Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,242.0 |
5,265.0 |
23.0 |
0.4% |
5,218.0 |
High |
5,263.0 |
5,283.0 |
20.0 |
0.4% |
5,235.0 |
Low |
5,214.0 |
5,257.0 |
43.0 |
0.8% |
5,106.0 |
Close |
5,252.0 |
5,275.0 |
23.0 |
0.4% |
5,229.0 |
Range |
49.0 |
26.0 |
-23.0 |
-46.9% |
129.0 |
ATR |
50.1 |
48.8 |
-1.4 |
-2.7% |
0.0 |
Volume |
23,156 |
20,485 |
-2,671 |
-11.5% |
99,101 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.7 |
5,338.3 |
5,289.3 |
|
R3 |
5,323.7 |
5,312.3 |
5,282.2 |
|
R2 |
5,297.7 |
5,297.7 |
5,279.8 |
|
R1 |
5,286.3 |
5,286.3 |
5,277.4 |
5,292.0 |
PP |
5,271.7 |
5,271.7 |
5,271.7 |
5,274.5 |
S1 |
5,260.3 |
5,260.3 |
5,272.6 |
5,266.0 |
S2 |
5,245.7 |
5,245.7 |
5,270.2 |
|
S3 |
5,219.7 |
5,234.3 |
5,267.9 |
|
S4 |
5,193.7 |
5,208.3 |
5,260.7 |
|
|
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 |
5,283.0 |
5,176.0 |
107.0 |
2.0% |
39.6 |
0.8% |
93% |
True |
False |
20,880 |
10 |
5,283.0 |
5,106.0 |
177.0 |
3.4% |
41.7 |
0.8% |
95% |
True |
False |
19,739 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
42.0 |
0.8% |
78% |
False |
False |
19,701 |
40 |
5,322.0 |
5,052.0 |
270.0 |
5.1% |
33.7 |
0.6% |
83% |
False |
False |
18,084 |
60 |
5,322.0 |
4,963.0 |
359.0 |
6.8% |
30.1 |
0.6% |
87% |
False |
False |
12,088 |
80 |
5,322.0 |
4,678.0 |
644.0 |
12.2% |
25.3 |
0.5% |
93% |
False |
False |
9,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,393.5 |
2.618 |
5,351.1 |
1.618 |
5,325.1 |
1.000 |
5,309.0 |
0.618 |
5,299.1 |
HIGH |
5,283.0 |
0.618 |
5,273.1 |
0.500 |
5,270.0 |
0.382 |
5,266.9 |
LOW |
5,257.0 |
0.618 |
5,240.9 |
1.000 |
5,231.0 |
1.618 |
5,214.9 |
2.618 |
5,188.9 |
4.250 |
5,146.5 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,273.3 |
5,266.2 |
PP |
5,271.7 |
5,257.3 |
S1 |
5,270.0 |
5,248.5 |
|