Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,265.0 |
5,304.0 |
39.0 |
0.7% |
5,223.0 |
High |
5,283.0 |
5,321.0 |
38.0 |
0.7% |
5,321.0 |
Low |
5,257.0 |
5,285.0 |
28.0 |
0.5% |
5,176.0 |
Close |
5,275.0 |
5,321.0 |
46.0 |
0.9% |
5,321.0 |
Range |
26.0 |
36.0 |
10.0 |
38.5% |
145.0 |
ATR |
48.8 |
48.6 |
-0.2 |
-0.4% |
0.0 |
Volume |
20,485 |
18,912 |
-1,573 |
-7.7% |
98,473 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,417.0 |
5,405.0 |
5,340.8 |
|
R3 |
5,381.0 |
5,369.0 |
5,330.9 |
|
R2 |
5,345.0 |
5,345.0 |
5,327.6 |
|
R1 |
5,333.0 |
5,333.0 |
5,324.3 |
5,339.0 |
PP |
5,309.0 |
5,309.0 |
5,309.0 |
5,312.0 |
S1 |
5,297.0 |
5,297.0 |
5,317.7 |
5,303.0 |
S2 |
5,273.0 |
5,273.0 |
5,314.4 |
|
S3 |
5,237.0 |
5,261.0 |
5,311.1 |
|
S4 |
5,201.0 |
5,225.0 |
5,301.2 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,707.7 |
5,659.3 |
5,400.8 |
|
R3 |
5,562.7 |
5,514.3 |
5,360.9 |
|
R2 |
5,417.7 |
5,417.7 |
5,347.6 |
|
R1 |
5,369.3 |
5,369.3 |
5,334.3 |
5,393.5 |
PP |
5,272.7 |
5,272.7 |
5,272.7 |
5,284.8 |
S1 |
5,224.3 |
5,224.3 |
5,307.7 |
5,248.5 |
S2 |
5,127.7 |
5,127.7 |
5,294.4 |
|
S3 |
4,982.7 |
5,079.3 |
5,281.1 |
|
S4 |
4,837.7 |
4,934.3 |
5,241.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,321.0 |
5,176.0 |
145.0 |
2.7% |
35.8 |
0.7% |
100% |
True |
False |
19,694 |
10 |
5,321.0 |
5,106.0 |
215.0 |
4.0% |
42.6 |
0.8% |
100% |
True |
False |
19,757 |
20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
42.5 |
0.8% |
100% |
False |
False |
19,653 |
40 |
5,322.0 |
5,052.0 |
270.0 |
5.1% |
34.0 |
0.6% |
100% |
False |
False |
18,555 |
60 |
5,322.0 |
4,963.0 |
359.0 |
6.7% |
30.7 |
0.6% |
100% |
False |
False |
12,403 |
80 |
5,322.0 |
4,678.0 |
644.0 |
12.1% |
25.8 |
0.5% |
100% |
False |
False |
9,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,474.0 |
2.618 |
5,415.2 |
1.618 |
5,379.2 |
1.000 |
5,357.0 |
0.618 |
5,343.2 |
HIGH |
5,321.0 |
0.618 |
5,307.2 |
0.500 |
5,303.0 |
0.382 |
5,298.8 |
LOW |
5,285.0 |
0.618 |
5,262.8 |
1.000 |
5,249.0 |
1.618 |
5,226.8 |
2.618 |
5,190.8 |
4.250 |
5,132.0 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,315.0 |
5,303.2 |
PP |
5,309.0 |
5,285.3 |
S1 |
5,303.0 |
5,267.5 |
|