Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,338.0 |
5,348.0 |
10.0 |
0.2% |
5,223.0 |
High |
5,358.0 |
5,373.0 |
15.0 |
0.3% |
5,321.0 |
Low |
5,329.0 |
5,343.0 |
14.0 |
0.3% |
5,176.0 |
Close |
5,336.0 |
5,356.0 |
20.0 |
0.4% |
5,321.0 |
Range |
29.0 |
30.0 |
1.0 |
3.4% |
145.0 |
ATR |
47.7 |
47.0 |
-0.8 |
-1.6% |
0.0 |
Volume |
16,883 |
18,402 |
1,519 |
9.0% |
98,473 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,447.3 |
5,431.7 |
5,372.5 |
|
R3 |
5,417.3 |
5,401.7 |
5,364.3 |
|
R2 |
5,387.3 |
5,387.3 |
5,361.5 |
|
R1 |
5,371.7 |
5,371.7 |
5,358.8 |
5,379.5 |
PP |
5,357.3 |
5,357.3 |
5,357.3 |
5,361.3 |
S1 |
5,341.7 |
5,341.7 |
5,353.3 |
5,349.5 |
S2 |
5,327.3 |
5,327.3 |
5,350.5 |
|
S3 |
5,297.3 |
5,311.7 |
5,347.8 |
|
S4 |
5,267.3 |
5,281.7 |
5,339.5 |
|
|
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 |
5,373.0 |
5,214.0 |
159.0 |
3.0% |
34.0 |
0.6% |
89% |
True |
False |
19,567 |
10 |
5,373.0 |
5,106.0 |
267.0 |
5.0% |
36.3 |
0.7% |
94% |
True |
False |
19,024 |
20 |
5,373.0 |
5,106.0 |
267.0 |
5.0% |
42.4 |
0.8% |
94% |
True |
False |
19,893 |
40 |
5,373.0 |
5,052.0 |
321.0 |
6.0% |
34.1 |
0.6% |
95% |
True |
False |
19,432 |
60 |
5,373.0 |
4,963.0 |
410.0 |
7.7% |
31.2 |
0.6% |
96% |
True |
False |
12,988 |
80 |
5,373.0 |
4,698.0 |
675.0 |
12.6% |
25.9 |
0.5% |
97% |
True |
False |
9,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,500.5 |
2.618 |
5,451.5 |
1.618 |
5,421.5 |
1.000 |
5,403.0 |
0.618 |
5,391.5 |
HIGH |
5,373.0 |
0.618 |
5,361.5 |
0.500 |
5,358.0 |
0.382 |
5,354.5 |
LOW |
5,343.0 |
0.618 |
5,324.5 |
1.000 |
5,313.0 |
1.618 |
5,294.5 |
2.618 |
5,264.5 |
4.250 |
5,215.5 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,358.0 |
5,347.0 |
PP |
5,357.3 |
5,338.0 |
S1 |
5,356.7 |
5,329.0 |
|