Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,348.0 |
5,381.0 |
33.0 |
0.6% |
5,223.0 |
High |
5,373.0 |
5,394.0 |
21.0 |
0.4% |
5,321.0 |
Low |
5,343.0 |
5,341.0 |
-2.0 |
0.0% |
5,176.0 |
Close |
5,356.0 |
5,346.0 |
-10.0 |
-0.2% |
5,321.0 |
Range |
30.0 |
53.0 |
23.0 |
76.7% |
145.0 |
ATR |
47.0 |
47.4 |
0.4 |
0.9% |
0.0 |
Volume |
18,402 |
22,423 |
4,021 |
21.9% |
98,473 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,519.3 |
5,485.7 |
5,375.2 |
|
R3 |
5,466.3 |
5,432.7 |
5,360.6 |
|
R2 |
5,413.3 |
5,413.3 |
5,355.7 |
|
R1 |
5,379.7 |
5,379.7 |
5,350.9 |
5,370.0 |
PP |
5,360.3 |
5,360.3 |
5,360.3 |
5,355.5 |
S1 |
5,326.7 |
5,326.7 |
5,341.1 |
5,317.0 |
S2 |
5,307.3 |
5,307.3 |
5,336.3 |
|
S3 |
5,254.3 |
5,273.7 |
5,331.4 |
|
S4 |
5,201.3 |
5,220.7 |
5,316.9 |
|
|
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 |
5,394.0 |
5,257.0 |
137.0 |
2.6% |
34.8 |
0.7% |
65% |
True |
False |
19,421 |
10 |
5,394.0 |
5,116.0 |
278.0 |
5.2% |
37.0 |
0.7% |
83% |
True |
False |
19,687 |
20 |
5,394.0 |
5,106.0 |
288.0 |
5.4% |
42.0 |
0.8% |
83% |
True |
False |
19,899 |
40 |
5,394.0 |
5,052.0 |
342.0 |
6.4% |
35.5 |
0.7% |
86% |
True |
False |
19,988 |
60 |
5,394.0 |
4,963.0 |
431.0 |
8.1% |
31.5 |
0.6% |
89% |
True |
False |
13,360 |
80 |
5,394.0 |
4,744.0 |
650.0 |
12.2% |
26.4 |
0.5% |
93% |
True |
False |
10,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,619.3 |
2.618 |
5,532.8 |
1.618 |
5,479.8 |
1.000 |
5,447.0 |
0.618 |
5,426.8 |
HIGH |
5,394.0 |
0.618 |
5,373.8 |
0.500 |
5,367.5 |
0.382 |
5,361.2 |
LOW |
5,341.0 |
0.618 |
5,308.2 |
1.000 |
5,288.0 |
1.618 |
5,255.2 |
2.618 |
5,202.2 |
4.250 |
5,115.8 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,367.5 |
5,361.5 |
PP |
5,360.3 |
5,356.3 |
S1 |
5,353.2 |
5,351.2 |
|