Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,381.0 |
5,355.0 |
-26.0 |
-0.5% |
5,223.0 |
High |
5,394.0 |
5,375.0 |
-19.0 |
-0.4% |
5,321.0 |
Low |
5,341.0 |
5,348.0 |
7.0 |
0.1% |
5,176.0 |
Close |
5,346.0 |
5,370.0 |
24.0 |
0.4% |
5,321.0 |
Range |
53.0 |
27.0 |
-26.0 |
-49.1% |
145.0 |
ATR |
47.4 |
46.1 |
-1.3 |
-2.8% |
0.0 |
Volume |
22,423 |
18,292 |
-4,131 |
-18.4% |
98,473 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,445.3 |
5,434.7 |
5,384.9 |
|
R3 |
5,418.3 |
5,407.7 |
5,377.4 |
|
R2 |
5,391.3 |
5,391.3 |
5,375.0 |
|
R1 |
5,380.7 |
5,380.7 |
5,372.5 |
5,386.0 |
PP |
5,364.3 |
5,364.3 |
5,364.3 |
5,367.0 |
S1 |
5,353.7 |
5,353.7 |
5,367.5 |
5,359.0 |
S2 |
5,337.3 |
5,337.3 |
5,365.1 |
|
S3 |
5,310.3 |
5,326.7 |
5,362.6 |
|
S4 |
5,283.3 |
5,299.7 |
5,355.2 |
|
|
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 |
5,394.0 |
5,285.0 |
109.0 |
2.0% |
35.0 |
0.7% |
78% |
False |
False |
18,982 |
10 |
5,394.0 |
5,176.0 |
218.0 |
4.1% |
37.3 |
0.7% |
89% |
False |
False |
19,931 |
20 |
5,394.0 |
5,106.0 |
288.0 |
5.4% |
40.3 |
0.8% |
92% |
False |
False |
19,785 |
40 |
5,394.0 |
5,080.0 |
314.0 |
5.8% |
35.6 |
0.7% |
92% |
False |
False |
20,444 |
60 |
5,394.0 |
4,963.0 |
431.0 |
8.0% |
30.9 |
0.6% |
94% |
False |
False |
13,661 |
80 |
5,394.0 |
4,764.0 |
630.0 |
11.7% |
26.6 |
0.5% |
96% |
False |
False |
10,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,489.8 |
2.618 |
5,445.7 |
1.618 |
5,418.7 |
1.000 |
5,402.0 |
0.618 |
5,391.7 |
HIGH |
5,375.0 |
0.618 |
5,364.7 |
0.500 |
5,361.5 |
0.382 |
5,358.3 |
LOW |
5,348.0 |
0.618 |
5,331.3 |
1.000 |
5,321.0 |
1.618 |
5,304.3 |
2.618 |
5,277.3 |
4.250 |
5,233.3 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,367.2 |
5,369.2 |
PP |
5,364.3 |
5,368.3 |
S1 |
5,361.5 |
5,367.5 |
|