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 |
8,831.0 |
8,850.0 |
19.0 |
0.2% |
8,690.0 |
High |
8,845.0 |
8,869.0 |
24.0 |
0.3% |
8,869.0 |
Low |
8,766.5 |
8,808.0 |
41.5 |
0.5% |
8,678.0 |
Close |
8,811.5 |
8,852.5 |
41.0 |
0.5% |
8,852.5 |
Range |
78.5 |
61.0 |
-17.5 |
-22.3% |
191.0 |
ATR |
98.1 |
95.5 |
-2.7 |
-2.7% |
0.0 |
Volume |
79,085 |
68,529 |
-10,556 |
-13.3% |
422,218 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,026.2 |
9,000.3 |
8,886.1 |
|
R3 |
8,965.2 |
8,939.3 |
8,869.3 |
|
R2 |
8,904.2 |
8,904.2 |
8,863.7 |
|
R1 |
8,878.3 |
8,878.3 |
8,858.1 |
8,891.3 |
PP |
8,843.2 |
8,843.2 |
8,843.2 |
8,849.6 |
S1 |
8,817.3 |
8,817.3 |
8,846.9 |
8,830.3 |
S2 |
8,782.2 |
8,782.2 |
8,841.3 |
|
S3 |
8,721.2 |
8,756.3 |
8,835.7 |
|
S4 |
8,660.2 |
8,695.3 |
8,819.0 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,372.8 |
9,303.7 |
8,957.6 |
|
R3 |
9,181.8 |
9,112.7 |
8,905.0 |
|
R2 |
8,990.8 |
8,990.8 |
8,887.5 |
|
R1 |
8,921.7 |
8,921.7 |
8,870.0 |
8,956.3 |
PP |
8,799.8 |
8,799.8 |
8,799.8 |
8,817.1 |
S1 |
8,730.7 |
8,730.7 |
8,835.0 |
8,765.3 |
S2 |
8,608.8 |
8,608.8 |
8,817.5 |
|
S3 |
8,417.8 |
8,539.7 |
8,800.0 |
|
S4 |
8,226.8 |
8,348.7 |
8,747.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,869.0 |
8,678.0 |
191.0 |
2.2% |
76.3 |
0.9% |
91% |
True |
False |
84,443 |
10 |
8,869.0 |
8,498.0 |
371.0 |
4.2% |
90.8 |
1.0% |
96% |
True |
False |
86,267 |
20 |
8,869.0 |
8,498.0 |
371.0 |
4.2% |
84.0 |
0.9% |
96% |
True |
False |
86,941 |
40 |
8,869.0 |
8,095.0 |
774.0 |
8.7% |
90.3 |
1.0% |
98% |
True |
False |
55,116 |
60 |
8,869.0 |
8,095.0 |
774.0 |
8.7% |
89.6 |
1.0% |
98% |
True |
False |
36,799 |
80 |
8,869.0 |
7,748.5 |
1,120.5 |
12.7% |
92.5 |
1.0% |
99% |
True |
False |
27,643 |
100 |
8,869.0 |
7,700.0 |
1,169.0 |
13.2% |
100.5 |
1.1% |
99% |
True |
False |
22,131 |
120 |
8,869.0 |
7,700.0 |
1,169.0 |
13.2% |
97.8 |
1.1% |
99% |
True |
False |
18,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,128.3 |
2.618 |
9,028.7 |
1.618 |
8,967.7 |
1.000 |
8,930.0 |
0.618 |
8,906.7 |
HIGH |
8,869.0 |
0.618 |
8,845.7 |
0.500 |
8,838.5 |
0.382 |
8,831.3 |
LOW |
8,808.0 |
0.618 |
8,770.3 |
1.000 |
8,747.0 |
1.618 |
8,709.3 |
2.618 |
8,648.3 |
4.250 |
8,548.8 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,847.8 |
8,840.9 |
PP |
8,843.2 |
8,829.3 |
S1 |
8,838.5 |
8,817.8 |
|