Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
8,850.0 |
8,872.0 |
22.0 |
0.2% |
8,690.0 |
High |
8,869.0 |
8,887.5 |
18.5 |
0.2% |
8,869.0 |
Low |
8,808.0 |
8,836.5 |
28.5 |
0.3% |
8,678.0 |
Close |
8,852.5 |
8,869.5 |
17.0 |
0.2% |
8,852.5 |
Range |
61.0 |
51.0 |
-10.0 |
-16.4% |
191.0 |
ATR |
95.5 |
92.3 |
-3.2 |
-3.3% |
0.0 |
Volume |
68,529 |
68,529 |
0 |
0.0% |
422,218 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,017.5 |
8,994.5 |
8,897.6 |
|
R3 |
8,966.5 |
8,943.5 |
8,883.5 |
|
R2 |
8,915.5 |
8,915.5 |
8,878.9 |
|
R1 |
8,892.5 |
8,892.5 |
8,874.2 |
8,878.5 |
PP |
8,864.5 |
8,864.5 |
8,864.5 |
8,857.5 |
S1 |
8,841.5 |
8,841.5 |
8,864.8 |
8,827.5 |
S2 |
8,813.5 |
8,813.5 |
8,860.2 |
|
S3 |
8,762.5 |
8,790.5 |
8,855.5 |
|
S4 |
8,711.5 |
8,739.5 |
8,841.5 |
|
|
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 |
8,887.5 |
8,746.0 |
141.5 |
1.6% |
69.5 |
0.8% |
87% |
True |
False |
78,480 |
10 |
8,887.5 |
8,498.0 |
389.5 |
4.4% |
86.2 |
1.0% |
95% |
True |
False |
83,862 |
20 |
8,887.5 |
8,498.0 |
389.5 |
4.4% |
81.8 |
0.9% |
95% |
True |
False |
86,691 |
40 |
8,887.5 |
8,095.0 |
792.5 |
8.9% |
90.2 |
1.0% |
98% |
True |
False |
56,825 |
60 |
8,887.5 |
8,095.0 |
792.5 |
8.9% |
89.1 |
1.0% |
98% |
True |
False |
37,939 |
80 |
8,887.5 |
7,748.5 |
1,139.0 |
12.8% |
91.7 |
1.0% |
98% |
True |
False |
28,498 |
100 |
8,887.5 |
7,700.0 |
1,187.5 |
13.4% |
99.4 |
1.1% |
98% |
True |
False |
22,815 |
120 |
8,887.5 |
7,700.0 |
1,187.5 |
13.4% |
98.0 |
1.1% |
98% |
True |
False |
19,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,104.3 |
2.618 |
9,021.0 |
1.618 |
8,970.0 |
1.000 |
8,938.5 |
0.618 |
8,919.0 |
HIGH |
8,887.5 |
0.618 |
8,868.0 |
0.500 |
8,862.0 |
0.382 |
8,856.0 |
LOW |
8,836.5 |
0.618 |
8,805.0 |
1.000 |
8,785.5 |
1.618 |
8,754.0 |
2.618 |
8,703.0 |
4.250 |
8,619.8 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,867.0 |
8,855.3 |
PP |
8,864.5 |
8,841.2 |
S1 |
8,862.0 |
8,827.0 |
|