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 |
8,916.5 |
8,961.5 |
45.0 |
0.5% |
8,690.0 |
High |
8,935.5 |
8,999.0 |
63.5 |
0.7% |
8,869.0 |
Low |
8,899.5 |
8,952.0 |
52.5 |
0.6% |
8,678.0 |
Close |
8,913.0 |
8,976.5 |
63.5 |
0.7% |
8,852.5 |
Range |
36.0 |
47.0 |
11.0 |
30.6% |
191.0 |
ATR |
92.1 |
91.7 |
-0.4 |
-0.5% |
0.0 |
Volume |
71,916 |
74,686 |
2,770 |
3.9% |
422,218 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,116.8 |
9,093.7 |
9,002.4 |
|
R3 |
9,069.8 |
9,046.7 |
8,989.4 |
|
R2 |
9,022.8 |
9,022.8 |
8,985.1 |
|
R1 |
8,999.7 |
8,999.7 |
8,980.8 |
9,011.3 |
PP |
8,975.8 |
8,975.8 |
8,975.8 |
8,981.6 |
S1 |
8,952.7 |
8,952.7 |
8,972.2 |
8,964.3 |
S2 |
8,928.8 |
8,928.8 |
8,967.9 |
|
S3 |
8,881.8 |
8,905.7 |
8,963.6 |
|
S4 |
8,834.8 |
8,858.7 |
8,950.7 |
|
|
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 |
8,999.0 |
8,808.0 |
191.0 |
2.1% |
67.3 |
0.7% |
88% |
True |
False |
73,055 |
10 |
8,999.0 |
8,678.0 |
321.0 |
3.6% |
70.9 |
0.8% |
93% |
True |
False |
78,472 |
20 |
8,999.0 |
8,498.0 |
501.0 |
5.6% |
83.5 |
0.9% |
96% |
True |
False |
85,351 |
40 |
8,999.0 |
8,095.0 |
904.0 |
10.1% |
85.6 |
1.0% |
98% |
True |
False |
62,501 |
60 |
8,999.0 |
8,095.0 |
904.0 |
10.1% |
87.4 |
1.0% |
98% |
True |
False |
41,736 |
80 |
8,999.0 |
7,817.5 |
1,181.5 |
13.2% |
89.6 |
1.0% |
98% |
True |
False |
31,345 |
100 |
8,999.0 |
7,700.0 |
1,299.0 |
14.5% |
97.8 |
1.1% |
98% |
True |
False |
25,096 |
120 |
8,999.0 |
7,700.0 |
1,299.0 |
14.5% |
98.5 |
1.1% |
98% |
True |
False |
20,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,198.8 |
2.618 |
9,122.0 |
1.618 |
9,075.0 |
1.000 |
9,046.0 |
0.618 |
9,028.0 |
HIGH |
8,999.0 |
0.618 |
8,981.0 |
0.500 |
8,975.5 |
0.382 |
8,970.0 |
LOW |
8,952.0 |
0.618 |
8,923.0 |
1.000 |
8,905.0 |
1.618 |
8,876.0 |
2.618 |
8,829.0 |
4.250 |
8,752.3 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,976.2 |
8,959.0 |
PP |
8,975.8 |
8,941.5 |
S1 |
8,975.5 |
8,924.0 |
|