Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,420 |
14,605 |
185 |
1.3% |
14,190 |
High |
14,605 |
14,620 |
15 |
0.1% |
14,600 |
Low |
14,330 |
14,365 |
35 |
0.2% |
13,785 |
Close |
14,585 |
14,430 |
-155 |
-1.1% |
14,590 |
Range |
275 |
255 |
-20 |
-7.3% |
815 |
ATR |
309 |
305 |
-4 |
-1.2% |
0 |
Volume |
6,110 |
11,343 |
5,233 |
85.6% |
78,131 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,237 |
15,088 |
14,570 |
|
R3 |
14,982 |
14,833 |
14,500 |
|
R2 |
14,727 |
14,727 |
14,477 |
|
R1 |
14,578 |
14,578 |
14,454 |
14,525 |
PP |
14,472 |
14,472 |
14,472 |
14,445 |
S1 |
14,323 |
14,323 |
14,407 |
14,270 |
S2 |
14,217 |
14,217 |
14,383 |
|
S3 |
13,962 |
14,068 |
14,360 |
|
S4 |
13,707 |
13,813 |
14,290 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,770 |
16,495 |
15,038 |
|
R3 |
15,955 |
15,680 |
14,814 |
|
R2 |
15,140 |
15,140 |
14,740 |
|
R1 |
14,865 |
14,865 |
14,665 |
15,003 |
PP |
14,325 |
14,325 |
14,325 |
14,394 |
S1 |
14,050 |
14,050 |
14,515 |
14,188 |
S2 |
13,510 |
13,510 |
14,441 |
|
S3 |
12,695 |
13,235 |
14,366 |
|
S4 |
11,880 |
12,420 |
14,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,620 |
13,790 |
830 |
5.8% |
308 |
2.1% |
77% |
True |
False |
12,951 |
10 |
14,670 |
13,785 |
885 |
6.1% |
322 |
2.2% |
73% |
False |
False |
14,286 |
20 |
14,965 |
13,785 |
1,180 |
8.2% |
307 |
2.1% |
55% |
False |
False |
14,182 |
40 |
14,965 |
13,240 |
1,725 |
12.0% |
294 |
2.0% |
69% |
False |
False |
10,062 |
60 |
14,965 |
13,240 |
1,725 |
12.0% |
261 |
1.8% |
69% |
False |
False |
6,715 |
80 |
15,125 |
13,050 |
2,075 |
14.4% |
215 |
1.5% |
67% |
False |
False |
5,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,704 |
2.618 |
15,288 |
1.618 |
15,033 |
1.000 |
14,875 |
0.618 |
14,778 |
HIGH |
14,620 |
0.618 |
14,523 |
0.500 |
14,493 |
0.382 |
14,463 |
LOW |
14,365 |
0.618 |
14,208 |
1.000 |
14,110 |
1.618 |
13,953 |
2.618 |
13,698 |
4.250 |
13,281 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,493 |
14,475 |
PP |
14,472 |
14,460 |
S1 |
14,451 |
14,445 |
|