Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,430 |
14,685 |
255 |
1.8% |
14,190 |
High |
14,725 |
14,735 |
10 |
0.1% |
14,600 |
Low |
14,385 |
14,495 |
110 |
0.8% |
13,785 |
Close |
14,705 |
14,660 |
-45 |
-0.3% |
14,590 |
Range |
340 |
240 |
-100 |
-29.4% |
815 |
ATR |
308 |
303 |
-5 |
-1.6% |
0 |
Volume |
9,156 |
11,668 |
2,512 |
27.4% |
78,131 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,350 |
15,245 |
14,792 |
|
R3 |
15,110 |
15,005 |
14,726 |
|
R2 |
14,870 |
14,870 |
14,704 |
|
R1 |
14,765 |
14,765 |
14,682 |
14,698 |
PP |
14,630 |
14,630 |
14,630 |
14,596 |
S1 |
14,525 |
14,525 |
14,638 |
14,458 |
S2 |
14,390 |
14,390 |
14,616 |
|
S3 |
14,150 |
14,285 |
14,594 |
|
S4 |
13,910 |
14,045 |
14,528 |
|
|
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 |
14,735 |
14,330 |
405 |
2.8% |
272 |
1.9% |
81% |
True |
False |
10,698 |
10 |
14,735 |
13,785 |
950 |
6.5% |
299 |
2.0% |
92% |
True |
False |
12,934 |
20 |
14,950 |
13,785 |
1,165 |
7.9% |
299 |
2.0% |
75% |
False |
False |
12,997 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
295 |
2.0% |
82% |
False |
False |
10,572 |
60 |
14,965 |
13,240 |
1,725 |
11.8% |
268 |
1.8% |
82% |
False |
False |
7,062 |
80 |
15,125 |
13,225 |
1,900 |
13.0% |
218 |
1.5% |
76% |
False |
False |
5,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,755 |
2.618 |
15,363 |
1.618 |
15,123 |
1.000 |
14,975 |
0.618 |
14,883 |
HIGH |
14,735 |
0.618 |
14,643 |
0.500 |
14,615 |
0.382 |
14,587 |
LOW |
14,495 |
0.618 |
14,347 |
1.000 |
14,255 |
1.618 |
14,107 |
2.618 |
13,867 |
4.250 |
13,475 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,645 |
14,623 |
PP |
14,630 |
14,587 |
S1 |
14,615 |
14,550 |
|