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 |
14,685 |
14,635 |
-50 |
-0.3% |
14,420 |
High |
14,735 |
14,715 |
-20 |
-0.1% |
14,735 |
Low |
14,495 |
14,550 |
55 |
0.4% |
14,330 |
Close |
14,660 |
14,665 |
5 |
0.0% |
14,665 |
Range |
240 |
165 |
-75 |
-31.3% |
405 |
ATR |
303 |
293 |
-10 |
-3.2% |
0 |
Volume |
11,668 |
7,938 |
-3,730 |
-32.0% |
46,215 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,138 |
15,067 |
14,756 |
|
R3 |
14,973 |
14,902 |
14,711 |
|
R2 |
14,808 |
14,808 |
14,695 |
|
R1 |
14,737 |
14,737 |
14,680 |
14,773 |
PP |
14,643 |
14,643 |
14,643 |
14,661 |
S1 |
14,572 |
14,572 |
14,650 |
14,608 |
S2 |
14,478 |
14,478 |
14,635 |
|
S3 |
14,313 |
14,407 |
14,620 |
|
S4 |
14,148 |
14,242 |
14,574 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,792 |
15,633 |
14,888 |
|
R3 |
15,387 |
15,228 |
14,777 |
|
R2 |
14,982 |
14,982 |
14,739 |
|
R1 |
14,823 |
14,823 |
14,702 |
14,903 |
PP |
14,577 |
14,577 |
14,577 |
14,616 |
S1 |
14,418 |
14,418 |
14,628 |
14,498 |
S2 |
14,172 |
14,172 |
14,591 |
|
S3 |
13,767 |
14,013 |
14,554 |
|
S4 |
13,362 |
13,608 |
14,442 |
|
|
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% |
255 |
1.7% |
83% |
False |
False |
9,243 |
10 |
14,735 |
13,785 |
950 |
6.5% |
289 |
2.0% |
93% |
False |
False |
12,434 |
20 |
14,950 |
13,785 |
1,165 |
7.9% |
296 |
2.0% |
76% |
False |
False |
12,939 |
40 |
14,965 |
13,240 |
1,725 |
11.8% |
291 |
2.0% |
83% |
False |
False |
10,766 |
60 |
14,965 |
13,240 |
1,725 |
11.8% |
267 |
1.8% |
83% |
False |
False |
7,195 |
80 |
15,125 |
13,240 |
1,885 |
12.9% |
220 |
1.5% |
76% |
False |
False |
5,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,416 |
2.618 |
15,147 |
1.618 |
14,982 |
1.000 |
14,880 |
0.618 |
14,817 |
HIGH |
14,715 |
0.618 |
14,652 |
0.500 |
14,633 |
0.382 |
14,613 |
LOW |
14,550 |
0.618 |
14,448 |
1.000 |
14,385 |
1.618 |
14,283 |
2.618 |
14,118 |
4.250 |
13,849 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,654 |
14,630 |
PP |
14,643 |
14,595 |
S1 |
14,633 |
14,560 |
|