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 |
14,635 |
14,690 |
55 |
0.4% |
14,420 |
High |
14,715 |
14,790 |
75 |
0.5% |
14,735 |
Low |
14,550 |
14,665 |
115 |
0.8% |
14,330 |
Close |
14,665 |
14,765 |
100 |
0.7% |
14,665 |
Range |
165 |
125 |
-40 |
-24.2% |
405 |
ATR |
293 |
281 |
-12 |
-4.1% |
0 |
Volume |
7,938 |
5,992 |
-1,946 |
-24.5% |
46,215 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,115 |
15,065 |
14,834 |
|
R3 |
14,990 |
14,940 |
14,800 |
|
R2 |
14,865 |
14,865 |
14,788 |
|
R1 |
14,815 |
14,815 |
14,777 |
14,840 |
PP |
14,740 |
14,740 |
14,740 |
14,753 |
S1 |
14,690 |
14,690 |
14,754 |
14,715 |
S2 |
14,615 |
14,615 |
14,742 |
|
S3 |
14,490 |
14,565 |
14,731 |
|
S4 |
14,365 |
14,440 |
14,696 |
|
|
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 |
14,790 |
14,365 |
425 |
2.9% |
225 |
1.5% |
94% |
True |
False |
9,219 |
10 |
14,790 |
13,785 |
1,005 |
6.8% |
263 |
1.8% |
98% |
True |
False |
11,341 |
20 |
14,950 |
13,785 |
1,165 |
7.9% |
292 |
2.0% |
84% |
False |
False |
12,929 |
40 |
14,965 |
13,240 |
1,725 |
11.7% |
291 |
2.0% |
88% |
False |
False |
10,905 |
60 |
14,965 |
13,240 |
1,725 |
11.7% |
265 |
1.8% |
88% |
False |
False |
7,293 |
80 |
15,125 |
13,240 |
1,885 |
12.8% |
220 |
1.5% |
81% |
False |
False |
5,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,321 |
2.618 |
15,117 |
1.618 |
14,992 |
1.000 |
14,915 |
0.618 |
14,867 |
HIGH |
14,790 |
0.618 |
14,742 |
0.500 |
14,728 |
0.382 |
14,713 |
LOW |
14,665 |
0.618 |
14,588 |
1.000 |
14,540 |
1.618 |
14,463 |
2.618 |
14,338 |
4.250 |
14,134 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,753 |
14,724 |
PP |
14,740 |
14,683 |
S1 |
14,728 |
14,643 |
|