Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,690 |
14,745 |
55 |
0.4% |
14,420 |
High |
14,790 |
14,885 |
95 |
0.6% |
14,735 |
Low |
14,665 |
14,700 |
35 |
0.2% |
14,330 |
Close |
14,765 |
14,815 |
50 |
0.3% |
14,665 |
Range |
125 |
185 |
60 |
48.0% |
405 |
ATR |
281 |
274 |
-7 |
-2.4% |
0 |
Volume |
5,992 |
12,054 |
6,062 |
101.2% |
46,215 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,355 |
15,270 |
14,917 |
|
R3 |
15,170 |
15,085 |
14,866 |
|
R2 |
14,985 |
14,985 |
14,849 |
|
R1 |
14,900 |
14,900 |
14,832 |
14,943 |
PP |
14,800 |
14,800 |
14,800 |
14,821 |
S1 |
14,715 |
14,715 |
14,798 |
14,758 |
S2 |
14,615 |
14,615 |
14,781 |
|
S3 |
14,430 |
14,530 |
14,764 |
|
S4 |
14,245 |
14,345 |
14,713 |
|
|
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 |
14,885 |
14,385 |
500 |
3.4% |
211 |
1.4% |
86% |
True |
False |
9,361 |
10 |
14,885 |
13,790 |
1,095 |
7.4% |
260 |
1.8% |
94% |
True |
False |
11,156 |
20 |
14,950 |
13,785 |
1,165 |
7.9% |
290 |
2.0% |
88% |
False |
False |
13,028 |
40 |
14,965 |
13,240 |
1,725 |
11.6% |
292 |
2.0% |
91% |
False |
False |
11,194 |
60 |
14,965 |
13,240 |
1,725 |
11.6% |
262 |
1.8% |
91% |
False |
False |
7,494 |
80 |
15,125 |
13,240 |
1,885 |
12.7% |
222 |
1.5% |
84% |
False |
False |
5,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,671 |
2.618 |
15,369 |
1.618 |
15,184 |
1.000 |
15,070 |
0.618 |
14,999 |
HIGH |
14,885 |
0.618 |
14,814 |
0.500 |
14,793 |
0.382 |
14,771 |
LOW |
14,700 |
0.618 |
14,586 |
1.000 |
14,515 |
1.618 |
14,401 |
2.618 |
14,216 |
4.250 |
13,914 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,808 |
14,783 |
PP |
14,800 |
14,750 |
S1 |
14,793 |
14,718 |
|