Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,745 |
14,810 |
65 |
0.4% |
14,420 |
High |
14,885 |
14,840 |
-45 |
-0.3% |
14,735 |
Low |
14,700 |
14,295 |
-405 |
-2.8% |
14,330 |
Close |
14,815 |
14,355 |
-460 |
-3.1% |
14,665 |
Range |
185 |
545 |
360 |
194.6% |
405 |
ATR |
274 |
293 |
19 |
7.1% |
0 |
Volume |
12,054 |
15,750 |
3,696 |
30.7% |
46,215 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,132 |
15,788 |
14,655 |
|
R3 |
15,587 |
15,243 |
14,505 |
|
R2 |
15,042 |
15,042 |
14,455 |
|
R1 |
14,698 |
14,698 |
14,405 |
14,598 |
PP |
14,497 |
14,497 |
14,497 |
14,446 |
S1 |
14,153 |
14,153 |
14,305 |
14,053 |
S2 |
13,952 |
13,952 |
14,255 |
|
S3 |
13,407 |
13,608 |
14,205 |
|
S4 |
12,862 |
13,063 |
14,055 |
|
|
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 |
14,295 |
590 |
4.1% |
252 |
1.8% |
10% |
False |
True |
10,680 |
10 |
14,885 |
14,120 |
765 |
5.3% |
274 |
1.9% |
31% |
False |
False |
11,200 |
20 |
14,950 |
13,785 |
1,165 |
8.1% |
307 |
2.1% |
49% |
False |
False |
13,280 |
40 |
14,965 |
13,240 |
1,725 |
12.0% |
295 |
2.1% |
65% |
False |
False |
11,585 |
60 |
14,965 |
13,240 |
1,725 |
12.0% |
270 |
1.9% |
65% |
False |
False |
7,756 |
80 |
15,125 |
13,240 |
1,885 |
13.1% |
224 |
1.6% |
59% |
False |
False |
5,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,156 |
2.618 |
16,267 |
1.618 |
15,722 |
1.000 |
15,385 |
0.618 |
15,177 |
HIGH |
14,840 |
0.618 |
14,632 |
0.500 |
14,568 |
0.382 |
14,503 |
LOW |
14,295 |
0.618 |
13,958 |
1.000 |
13,750 |
1.618 |
13,413 |
2.618 |
12,868 |
4.250 |
11,979 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,568 |
14,590 |
PP |
14,497 |
14,512 |
S1 |
14,426 |
14,433 |
|