Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,810 |
14,385 |
-425 |
-2.9% |
14,420 |
High |
14,840 |
14,550 |
-290 |
-2.0% |
14,735 |
Low |
14,295 |
14,320 |
25 |
0.2% |
14,330 |
Close |
14,355 |
14,450 |
95 |
0.7% |
14,665 |
Range |
545 |
230 |
-315 |
-57.8% |
405 |
ATR |
293 |
289 |
-5 |
-1.5% |
0 |
Volume |
15,750 |
8,924 |
-6,826 |
-43.3% |
46,215 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,130 |
15,020 |
14,577 |
|
R3 |
14,900 |
14,790 |
14,513 |
|
R2 |
14,670 |
14,670 |
14,492 |
|
R1 |
14,560 |
14,560 |
14,471 |
14,615 |
PP |
14,440 |
14,440 |
14,440 |
14,468 |
S1 |
14,330 |
14,330 |
14,429 |
14,385 |
S2 |
14,210 |
14,210 |
14,408 |
|
S3 |
13,980 |
14,100 |
14,387 |
|
S4 |
13,750 |
13,870 |
14,324 |
|
|
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% |
250 |
1.7% |
26% |
False |
False |
10,131 |
10 |
14,885 |
14,295 |
590 |
4.1% |
261 |
1.8% |
26% |
False |
False |
10,415 |
20 |
14,945 |
13,785 |
1,160 |
8.0% |
296 |
2.0% |
57% |
False |
False |
12,775 |
40 |
14,965 |
13,340 |
1,625 |
11.2% |
295 |
2.0% |
68% |
False |
False |
11,806 |
60 |
14,965 |
13,240 |
1,725 |
11.9% |
271 |
1.9% |
70% |
False |
False |
7,905 |
80 |
15,125 |
13,240 |
1,885 |
13.0% |
227 |
1.6% |
64% |
False |
False |
5,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,528 |
2.618 |
15,152 |
1.618 |
14,922 |
1.000 |
14,780 |
0.618 |
14,692 |
HIGH |
14,550 |
0.618 |
14,462 |
0.500 |
14,435 |
0.382 |
14,408 |
LOW |
14,320 |
0.618 |
14,178 |
1.000 |
14,090 |
1.618 |
13,948 |
2.618 |
13,718 |
4.250 |
13,343 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,445 |
14,590 |
PP |
14,440 |
14,543 |
S1 |
14,435 |
14,497 |
|