Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,385 |
14,465 |
80 |
0.6% |
14,690 |
High |
14,550 |
14,490 |
-60 |
-0.4% |
14,885 |
Low |
14,320 |
14,125 |
-195 |
-1.4% |
14,125 |
Close |
14,450 |
14,235 |
-215 |
-1.5% |
14,235 |
Range |
230 |
365 |
135 |
58.7% |
760 |
ATR |
289 |
294 |
5 |
1.9% |
0 |
Volume |
8,924 |
11,561 |
2,637 |
29.5% |
54,281 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,378 |
15,172 |
14,436 |
|
R3 |
15,013 |
14,807 |
14,336 |
|
R2 |
14,648 |
14,648 |
14,302 |
|
R1 |
14,442 |
14,442 |
14,269 |
14,363 |
PP |
14,283 |
14,283 |
14,283 |
14,244 |
S1 |
14,077 |
14,077 |
14,202 |
13,998 |
S2 |
13,918 |
13,918 |
14,168 |
|
S3 |
13,553 |
13,712 |
14,135 |
|
S4 |
13,188 |
13,347 |
14,034 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,695 |
16,225 |
14,653 |
|
R3 |
15,935 |
15,465 |
14,444 |
|
R2 |
15,175 |
15,175 |
14,374 |
|
R1 |
14,705 |
14,705 |
14,305 |
14,560 |
PP |
14,415 |
14,415 |
14,415 |
14,343 |
S1 |
13,945 |
13,945 |
14,165 |
13,800 |
S2 |
13,655 |
13,655 |
14,096 |
|
S3 |
12,895 |
13,185 |
14,026 |
|
S4 |
12,135 |
12,425 |
13,817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,885 |
14,125 |
760 |
5.3% |
290 |
2.0% |
14% |
False |
True |
10,856 |
10 |
14,885 |
14,125 |
760 |
5.3% |
273 |
1.9% |
14% |
False |
True |
10,049 |
20 |
14,885 |
13,785 |
1,100 |
7.7% |
300 |
2.1% |
41% |
False |
False |
12,874 |
40 |
14,965 |
13,340 |
1,625 |
11.4% |
299 |
2.1% |
55% |
False |
False |
12,094 |
60 |
14,965 |
13,240 |
1,725 |
12.1% |
271 |
1.9% |
58% |
False |
False |
8,098 |
80 |
15,125 |
13,240 |
1,885 |
13.2% |
231 |
1.6% |
53% |
False |
False |
6,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,041 |
2.618 |
15,446 |
1.618 |
15,081 |
1.000 |
14,855 |
0.618 |
14,716 |
HIGH |
14,490 |
0.618 |
14,351 |
0.500 |
14,308 |
0.382 |
14,265 |
LOW |
14,125 |
0.618 |
13,900 |
1.000 |
13,760 |
1.618 |
13,535 |
2.618 |
13,170 |
4.250 |
12,574 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,308 |
14,483 |
PP |
14,283 |
14,400 |
S1 |
14,259 |
14,318 |
|