Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
6,539.5 |
6,586.0 |
46.5 |
0.7% |
6,455.0 |
High |
6,583.0 |
6,604.5 |
21.5 |
0.3% |
6,604.5 |
Low |
6,500.0 |
6,550.0 |
50.0 |
0.8% |
6,433.5 |
Close |
6,543.5 |
6,593.5 |
50.0 |
0.8% |
6,593.5 |
Range |
83.0 |
54.5 |
-28.5 |
-34.3% |
171.0 |
ATR |
76.2 |
75.1 |
-1.1 |
-1.4% |
0.0 |
Volume |
95,191 |
65,584 |
-29,607 |
-31.1% |
459,547 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,746.0 |
6,724.5 |
6,623.5 |
|
R3 |
6,691.5 |
6,670.0 |
6,608.5 |
|
R2 |
6,637.0 |
6,637.0 |
6,603.5 |
|
R1 |
6,615.5 |
6,615.5 |
6,598.5 |
6,626.0 |
PP |
6,582.5 |
6,582.5 |
6,582.5 |
6,588.0 |
S1 |
6,561.0 |
6,561.0 |
6,588.5 |
6,572.0 |
S2 |
6,528.0 |
6,528.0 |
6,583.5 |
|
S3 |
6,473.5 |
6,506.5 |
6,578.5 |
|
S4 |
6,419.0 |
6,452.0 |
6,563.5 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,057.0 |
6,996.0 |
6,687.5 |
|
R3 |
6,886.0 |
6,825.0 |
6,640.5 |
|
R2 |
6,715.0 |
6,715.0 |
6,625.0 |
|
R1 |
6,654.0 |
6,654.0 |
6,609.0 |
6,684.5 |
PP |
6,544.0 |
6,544.0 |
6,544.0 |
6,559.0 |
S1 |
6,483.0 |
6,483.0 |
6,578.0 |
6,513.5 |
S2 |
6,373.0 |
6,373.0 |
6,562.0 |
|
S3 |
6,202.0 |
6,312.0 |
6,546.5 |
|
S4 |
6,031.0 |
6,141.0 |
6,499.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,604.5 |
6,433.5 |
171.0 |
2.6% |
70.0 |
1.1% |
94% |
True |
False |
91,909 |
10 |
6,604.5 |
6,287.5 |
317.0 |
4.8% |
79.0 |
1.2% |
97% |
True |
False |
92,403 |
20 |
6,604.5 |
6,287.5 |
317.0 |
4.8% |
70.0 |
1.1% |
97% |
True |
False |
90,757 |
40 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
67.0 |
1.0% |
86% |
False |
False |
70,459 |
60 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
63.5 |
1.0% |
86% |
False |
False |
47,030 |
80 |
6,643.0 |
6,126.0 |
517.0 |
7.8% |
60.5 |
0.9% |
90% |
False |
False |
35,300 |
100 |
6,643.0 |
5,951.5 |
691.5 |
10.5% |
55.0 |
0.8% |
93% |
False |
False |
28,252 |
120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
46.0 |
0.7% |
85% |
False |
False |
23,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,836.0 |
2.618 |
6,747.0 |
1.618 |
6,692.5 |
1.000 |
6,659.0 |
0.618 |
6,638.0 |
HIGH |
6,604.5 |
0.618 |
6,583.5 |
0.500 |
6,577.0 |
0.382 |
6,571.0 |
LOW |
6,550.0 |
0.618 |
6,516.5 |
1.000 |
6,495.5 |
1.618 |
6,462.0 |
2.618 |
6,407.5 |
4.250 |
6,318.5 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,588.0 |
6,575.5 |
PP |
6,582.5 |
6,557.5 |
S1 |
6,577.0 |
6,540.0 |
|