Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,089.2 |
1,085.9 |
-3.3 |
-0.3% |
1,071.1 |
High |
1,090.2 |
1,091.3 |
1.1 |
0.1% |
1,083.8 |
Low |
1,074.1 |
1,079.7 |
5.6 |
0.5% |
1,034.7 |
Close |
1,077.3 |
1,089.3 |
12.0 |
1.1% |
1,083.0 |
Range |
16.1 |
11.6 |
-4.5 |
-28.0% |
49.1 |
ATR |
15.4 |
15.3 |
-0.1 |
-0.7% |
0.0 |
Volume |
106,542 |
97,396 |
-9,146 |
-8.6% |
623,880 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.5 |
1,117.0 |
1,095.8 |
|
R3 |
1,110.0 |
1,105.5 |
1,092.5 |
|
R2 |
1,098.3 |
1,098.3 |
1,091.5 |
|
R1 |
1,093.8 |
1,093.8 |
1,090.3 |
1,096.0 |
PP |
1,086.8 |
1,086.8 |
1,086.8 |
1,088.0 |
S1 |
1,082.3 |
1,082.3 |
1,088.3 |
1,084.5 |
S2 |
1,075.3 |
1,075.3 |
1,087.3 |
|
S3 |
1,063.5 |
1,070.8 |
1,086.0 |
|
S4 |
1,052.0 |
1,059.0 |
1,083.0 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.5 |
1,197.8 |
1,110.0 |
|
R3 |
1,165.3 |
1,148.8 |
1,096.5 |
|
R2 |
1,116.3 |
1,116.3 |
1,092.0 |
|
R1 |
1,099.8 |
1,099.8 |
1,087.5 |
1,108.0 |
PP |
1,067.3 |
1,067.3 |
1,067.3 |
1,071.3 |
S1 |
1,050.5 |
1,050.5 |
1,078.5 |
1,058.8 |
S2 |
1,018.0 |
1,018.0 |
1,074.0 |
|
S3 |
969.0 |
1,001.5 |
1,069.5 |
|
S4 |
919.8 |
952.3 |
1,056.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,091.3 |
1,042.9 |
48.4 |
4.4% |
18.3 |
1.7% |
96% |
True |
False |
105,179 |
10 |
1,091.3 |
1,034.7 |
56.6 |
5.2% |
17.3 |
1.6% |
96% |
True |
False |
115,365 |
20 |
1,091.3 |
1,034.7 |
56.6 |
5.2% |
14.8 |
1.4% |
96% |
True |
False |
109,376 |
40 |
1,091.3 |
1,003.2 |
88.1 |
8.1% |
12.8 |
1.2% |
98% |
True |
False |
71,965 |
60 |
1,091.3 |
1,003.2 |
88.1 |
8.1% |
9.3 |
0.9% |
98% |
True |
False |
47,978 |
80 |
1,091.3 |
961.0 |
130.3 |
12.0% |
7.0 |
0.6% |
98% |
True |
False |
35,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.5 |
2.618 |
1,121.8 |
1.618 |
1,110.0 |
1.000 |
1,103.0 |
0.618 |
1,098.5 |
HIGH |
1,091.3 |
0.618 |
1,086.8 |
0.500 |
1,085.5 |
0.382 |
1,084.3 |
LOW |
1,079.8 |
0.618 |
1,072.5 |
1.000 |
1,068.0 |
1.618 |
1,061.0 |
2.618 |
1,049.3 |
4.250 |
1,030.5 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,088.0 |
1,086.8 |
PP |
1,086.8 |
1,084.0 |
S1 |
1,085.5 |
1,081.3 |
|