Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,085.9 |
1,090.3 |
4.4 |
0.4% |
1,071.1 |
High |
1,091.3 |
1,101.3 |
10.0 |
0.9% |
1,083.8 |
Low |
1,079.7 |
1,082.8 |
3.1 |
0.3% |
1,034.7 |
Close |
1,089.3 |
1,100.8 |
11.5 |
1.1% |
1,083.0 |
Range |
11.6 |
18.5 |
6.9 |
59.5% |
49.1 |
ATR |
15.3 |
15.5 |
0.2 |
1.5% |
0.0 |
Volume |
97,396 |
90,601 |
-6,795 |
-7.0% |
623,880 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.5 |
1,144.3 |
1,111.0 |
|
R3 |
1,132.0 |
1,125.8 |
1,106.0 |
|
R2 |
1,113.5 |
1,113.5 |
1,104.3 |
|
R1 |
1,107.3 |
1,107.3 |
1,102.5 |
1,110.3 |
PP |
1,095.0 |
1,095.0 |
1,095.0 |
1,096.5 |
S1 |
1,088.8 |
1,088.8 |
1,099.0 |
1,091.8 |
S2 |
1,076.5 |
1,076.5 |
1,097.5 |
|
S3 |
1,058.0 |
1,070.3 |
1,095.8 |
|
S4 |
1,039.5 |
1,051.8 |
1,090.5 |
|
|
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 |
1,101.3 |
1,063.2 |
38.1 |
3.5% |
16.8 |
1.5% |
99% |
True |
False |
97,828 |
10 |
1,101.3 |
1,034.7 |
66.6 |
6.1% |
17.3 |
1.6% |
99% |
True |
False |
110,028 |
20 |
1,101.3 |
1,034.7 |
66.6 |
6.1% |
15.3 |
1.4% |
99% |
True |
False |
108,428 |
40 |
1,101.3 |
1,003.2 |
98.1 |
8.9% |
13.0 |
1.2% |
99% |
True |
False |
74,230 |
60 |
1,101.3 |
1,003.2 |
98.1 |
8.9% |
9.8 |
0.9% |
99% |
True |
False |
49,488 |
80 |
1,101.3 |
970.2 |
131.1 |
11.9% |
7.3 |
0.7% |
100% |
True |
False |
37,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.0 |
2.618 |
1,149.8 |
1.618 |
1,131.3 |
1.000 |
1,119.8 |
0.618 |
1,112.8 |
HIGH |
1,101.3 |
0.618 |
1,094.3 |
0.500 |
1,092.0 |
0.382 |
1,089.8 |
LOW |
1,082.8 |
0.618 |
1,071.3 |
1.000 |
1,064.3 |
1.618 |
1,052.8 |
2.618 |
1,034.3 |
4.250 |
1,004.3 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,098.0 |
1,096.5 |
PP |
1,095.0 |
1,092.0 |
S1 |
1,092.0 |
1,087.8 |
|