Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,025 |
15,078 |
53 |
0.4% |
14,940 |
High |
15,193 |
15,243 |
50 |
0.3% |
15,193 |
Low |
14,949 |
15,037 |
88 |
0.6% |
14,648 |
Close |
15,175 |
15,225 |
50 |
0.3% |
15,175 |
Range |
244 |
206 |
-38 |
-15.6% |
545 |
ATR |
165 |
168 |
3 |
1.8% |
0 |
Volume |
144,838 |
137,864 |
-6,974 |
-4.8% |
933,683 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,786 |
15,712 |
15,338 |
|
R3 |
15,580 |
15,506 |
15,282 |
|
R2 |
15,374 |
15,374 |
15,263 |
|
R1 |
15,300 |
15,300 |
15,244 |
15,337 |
PP |
15,168 |
15,168 |
15,168 |
15,187 |
S1 |
15,094 |
15,094 |
15,206 |
15,131 |
S2 |
14,962 |
14,962 |
15,187 |
|
S3 |
14,756 |
14,888 |
15,168 |
|
S4 |
14,550 |
14,682 |
15,112 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,640 |
16,453 |
15,475 |
|
R3 |
16,095 |
15,908 |
15,325 |
|
R2 |
15,550 |
15,550 |
15,275 |
|
R1 |
15,363 |
15,363 |
15,225 |
15,457 |
PP |
15,005 |
15,005 |
15,005 |
15,052 |
S1 |
14,818 |
14,818 |
15,125 |
14,912 |
S2 |
14,460 |
14,460 |
15,075 |
|
S3 |
13,915 |
14,273 |
15,025 |
|
S4 |
13,370 |
13,728 |
14,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,243 |
14,648 |
595 |
3.9% |
223 |
1.5% |
97% |
True |
False |
185,796 |
10 |
15,243 |
14,648 |
595 |
3.9% |
178 |
1.2% |
97% |
True |
False |
173,782 |
20 |
15,658 |
14,648 |
1,010 |
6.6% |
159 |
1.0% |
57% |
False |
False |
154,708 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
146 |
1.0% |
57% |
False |
False |
84,782 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
132 |
0.9% |
57% |
False |
False |
56,528 |
80 |
15,658 |
14,410 |
1,248 |
8.2% |
124 |
0.8% |
65% |
False |
False |
42,402 |
100 |
15,658 |
14,410 |
1,248 |
8.2% |
114 |
0.7% |
65% |
False |
False |
33,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,119 |
2.618 |
15,782 |
1.618 |
15,576 |
1.000 |
15,449 |
0.618 |
15,370 |
HIGH |
15,243 |
0.618 |
15,164 |
0.500 |
15,140 |
0.382 |
15,116 |
LOW |
15,037 |
0.618 |
14,910 |
1.000 |
14,831 |
1.618 |
14,704 |
2.618 |
14,498 |
4.250 |
14,162 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,197 |
15,144 |
PP |
15,168 |
15,063 |
S1 |
15,140 |
14,982 |
|