Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,078 |
15,236 |
158 |
1.0% |
14,940 |
High |
15,243 |
15,265 |
22 |
0.1% |
15,193 |
Low |
15,037 |
15,090 |
53 |
0.4% |
14,648 |
Close |
15,225 |
15,095 |
-130 |
-0.9% |
15,175 |
Range |
206 |
175 |
-31 |
-15.0% |
545 |
ATR |
168 |
169 |
0 |
0.3% |
0 |
Volume |
137,864 |
207,713 |
69,849 |
50.7% |
933,683 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,675 |
15,560 |
15,191 |
|
R3 |
15,500 |
15,385 |
15,143 |
|
R2 |
15,325 |
15,325 |
15,127 |
|
R1 |
15,210 |
15,210 |
15,111 |
15,180 |
PP |
15,150 |
15,150 |
15,150 |
15,135 |
S1 |
15,035 |
15,035 |
15,079 |
15,005 |
S2 |
14,975 |
14,975 |
15,063 |
|
S3 |
14,800 |
14,860 |
15,047 |
|
S4 |
14,625 |
14,685 |
14,999 |
|
|
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 |
15,265 |
14,648 |
617 |
4.1% |
219 |
1.4% |
72% |
True |
False |
183,645 |
10 |
15,265 |
14,648 |
617 |
4.1% |
185 |
1.2% |
72% |
True |
False |
179,098 |
20 |
15,658 |
14,648 |
1,010 |
6.7% |
163 |
1.1% |
44% |
False |
False |
160,149 |
40 |
15,658 |
14,648 |
1,010 |
6.7% |
148 |
1.0% |
44% |
False |
False |
89,971 |
60 |
15,658 |
14,648 |
1,010 |
6.7% |
134 |
0.9% |
44% |
False |
False |
59,990 |
80 |
15,658 |
14,410 |
1,248 |
8.3% |
126 |
0.8% |
55% |
False |
False |
44,999 |
100 |
15,658 |
14,410 |
1,248 |
8.3% |
115 |
0.8% |
55% |
False |
False |
36,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,009 |
2.618 |
15,723 |
1.618 |
15,548 |
1.000 |
15,440 |
0.618 |
15,373 |
HIGH |
15,265 |
0.618 |
15,198 |
0.500 |
15,178 |
0.382 |
15,157 |
LOW |
15,090 |
0.618 |
14,982 |
1.000 |
14,915 |
1.618 |
14,807 |
2.618 |
14,632 |
4.250 |
14,346 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,178 |
15,107 |
PP |
15,150 |
15,103 |
S1 |
15,123 |
15,099 |
|