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 |
15,236 |
15,110 |
-126 |
-0.8% |
14,940 |
High |
15,265 |
15,311 |
46 |
0.3% |
15,193 |
Low |
15,090 |
15,086 |
-4 |
0.0% |
14,648 |
Close |
15,095 |
15,249 |
154 |
1.0% |
15,175 |
Range |
175 |
225 |
50 |
28.6% |
545 |
ATR |
169 |
173 |
4 |
2.4% |
0 |
Volume |
207,713 |
165,933 |
-41,780 |
-20.1% |
933,683 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,890 |
15,795 |
15,373 |
|
R3 |
15,665 |
15,570 |
15,311 |
|
R2 |
15,440 |
15,440 |
15,290 |
|
R1 |
15,345 |
15,345 |
15,270 |
15,393 |
PP |
15,215 |
15,215 |
15,215 |
15,239 |
S1 |
15,120 |
15,120 |
15,229 |
15,168 |
S2 |
14,990 |
14,990 |
15,208 |
|
S3 |
14,765 |
14,895 |
15,187 |
|
S4 |
14,540 |
14,670 |
15,125 |
|
|
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 |
15,311 |
14,720 |
591 |
3.9% |
237 |
1.6% |
90% |
True |
False |
169,461 |
10 |
15,311 |
14,648 |
663 |
4.3% |
191 |
1.2% |
91% |
True |
False |
180,185 |
20 |
15,658 |
14,648 |
1,010 |
6.6% |
162 |
1.1% |
60% |
False |
False |
159,912 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
151 |
1.0% |
60% |
False |
False |
94,118 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
136 |
0.9% |
60% |
False |
False |
62,756 |
80 |
15,658 |
14,552 |
1,106 |
7.3% |
127 |
0.8% |
63% |
False |
False |
47,073 |
100 |
15,658 |
14,410 |
1,248 |
8.2% |
116 |
0.8% |
67% |
False |
False |
37,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,267 |
2.618 |
15,900 |
1.618 |
15,675 |
1.000 |
15,536 |
0.618 |
15,450 |
HIGH |
15,311 |
0.618 |
15,225 |
0.500 |
15,199 |
0.382 |
15,172 |
LOW |
15,086 |
0.618 |
14,947 |
1.000 |
14,861 |
1.618 |
14,722 |
2.618 |
14,497 |
4.250 |
14,130 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,232 |
15,224 |
PP |
15,215 |
15,199 |
S1 |
15,199 |
15,174 |
|