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 |
15,110 |
15,239 |
129 |
0.9% |
14,940 |
High |
15,311 |
15,313 |
2 |
0.0% |
15,193 |
Low |
15,086 |
15,137 |
51 |
0.3% |
14,648 |
Close |
15,249 |
15,296 |
47 |
0.3% |
15,175 |
Range |
225 |
176 |
-49 |
-21.8% |
545 |
ATR |
173 |
173 |
0 |
0.1% |
0 |
Volume |
165,933 |
131,636 |
-34,297 |
-20.7% |
933,683 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,777 |
15,712 |
15,393 |
|
R3 |
15,601 |
15,536 |
15,345 |
|
R2 |
15,425 |
15,425 |
15,328 |
|
R1 |
15,360 |
15,360 |
15,312 |
15,393 |
PP |
15,249 |
15,249 |
15,249 |
15,265 |
S1 |
15,184 |
15,184 |
15,280 |
15,217 |
S2 |
15,073 |
15,073 |
15,264 |
|
S3 |
14,897 |
15,008 |
15,248 |
|
S4 |
14,721 |
14,832 |
15,199 |
|
|
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 |
15,313 |
14,949 |
364 |
2.4% |
205 |
1.3% |
95% |
True |
False |
157,596 |
10 |
15,313 |
14,648 |
665 |
4.3% |
192 |
1.3% |
97% |
True |
False |
170,457 |
20 |
15,584 |
14,648 |
936 |
6.1% |
166 |
1.1% |
69% |
False |
False |
160,313 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
152 |
1.0% |
64% |
False |
False |
97,408 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
138 |
0.9% |
64% |
False |
False |
64,949 |
80 |
15,658 |
14,648 |
1,010 |
6.6% |
128 |
0.8% |
64% |
False |
False |
48,718 |
100 |
15,658 |
14,410 |
1,248 |
8.2% |
118 |
0.8% |
71% |
False |
False |
38,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,061 |
2.618 |
15,774 |
1.618 |
15,598 |
1.000 |
15,489 |
0.618 |
15,422 |
HIGH |
15,313 |
0.618 |
15,246 |
0.500 |
15,225 |
0.382 |
15,204 |
LOW |
15,137 |
0.618 |
15,028 |
1.000 |
14,961 |
1.618 |
14,852 |
2.618 |
14,676 |
4.250 |
14,389 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,272 |
15,264 |
PP |
15,249 |
15,232 |
S1 |
15,225 |
15,200 |
|