Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,239 |
15,297 |
58 |
0.4% |
15,078 |
High |
15,313 |
15,353 |
40 |
0.3% |
15,353 |
Low |
15,137 |
15,260 |
123 |
0.8% |
15,037 |
Close |
15,296 |
15,316 |
20 |
0.1% |
15,316 |
Range |
176 |
93 |
-83 |
-47.2% |
316 |
ATR |
173 |
167 |
-6 |
-3.3% |
0 |
Volume |
131,636 |
126,574 |
-5,062 |
-3.8% |
769,720 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,589 |
15,545 |
15,367 |
|
R3 |
15,496 |
15,452 |
15,342 |
|
R2 |
15,403 |
15,403 |
15,333 |
|
R1 |
15,359 |
15,359 |
15,325 |
15,381 |
PP |
15,310 |
15,310 |
15,310 |
15,321 |
S1 |
15,266 |
15,266 |
15,308 |
15,288 |
S2 |
15,217 |
15,217 |
15,299 |
|
S3 |
15,124 |
15,173 |
15,291 |
|
S4 |
15,031 |
15,080 |
15,265 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,183 |
16,066 |
15,490 |
|
R3 |
15,867 |
15,750 |
15,403 |
|
R2 |
15,551 |
15,551 |
15,374 |
|
R1 |
15,434 |
15,434 |
15,345 |
15,493 |
PP |
15,235 |
15,235 |
15,235 |
15,265 |
S1 |
15,118 |
15,118 |
15,287 |
15,177 |
S2 |
14,919 |
14,919 |
15,258 |
|
S3 |
14,603 |
14,802 |
15,229 |
|
S4 |
14,287 |
14,486 |
15,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,353 |
15,037 |
316 |
2.1% |
175 |
1.1% |
88% |
True |
False |
153,944 |
10 |
15,353 |
14,648 |
705 |
4.6% |
190 |
1.2% |
95% |
True |
False |
170,340 |
20 |
15,455 |
14,648 |
807 |
5.3% |
161 |
1.1% |
83% |
False |
False |
161,097 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
150 |
1.0% |
66% |
False |
False |
100,571 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
138 |
0.9% |
66% |
False |
False |
67,059 |
80 |
15,658 |
14,648 |
1,010 |
6.6% |
128 |
0.8% |
66% |
False |
False |
50,299 |
100 |
15,658 |
14,410 |
1,248 |
8.1% |
119 |
0.8% |
73% |
False |
False |
40,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,748 |
2.618 |
15,597 |
1.618 |
15,504 |
1.000 |
15,446 |
0.618 |
15,411 |
HIGH |
15,353 |
0.618 |
15,318 |
0.500 |
15,307 |
0.382 |
15,296 |
LOW |
15,260 |
0.618 |
15,203 |
1.000 |
15,167 |
1.618 |
15,110 |
2.618 |
15,017 |
4.250 |
14,865 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,313 |
15,284 |
PP |
15,310 |
15,252 |
S1 |
15,307 |
15,220 |
|