Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,327 |
15,321 |
-6 |
0.0% |
15,078 |
High |
15,367 |
15,459 |
92 |
0.6% |
15,353 |
Low |
15,297 |
15,304 |
7 |
0.0% |
15,037 |
Close |
15,322 |
15,398 |
76 |
0.5% |
15,316 |
Range |
70 |
155 |
85 |
121.4% |
316 |
ATR |
160 |
160 |
0 |
-0.2% |
0 |
Volume |
86,511 |
164,322 |
77,811 |
89.9% |
769,720 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,852 |
15,780 |
15,483 |
|
R3 |
15,697 |
15,625 |
15,441 |
|
R2 |
15,542 |
15,542 |
15,427 |
|
R1 |
15,470 |
15,470 |
15,412 |
15,506 |
PP |
15,387 |
15,387 |
15,387 |
15,405 |
S1 |
15,315 |
15,315 |
15,384 |
15,351 |
S2 |
15,232 |
15,232 |
15,370 |
|
S3 |
15,077 |
15,160 |
15,356 |
|
S4 |
14,922 |
15,005 |
15,313 |
|
|
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 |
15,459 |
15,086 |
373 |
2.4% |
144 |
0.9% |
84% |
True |
False |
134,995 |
10 |
15,459 |
14,648 |
811 |
5.3% |
181 |
1.2% |
92% |
True |
False |
159,320 |
20 |
15,459 |
14,648 |
811 |
5.3% |
160 |
1.0% |
92% |
True |
False |
160,115 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
150 |
1.0% |
74% |
False |
False |
106,831 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
139 |
0.9% |
74% |
False |
False |
71,239 |
80 |
15,658 |
14,648 |
1,010 |
6.6% |
128 |
0.8% |
74% |
False |
False |
53,433 |
100 |
15,658 |
14,410 |
1,248 |
8.1% |
118 |
0.8% |
79% |
False |
False |
42,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,118 |
2.618 |
15,865 |
1.618 |
15,710 |
1.000 |
15,614 |
0.618 |
15,555 |
HIGH |
15,459 |
0.618 |
15,400 |
0.500 |
15,382 |
0.382 |
15,363 |
LOW |
15,304 |
0.618 |
15,208 |
1.000 |
15,149 |
1.618 |
15,053 |
2.618 |
14,898 |
4.250 |
14,645 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,393 |
15,385 |
PP |
15,387 |
15,372 |
S1 |
15,382 |
15,360 |
|