Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,321 |
15,405 |
84 |
0.5% |
15,078 |
High |
15,459 |
15,405 |
-54 |
-0.3% |
15,353 |
Low |
15,304 |
15,303 |
-1 |
0.0% |
15,037 |
Close |
15,398 |
15,351 |
-47 |
-0.3% |
15,316 |
Range |
155 |
102 |
-53 |
-34.2% |
316 |
ATR |
160 |
156 |
-4 |
-2.6% |
0 |
Volume |
164,322 |
135,650 |
-28,672 |
-17.4% |
769,720 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,659 |
15,607 |
15,407 |
|
R3 |
15,557 |
15,505 |
15,379 |
|
R2 |
15,455 |
15,455 |
15,370 |
|
R1 |
15,403 |
15,403 |
15,360 |
15,378 |
PP |
15,353 |
15,353 |
15,353 |
15,341 |
S1 |
15,301 |
15,301 |
15,342 |
15,276 |
S2 |
15,251 |
15,251 |
15,332 |
|
S3 |
15,149 |
15,199 |
15,323 |
|
S4 |
15,047 |
15,097 |
15,295 |
|
|
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 |
15,137 |
322 |
2.1% |
119 |
0.8% |
66% |
False |
False |
128,938 |
10 |
15,459 |
14,720 |
739 |
4.8% |
178 |
1.2% |
85% |
False |
False |
149,199 |
20 |
15,459 |
14,648 |
811 |
5.3% |
159 |
1.0% |
87% |
False |
False |
158,964 |
40 |
15,658 |
14,648 |
1,010 |
6.6% |
149 |
1.0% |
70% |
False |
False |
110,222 |
60 |
15,658 |
14,648 |
1,010 |
6.6% |
139 |
0.9% |
70% |
False |
False |
73,500 |
80 |
15,658 |
14,648 |
1,010 |
6.6% |
127 |
0.8% |
70% |
False |
False |
55,128 |
100 |
15,658 |
14,410 |
1,248 |
8.1% |
119 |
0.8% |
75% |
False |
False |
44,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,839 |
2.618 |
15,672 |
1.618 |
15,570 |
1.000 |
15,507 |
0.618 |
15,468 |
HIGH |
15,405 |
0.618 |
15,366 |
0.500 |
15,354 |
0.382 |
15,342 |
LOW |
15,303 |
0.618 |
15,240 |
1.000 |
15,201 |
1.618 |
15,138 |
2.618 |
15,036 |
4.250 |
14,870 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,354 |
15,378 |
PP |
15,353 |
15,369 |
S1 |
15,352 |
15,360 |
|