Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,405 |
15,361 |
-44 |
-0.3% |
15,078 |
High |
15,405 |
15,475 |
70 |
0.5% |
15,353 |
Low |
15,303 |
15,347 |
44 |
0.3% |
15,037 |
Close |
15,351 |
15,454 |
103 |
0.7% |
15,316 |
Range |
102 |
128 |
26 |
25.5% |
316 |
ATR |
156 |
154 |
-2 |
-1.3% |
0 |
Volume |
135,650 |
120,030 |
-15,620 |
-11.5% |
769,720 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,809 |
15,760 |
15,525 |
|
R3 |
15,681 |
15,632 |
15,489 |
|
R2 |
15,553 |
15,553 |
15,478 |
|
R1 |
15,504 |
15,504 |
15,466 |
15,529 |
PP |
15,425 |
15,425 |
15,425 |
15,438 |
S1 |
15,376 |
15,376 |
15,442 |
15,401 |
S2 |
15,297 |
15,297 |
15,431 |
|
S3 |
15,169 |
15,248 |
15,419 |
|
S4 |
15,041 |
15,120 |
15,384 |
|
|
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 |
15,475 |
15,260 |
215 |
1.4% |
110 |
0.7% |
90% |
True |
False |
126,617 |
10 |
15,475 |
14,949 |
526 |
3.4% |
158 |
1.0% |
96% |
True |
False |
142,107 |
20 |
15,475 |
14,648 |
827 |
5.4% |
160 |
1.0% |
97% |
True |
False |
158,546 |
40 |
15,658 |
14,648 |
1,010 |
6.5% |
149 |
1.0% |
80% |
False |
False |
113,219 |
60 |
15,658 |
14,648 |
1,010 |
6.5% |
139 |
0.9% |
80% |
False |
False |
75,500 |
80 |
15,658 |
14,648 |
1,010 |
6.5% |
127 |
0.8% |
80% |
False |
False |
56,628 |
100 |
15,658 |
14,410 |
1,248 |
8.1% |
120 |
0.8% |
84% |
False |
False |
45,307 |
120 |
15,658 |
14,410 |
1,248 |
8.1% |
106 |
0.7% |
84% |
False |
False |
37,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,019 |
2.618 |
15,810 |
1.618 |
15,682 |
1.000 |
15,603 |
0.618 |
15,554 |
HIGH |
15,475 |
0.618 |
15,426 |
0.500 |
15,411 |
0.382 |
15,396 |
LOW |
15,347 |
0.618 |
15,268 |
1.000 |
15,219 |
1.618 |
15,140 |
2.618 |
15,012 |
4.250 |
14,803 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,440 |
15,432 |
PP |
15,425 |
15,411 |
S1 |
15,411 |
15,389 |
|