Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,361 |
15,462 |
101 |
0.7% |
15,327 |
High |
15,475 |
15,514 |
39 |
0.3% |
15,514 |
Low |
15,347 |
15,416 |
69 |
0.4% |
15,297 |
Close |
15,454 |
15,497 |
43 |
0.3% |
15,497 |
Range |
128 |
98 |
-30 |
-23.4% |
217 |
ATR |
154 |
150 |
-4 |
-2.6% |
0 |
Volume |
120,030 |
99,720 |
-20,310 |
-16.9% |
606,233 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,770 |
15,731 |
15,551 |
|
R3 |
15,672 |
15,633 |
15,524 |
|
R2 |
15,574 |
15,574 |
15,515 |
|
R1 |
15,535 |
15,535 |
15,506 |
15,555 |
PP |
15,476 |
15,476 |
15,476 |
15,485 |
S1 |
15,437 |
15,437 |
15,488 |
15,457 |
S2 |
15,378 |
15,378 |
15,479 |
|
S3 |
15,280 |
15,339 |
15,470 |
|
S4 |
15,182 |
15,241 |
15,443 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,087 |
16,009 |
15,616 |
|
R3 |
15,870 |
15,792 |
15,557 |
|
R2 |
15,653 |
15,653 |
15,537 |
|
R1 |
15,575 |
15,575 |
15,517 |
15,614 |
PP |
15,436 |
15,436 |
15,436 |
15,456 |
S1 |
15,358 |
15,358 |
15,477 |
15,397 |
S2 |
15,219 |
15,219 |
15,457 |
|
S3 |
15,002 |
15,141 |
15,437 |
|
S4 |
14,785 |
14,924 |
15,378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,514 |
15,297 |
217 |
1.4% |
111 |
0.7% |
92% |
True |
False |
121,246 |
10 |
15,514 |
15,037 |
477 |
3.1% |
143 |
0.9% |
96% |
True |
False |
137,595 |
20 |
15,514 |
14,648 |
866 |
5.6% |
156 |
1.0% |
98% |
True |
False |
156,926 |
40 |
15,658 |
14,648 |
1,010 |
6.5% |
149 |
1.0% |
84% |
False |
False |
115,701 |
60 |
15,658 |
14,648 |
1,010 |
6.5% |
140 |
0.9% |
84% |
False |
False |
77,162 |
80 |
15,658 |
14,648 |
1,010 |
6.5% |
126 |
0.8% |
84% |
False |
False |
57,875 |
100 |
15,658 |
14,410 |
1,248 |
8.1% |
121 |
0.8% |
87% |
False |
False |
46,304 |
120 |
15,658 |
14,410 |
1,248 |
8.1% |
107 |
0.7% |
87% |
False |
False |
38,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,931 |
2.618 |
15,771 |
1.618 |
15,673 |
1.000 |
15,612 |
0.618 |
15,575 |
HIGH |
15,514 |
0.618 |
15,477 |
0.500 |
15,465 |
0.382 |
15,454 |
LOW |
15,416 |
0.618 |
15,356 |
1.000 |
15,318 |
1.618 |
15,258 |
2.618 |
15,160 |
4.250 |
15,000 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,486 |
15,468 |
PP |
15,476 |
15,438 |
S1 |
15,465 |
15,409 |
|