Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.00 |
1,706.25 |
22.25 |
1.3% |
1,676.75 |
High |
1,706.75 |
1,709.75 |
3.00 |
0.2% |
1,700.25 |
Low |
1,680.75 |
1,689.50 |
8.75 |
0.5% |
1,640.00 |
Close |
1,704.25 |
1,692.00 |
-12.25 |
-0.7% |
1,699.00 |
Range |
26.00 |
20.25 |
-5.75 |
-22.1% |
60.25 |
ATR |
20.20 |
20.20 |
0.00 |
0.0% |
0.00 |
Volume |
1,509,558 |
1,872,624 |
363,066 |
24.1% |
10,283,510 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.75 |
1,745.25 |
1,703.25 |
|
R3 |
1,737.50 |
1,725.00 |
1,697.50 |
|
R2 |
1,717.25 |
1,717.25 |
1,695.75 |
|
R1 |
1,704.75 |
1,704.75 |
1,693.75 |
1,701.00 |
PP |
1,697.00 |
1,697.00 |
1,697.00 |
1,695.25 |
S1 |
1,684.50 |
1,684.50 |
1,690.25 |
1,680.50 |
S2 |
1,676.75 |
1,676.75 |
1,688.25 |
|
S3 |
1,656.50 |
1,664.25 |
1,686.50 |
|
S4 |
1,636.25 |
1,644.00 |
1,680.75 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.50 |
1,840.00 |
1,732.25 |
|
R3 |
1,800.25 |
1,779.75 |
1,715.50 |
|
R2 |
1,740.00 |
1,740.00 |
1,710.00 |
|
R1 |
1,719.50 |
1,719.50 |
1,704.50 |
1,729.75 |
PP |
1,679.75 |
1,679.75 |
1,679.75 |
1,685.00 |
S1 |
1,659.25 |
1,659.25 |
1,693.50 |
1,669.50 |
S2 |
1,619.50 |
1,619.50 |
1,688.00 |
|
S3 |
1,559.25 |
1,599.00 |
1,682.50 |
|
S4 |
1,499.00 |
1,538.75 |
1,665.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,709.75 |
1,640.00 |
69.75 |
4.1% |
26.25 |
1.6% |
75% |
True |
False |
1,942,745 |
10 |
1,709.75 |
1,640.00 |
69.75 |
4.1% |
22.75 |
1.4% |
75% |
True |
False |
1,914,440 |
20 |
1,726.75 |
1,640.00 |
86.75 |
5.1% |
19.50 |
1.2% |
60% |
False |
False |
1,836,489 |
40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
18.00 |
1.1% |
68% |
False |
False |
1,067,778 |
60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.50 |
1.0% |
68% |
False |
False |
713,162 |
80 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
16.75 |
1.0% |
81% |
False |
False |
535,870 |
100 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
18.00 |
1.1% |
81% |
False |
False |
428,880 |
120 |
1,726.75 |
1,547.25 |
179.50 |
10.6% |
17.25 |
1.0% |
81% |
False |
False |
357,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.75 |
2.618 |
1,762.75 |
1.618 |
1,742.50 |
1.000 |
1,730.00 |
0.618 |
1,722.25 |
HIGH |
1,709.75 |
0.618 |
1,702.00 |
0.500 |
1,699.50 |
0.382 |
1,697.25 |
LOW |
1,689.50 |
0.618 |
1,677.00 |
1.000 |
1,669.25 |
1.618 |
1,656.75 |
2.618 |
1,636.50 |
4.250 |
1,603.50 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,699.50 |
1,691.75 |
PP |
1,697.00 |
1,691.50 |
S1 |
1,694.50 |
1,691.50 |
|