Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,694.25 |
1,712.00 |
17.75 |
1.0% |
1,676.75 |
High |
1,717.00 |
1,728.75 |
11.75 |
0.7% |
1,700.25 |
Low |
1,691.25 |
1,706.25 |
15.00 |
0.9% |
1,640.00 |
Close |
1,713.25 |
1,727.75 |
14.50 |
0.8% |
1,699.00 |
Range |
25.75 |
22.50 |
-3.25 |
-12.6% |
60.25 |
ATR |
20.60 |
20.73 |
0.14 |
0.7% |
0.00 |
Volume |
1,797,067 |
1,669,215 |
-127,852 |
-7.1% |
10,283,510 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.50 |
1,780.50 |
1,740.00 |
|
R3 |
1,766.00 |
1,758.00 |
1,734.00 |
|
R2 |
1,743.50 |
1,743.50 |
1,732.00 |
|
R1 |
1,735.50 |
1,735.50 |
1,729.75 |
1,739.50 |
PP |
1,721.00 |
1,721.00 |
1,721.00 |
1,723.00 |
S1 |
1,713.00 |
1,713.00 |
1,725.75 |
1,717.00 |
S2 |
1,698.50 |
1,698.50 |
1,723.50 |
|
S3 |
1,676.00 |
1,690.50 |
1,721.50 |
|
S4 |
1,653.50 |
1,668.00 |
1,715.50 |
|
|
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 |
1,728.75 |
1,673.00 |
55.75 |
3.2% |
24.25 |
1.4% |
98% |
True |
False |
1,681,343 |
10 |
1,728.75 |
1,640.00 |
88.75 |
5.1% |
23.75 |
1.4% |
99% |
True |
False |
1,864,493 |
20 |
1,728.75 |
1,640.00 |
88.75 |
5.1% |
19.75 |
1.1% |
99% |
True |
False |
1,800,244 |
40 |
1,728.75 |
1,618.25 |
110.50 |
6.4% |
18.25 |
1.1% |
99% |
True |
False |
1,154,120 |
60 |
1,728.75 |
1,618.25 |
110.50 |
6.4% |
16.75 |
1.0% |
99% |
True |
False |
770,799 |
80 |
1,728.75 |
1,567.25 |
161.50 |
9.3% |
16.50 |
1.0% |
99% |
True |
False |
579,041 |
100 |
1,728.75 |
1,547.25 |
181.50 |
10.5% |
18.00 |
1.0% |
99% |
True |
False |
463,535 |
120 |
1,728.75 |
1,547.25 |
181.50 |
10.5% |
17.50 |
1.0% |
99% |
True |
False |
386,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.50 |
2.618 |
1,787.75 |
1.618 |
1,765.25 |
1.000 |
1,751.25 |
0.618 |
1,742.75 |
HIGH |
1,728.75 |
0.618 |
1,720.25 |
0.500 |
1,717.50 |
0.382 |
1,714.75 |
LOW |
1,706.25 |
0.618 |
1,692.25 |
1.000 |
1,683.75 |
1.618 |
1,669.75 |
2.618 |
1,647.25 |
4.250 |
1,610.50 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,724.25 |
1,721.50 |
PP |
1,721.00 |
1,715.25 |
S1 |
1,717.50 |
1,709.00 |
|