Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,712.00 |
1,727.50 |
15.50 |
0.9% |
1,684.00 |
High |
1,728.75 |
1,740.25 |
11.50 |
0.7% |
1,740.25 |
Low |
1,706.25 |
1,727.00 |
20.75 |
1.2% |
1,680.75 |
Close |
1,727.75 |
1,736.50 |
8.75 |
0.5% |
1,736.50 |
Range |
22.50 |
13.25 |
-9.25 |
-41.1% |
59.50 |
ATR |
20.73 |
20.20 |
-0.53 |
-2.6% |
0.00 |
Volume |
1,669,215 |
1,537,541 |
-131,674 |
-7.9% |
8,386,005 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.25 |
1,768.75 |
1,743.75 |
|
R3 |
1,761.00 |
1,755.50 |
1,740.25 |
|
R2 |
1,747.75 |
1,747.75 |
1,739.00 |
|
R1 |
1,742.25 |
1,742.25 |
1,737.75 |
1,745.00 |
PP |
1,734.50 |
1,734.50 |
1,734.50 |
1,736.00 |
S1 |
1,729.00 |
1,729.00 |
1,735.25 |
1,731.75 |
S2 |
1,721.25 |
1,721.25 |
1,734.00 |
|
S3 |
1,708.00 |
1,715.75 |
1,732.75 |
|
S4 |
1,694.75 |
1,702.50 |
1,729.25 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.75 |
1,876.50 |
1,769.25 |
|
R3 |
1,838.25 |
1,817.00 |
1,752.75 |
|
R2 |
1,778.75 |
1,778.75 |
1,747.50 |
|
R1 |
1,757.50 |
1,757.50 |
1,742.00 |
1,768.00 |
PP |
1,719.25 |
1,719.25 |
1,719.25 |
1,724.50 |
S1 |
1,698.00 |
1,698.00 |
1,731.00 |
1,708.50 |
S2 |
1,659.75 |
1,659.75 |
1,725.50 |
|
S3 |
1,600.25 |
1,638.50 |
1,720.25 |
|
S4 |
1,540.75 |
1,579.00 |
1,703.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,740.25 |
1,680.75 |
59.50 |
3.4% |
21.50 |
1.2% |
94% |
True |
False |
1,677,201 |
10 |
1,740.25 |
1,640.00 |
100.25 |
5.8% |
23.25 |
1.3% |
96% |
True |
False |
1,866,951 |
20 |
1,740.25 |
1,640.00 |
100.25 |
5.8% |
19.50 |
1.1% |
96% |
True |
False |
1,788,745 |
40 |
1,740.25 |
1,618.25 |
122.00 |
7.0% |
18.00 |
1.0% |
97% |
True |
False |
1,192,346 |
60 |
1,740.25 |
1,618.25 |
122.00 |
7.0% |
16.75 |
1.0% |
97% |
True |
False |
796,396 |
80 |
1,740.25 |
1,586.50 |
153.75 |
8.9% |
16.50 |
0.9% |
98% |
True |
False |
598,167 |
100 |
1,740.25 |
1,547.25 |
193.00 |
11.1% |
18.00 |
1.0% |
98% |
True |
False |
478,909 |
120 |
1,740.25 |
1,547.25 |
193.00 |
11.1% |
17.50 |
1.0% |
98% |
True |
False |
399,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,796.50 |
2.618 |
1,775.00 |
1.618 |
1,761.75 |
1.000 |
1,753.50 |
0.618 |
1,748.50 |
HIGH |
1,740.25 |
0.618 |
1,735.25 |
0.500 |
1,733.50 |
0.382 |
1,732.00 |
LOW |
1,727.00 |
0.618 |
1,718.75 |
1.000 |
1,713.75 |
1.618 |
1,705.50 |
2.618 |
1,692.25 |
4.250 |
1,670.75 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,735.50 |
1,729.50 |
PP |
1,734.50 |
1,722.75 |
S1 |
1,733.50 |
1,715.75 |
|