Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,727.50 |
1,738.00 |
10.50 |
0.6% |
1,684.00 |
High |
1,740.25 |
1,742.50 |
2.25 |
0.1% |
1,740.25 |
Low |
1,727.00 |
1,734.75 |
7.75 |
0.4% |
1,680.75 |
Close |
1,736.50 |
1,738.25 |
1.75 |
0.1% |
1,736.50 |
Range |
13.25 |
7.75 |
-5.50 |
-41.5% |
59.50 |
ATR |
20.20 |
19.31 |
-0.89 |
-4.4% |
0.00 |
Volume |
1,537,541 |
1,138,916 |
-398,625 |
-25.9% |
8,386,005 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.75 |
1,757.75 |
1,742.50 |
|
R3 |
1,754.00 |
1,750.00 |
1,740.50 |
|
R2 |
1,746.25 |
1,746.25 |
1,739.75 |
|
R1 |
1,742.25 |
1,742.25 |
1,739.00 |
1,744.25 |
PP |
1,738.50 |
1,738.50 |
1,738.50 |
1,739.50 |
S1 |
1,734.50 |
1,734.50 |
1,737.50 |
1,736.50 |
S2 |
1,730.75 |
1,730.75 |
1,736.75 |
|
S3 |
1,723.00 |
1,726.75 |
1,736.00 |
|
S4 |
1,715.25 |
1,719.00 |
1,734.00 |
|
|
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 |
1,742.50 |
1,689.50 |
53.00 |
3.0% |
18.00 |
1.0% |
92% |
True |
False |
1,603,072 |
10 |
1,742.50 |
1,640.00 |
102.50 |
5.9% |
22.50 |
1.3% |
96% |
True |
False |
1,820,862 |
20 |
1,742.50 |
1,640.00 |
102.50 |
5.9% |
19.00 |
1.1% |
96% |
True |
False |
1,762,092 |
40 |
1,742.50 |
1,618.25 |
124.25 |
7.1% |
18.00 |
1.0% |
97% |
True |
False |
1,220,601 |
60 |
1,742.50 |
1,618.25 |
124.25 |
7.1% |
16.75 |
1.0% |
97% |
True |
False |
815,281 |
80 |
1,742.50 |
1,586.50 |
156.00 |
9.0% |
16.25 |
0.9% |
97% |
True |
False |
612,363 |
100 |
1,742.50 |
1,547.25 |
195.25 |
11.2% |
18.00 |
1.0% |
98% |
True |
False |
490,295 |
120 |
1,742.50 |
1,547.25 |
195.25 |
11.2% |
17.50 |
1.0% |
98% |
True |
False |
408,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.50 |
2.618 |
1,762.75 |
1.618 |
1,755.00 |
1.000 |
1,750.25 |
0.618 |
1,747.25 |
HIGH |
1,742.50 |
0.618 |
1,739.50 |
0.500 |
1,738.50 |
0.382 |
1,737.75 |
LOW |
1,734.75 |
0.618 |
1,730.00 |
1.000 |
1,727.00 |
1.618 |
1,722.25 |
2.618 |
1,714.50 |
4.250 |
1,701.75 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,738.50 |
1,733.50 |
PP |
1,738.50 |
1,729.00 |
S1 |
1,738.50 |
1,724.50 |
|