Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,738.00 |
1,737.75 |
-0.25 |
0.0% |
1,684.00 |
High |
1,742.50 |
1,754.50 |
12.00 |
0.7% |
1,740.25 |
Low |
1,734.75 |
1,736.00 |
1.25 |
0.1% |
1,680.75 |
Close |
1,738.25 |
1,749.50 |
11.25 |
0.6% |
1,736.50 |
Range |
7.75 |
18.50 |
10.75 |
138.7% |
59.50 |
ATR |
19.31 |
19.25 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,138,916 |
1,844,860 |
705,944 |
62.0% |
8,386,005 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.25 |
1,794.25 |
1,759.75 |
|
R3 |
1,783.75 |
1,775.75 |
1,754.50 |
|
R2 |
1,765.25 |
1,765.25 |
1,753.00 |
|
R1 |
1,757.25 |
1,757.25 |
1,751.25 |
1,761.25 |
PP |
1,746.75 |
1,746.75 |
1,746.75 |
1,748.50 |
S1 |
1,738.75 |
1,738.75 |
1,747.75 |
1,742.75 |
S2 |
1,728.25 |
1,728.25 |
1,746.00 |
|
S3 |
1,709.75 |
1,720.25 |
1,744.50 |
|
S4 |
1,691.25 |
1,701.75 |
1,739.25 |
|
|
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 |
1,754.50 |
1,691.25 |
63.25 |
3.6% |
17.50 |
1.0% |
92% |
True |
False |
1,597,519 |
10 |
1,754.50 |
1,640.00 |
114.50 |
6.5% |
22.00 |
1.3% |
96% |
True |
False |
1,770,132 |
20 |
1,754.50 |
1,640.00 |
114.50 |
6.5% |
19.25 |
1.1% |
96% |
True |
False |
1,779,244 |
40 |
1,754.50 |
1,618.25 |
136.25 |
7.8% |
18.00 |
1.0% |
96% |
True |
False |
1,266,599 |
60 |
1,754.50 |
1,618.25 |
136.25 |
7.8% |
16.75 |
1.0% |
96% |
True |
False |
845,977 |
80 |
1,754.50 |
1,586.50 |
168.00 |
9.6% |
16.25 |
0.9% |
97% |
True |
False |
635,338 |
100 |
1,754.50 |
1,547.25 |
207.25 |
11.8% |
17.75 |
1.0% |
98% |
True |
False |
508,741 |
120 |
1,754.50 |
1,547.25 |
207.25 |
11.8% |
17.50 |
1.0% |
98% |
True |
False |
424,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.00 |
2.618 |
1,803.00 |
1.618 |
1,784.50 |
1.000 |
1,773.00 |
0.618 |
1,766.00 |
HIGH |
1,754.50 |
0.618 |
1,747.50 |
0.500 |
1,745.25 |
0.382 |
1,743.00 |
LOW |
1,736.00 |
0.618 |
1,724.50 |
1.000 |
1,717.50 |
1.618 |
1,706.00 |
2.618 |
1,687.50 |
4.250 |
1,657.50 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,748.00 |
1,746.50 |
PP |
1,746.75 |
1,743.75 |
S1 |
1,745.25 |
1,740.75 |
|