Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,737.75 |
1,749.50 |
11.75 |
0.7% |
1,684.00 |
High |
1,754.50 |
1,749.50 |
-5.00 |
-0.3% |
1,740.25 |
Low |
1,736.00 |
1,734.50 |
-1.50 |
-0.1% |
1,680.75 |
Close |
1,749.50 |
1,741.75 |
-7.75 |
-0.4% |
1,736.50 |
Range |
18.50 |
15.00 |
-3.50 |
-18.9% |
59.50 |
ATR |
19.25 |
18.95 |
-0.30 |
-1.6% |
0.00 |
Volume |
1,844,860 |
1,520,034 |
-324,826 |
-17.6% |
8,386,005 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.00 |
1,779.25 |
1,750.00 |
|
R3 |
1,772.00 |
1,764.25 |
1,746.00 |
|
R2 |
1,757.00 |
1,757.00 |
1,744.50 |
|
R1 |
1,749.25 |
1,749.25 |
1,743.00 |
1,745.50 |
PP |
1,742.00 |
1,742.00 |
1,742.00 |
1,740.00 |
S1 |
1,734.25 |
1,734.25 |
1,740.50 |
1,730.50 |
S2 |
1,727.00 |
1,727.00 |
1,739.00 |
|
S3 |
1,712.00 |
1,719.25 |
1,737.50 |
|
S4 |
1,697.00 |
1,704.25 |
1,733.50 |
|
|
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 |
1,706.25 |
48.25 |
2.8% |
15.50 |
0.9% |
74% |
False |
False |
1,542,113 |
10 |
1,754.50 |
1,648.00 |
106.50 |
6.1% |
21.50 |
1.2% |
88% |
False |
False |
1,673,538 |
20 |
1,754.50 |
1,640.00 |
114.50 |
6.6% |
19.50 |
1.1% |
89% |
False |
False |
1,773,281 |
40 |
1,754.50 |
1,618.25 |
136.25 |
7.8% |
17.75 |
1.0% |
91% |
False |
False |
1,304,458 |
60 |
1,754.50 |
1,618.25 |
136.25 |
7.8% |
16.75 |
1.0% |
91% |
False |
False |
871,260 |
80 |
1,754.50 |
1,588.25 |
166.25 |
9.5% |
16.00 |
0.9% |
92% |
False |
False |
654,294 |
100 |
1,754.50 |
1,547.25 |
207.25 |
11.9% |
17.75 |
1.0% |
94% |
False |
False |
523,940 |
120 |
1,754.50 |
1,547.25 |
207.25 |
11.9% |
17.50 |
1.0% |
94% |
False |
False |
436,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.25 |
2.618 |
1,788.75 |
1.618 |
1,773.75 |
1.000 |
1,764.50 |
0.618 |
1,758.75 |
HIGH |
1,749.50 |
0.618 |
1,743.75 |
0.500 |
1,742.00 |
0.382 |
1,740.25 |
LOW |
1,734.50 |
0.618 |
1,725.25 |
1.000 |
1,719.50 |
1.618 |
1,710.25 |
2.618 |
1,695.25 |
4.250 |
1,670.75 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,742.00 |
1,744.50 |
PP |
1,742.00 |
1,743.50 |
S1 |
1,741.75 |
1,742.75 |
|