Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,749.50 |
1,742.75 |
-6.75 |
-0.4% |
1,684.00 |
High |
1,749.50 |
1,751.75 |
2.25 |
0.1% |
1,740.25 |
Low |
1,734.50 |
1,740.00 |
5.50 |
0.3% |
1,680.75 |
Close |
1,741.75 |
1,748.50 |
6.75 |
0.4% |
1,736.50 |
Range |
15.00 |
11.75 |
-3.25 |
-21.7% |
59.50 |
ATR |
18.95 |
18.43 |
-0.51 |
-2.7% |
0.00 |
Volume |
1,520,034 |
1,252,875 |
-267,159 |
-17.6% |
8,386,005 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.00 |
1,777.00 |
1,755.00 |
|
R3 |
1,770.25 |
1,765.25 |
1,751.75 |
|
R2 |
1,758.50 |
1,758.50 |
1,750.75 |
|
R1 |
1,753.50 |
1,753.50 |
1,749.50 |
1,756.00 |
PP |
1,746.75 |
1,746.75 |
1,746.75 |
1,748.00 |
S1 |
1,741.75 |
1,741.75 |
1,747.50 |
1,744.25 |
S2 |
1,735.00 |
1,735.00 |
1,746.25 |
|
S3 |
1,723.25 |
1,730.00 |
1,745.25 |
|
S4 |
1,711.50 |
1,718.25 |
1,742.00 |
|
|
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 |
1,754.50 |
1,727.00 |
27.50 |
1.6% |
13.25 |
0.8% |
78% |
False |
False |
1,458,845 |
10 |
1,754.50 |
1,673.00 |
81.50 |
4.7% |
18.75 |
1.1% |
93% |
False |
False |
1,570,094 |
20 |
1,754.50 |
1,640.00 |
114.50 |
6.5% |
19.50 |
1.1% |
95% |
False |
False |
1,762,588 |
40 |
1,754.50 |
1,618.75 |
135.75 |
7.8% |
17.50 |
1.0% |
96% |
False |
False |
1,335,417 |
60 |
1,754.50 |
1,618.25 |
136.25 |
7.8% |
16.75 |
1.0% |
96% |
False |
False |
892,096 |
80 |
1,754.50 |
1,588.25 |
166.25 |
9.5% |
16.00 |
0.9% |
96% |
False |
False |
669,920 |
100 |
1,754.50 |
1,547.25 |
207.25 |
11.9% |
17.75 |
1.0% |
97% |
False |
False |
536,465 |
120 |
1,754.50 |
1,547.25 |
207.25 |
11.9% |
17.50 |
1.0% |
97% |
False |
False |
447,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.75 |
2.618 |
1,782.50 |
1.618 |
1,770.75 |
1.000 |
1,763.50 |
0.618 |
1,759.00 |
HIGH |
1,751.75 |
0.618 |
1,747.25 |
0.500 |
1,746.00 |
0.382 |
1,744.50 |
LOW |
1,740.00 |
0.618 |
1,732.75 |
1.000 |
1,728.25 |
1.618 |
1,721.00 |
2.618 |
1,709.25 |
4.250 |
1,690.00 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,747.50 |
1,747.25 |
PP |
1,746.75 |
1,745.75 |
S1 |
1,746.00 |
1,744.50 |
|