Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3,205.00 |
3,253.50 |
48.50 |
1.5% |
3,224.00 |
High |
3,255.00 |
3,263.50 |
8.50 |
0.3% |
3,232.75 |
Low |
3,195.00 |
3,234.00 |
39.00 |
1.2% |
3,110.75 |
Close |
3,248.25 |
3,240.75 |
-7.50 |
-0.2% |
3,225.50 |
Range |
60.00 |
29.50 |
-30.50 |
-50.8% |
122.00 |
ATR |
43.82 |
42.80 |
-1.02 |
-2.3% |
0.00 |
Volume |
233,830 |
329,005 |
95,175 |
40.7% |
1,670,961 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,334.50 |
3,317.25 |
3,257.00 |
|
R3 |
3,305.00 |
3,287.75 |
3,248.75 |
|
R2 |
3,275.50 |
3,275.50 |
3,246.25 |
|
R1 |
3,258.25 |
3,258.25 |
3,243.50 |
3,252.00 |
PP |
3,246.00 |
3,246.00 |
3,246.00 |
3,243.00 |
S1 |
3,228.75 |
3,228.75 |
3,238.00 |
3,222.50 |
S2 |
3,216.50 |
3,216.50 |
3,235.25 |
|
S3 |
3,187.00 |
3,199.25 |
3,232.75 |
|
S4 |
3,157.50 |
3,169.75 |
3,224.50 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.75 |
3,512.50 |
3,292.50 |
|
R3 |
3,433.75 |
3,390.50 |
3,259.00 |
|
R2 |
3,311.75 |
3,311.75 |
3,247.75 |
|
R1 |
3,268.50 |
3,268.50 |
3,236.75 |
3,290.00 |
PP |
3,189.75 |
3,189.75 |
3,189.75 |
3,200.50 |
S1 |
3,146.50 |
3,146.50 |
3,214.25 |
3,168.00 |
S2 |
3,067.75 |
3,067.75 |
3,203.25 |
|
S3 |
2,945.75 |
3,024.50 |
3,192.00 |
|
S4 |
2,823.75 |
2,902.50 |
3,158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,263.50 |
3,110.75 |
152.75 |
4.7% |
54.75 |
1.7% |
85% |
True |
False |
315,320 |
10 |
3,263.50 |
3,110.75 |
152.75 |
4.7% |
50.50 |
1.6% |
85% |
True |
False |
303,846 |
20 |
3,263.50 |
3,110.75 |
152.75 |
4.7% |
41.50 |
1.3% |
85% |
True |
False |
265,717 |
40 |
3,263.50 |
3,049.25 |
214.25 |
6.6% |
38.50 |
1.2% |
89% |
True |
False |
155,308 |
60 |
3,263.50 |
3,016.75 |
246.75 |
7.6% |
33.00 |
1.0% |
91% |
True |
False |
103,597 |
80 |
3,263.50 |
2,813.00 |
450.50 |
13.9% |
29.25 |
0.9% |
95% |
True |
False |
77,703 |
100 |
3,263.50 |
2,813.00 |
450.50 |
13.9% |
25.50 |
0.8% |
95% |
True |
False |
62,163 |
120 |
3,263.50 |
2,813.00 |
450.50 |
13.9% |
22.50 |
0.7% |
95% |
True |
False |
51,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,389.00 |
2.618 |
3,340.75 |
1.618 |
3,311.25 |
1.000 |
3,293.00 |
0.618 |
3,281.75 |
HIGH |
3,263.50 |
0.618 |
3,252.25 |
0.500 |
3,248.75 |
0.382 |
3,245.25 |
LOW |
3,234.00 |
0.618 |
3,215.75 |
1.000 |
3,204.50 |
1.618 |
3,186.25 |
2.618 |
3,156.75 |
4.250 |
3,108.50 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,248.75 |
3,233.75 |
PP |
3,246.00 |
3,226.75 |
S1 |
3,243.50 |
3,219.50 |
|