Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3,253.50 |
3,240.50 |
-13.00 |
-0.4% |
3,224.00 |
High |
3,263.50 |
3,276.50 |
13.00 |
0.4% |
3,232.75 |
Low |
3,234.00 |
3,234.75 |
0.75 |
0.0% |
3,110.75 |
Close |
3,240.75 |
3,264.00 |
23.25 |
0.7% |
3,225.50 |
Range |
29.50 |
41.75 |
12.25 |
41.5% |
122.00 |
ATR |
42.80 |
42.72 |
-0.07 |
-0.2% |
0.00 |
Volume |
329,005 |
228,467 |
-100,538 |
-30.6% |
1,670,961 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,383.75 |
3,365.50 |
3,287.00 |
|
R3 |
3,342.00 |
3,323.75 |
3,275.50 |
|
R2 |
3,300.25 |
3,300.25 |
3,271.75 |
|
R1 |
3,282.00 |
3,282.00 |
3,267.75 |
3,291.00 |
PP |
3,258.50 |
3,258.50 |
3,258.50 |
3,263.00 |
S1 |
3,240.25 |
3,240.25 |
3,260.25 |
3,249.50 |
S2 |
3,216.75 |
3,216.75 |
3,256.25 |
|
S3 |
3,175.00 |
3,198.50 |
3,252.50 |
|
S4 |
3,133.25 |
3,156.75 |
3,241.00 |
|
|
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 |
3,276.50 |
3,132.75 |
143.75 |
4.4% |
52.50 |
1.6% |
91% |
True |
False |
272,699 |
10 |
3,276.50 |
3,110.75 |
165.75 |
5.1% |
51.50 |
1.6% |
92% |
True |
False |
302,559 |
20 |
3,276.50 |
3,110.75 |
165.75 |
5.1% |
41.25 |
1.3% |
92% |
True |
False |
264,390 |
40 |
3,276.50 |
3,049.25 |
227.25 |
7.0% |
38.75 |
1.2% |
94% |
True |
False |
161,014 |
60 |
3,276.50 |
3,025.75 |
250.75 |
7.7% |
33.00 |
1.0% |
95% |
True |
False |
107,404 |
80 |
3,276.50 |
2,825.00 |
451.50 |
13.8% |
29.00 |
0.9% |
97% |
True |
False |
80,559 |
100 |
3,276.50 |
2,813.00 |
463.50 |
14.2% |
26.00 |
0.8% |
97% |
True |
False |
64,447 |
120 |
3,276.50 |
2,813.00 |
463.50 |
14.2% |
23.00 |
0.7% |
97% |
True |
False |
53,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,454.00 |
2.618 |
3,385.75 |
1.618 |
3,344.00 |
1.000 |
3,318.25 |
0.618 |
3,302.25 |
HIGH |
3,276.50 |
0.618 |
3,260.50 |
0.500 |
3,255.50 |
0.382 |
3,250.75 |
LOW |
3,234.75 |
0.618 |
3,209.00 |
1.000 |
3,193.00 |
1.618 |
3,167.25 |
2.618 |
3,125.50 |
4.250 |
3,057.25 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,261.25 |
3,254.50 |
PP |
3,258.50 |
3,245.25 |
S1 |
3,255.50 |
3,235.75 |
|