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 |
1,275.0 |
1,272.2 |
-2.8 |
-0.2% |
1,312.6 |
High |
1,289.1 |
1,287.0 |
-2.1 |
-0.2% |
1,330.8 |
Low |
1,269.8 |
1,254.0 |
-15.8 |
-1.2% |
1,260.6 |
Close |
1,277.2 |
1,273.8 |
-3.4 |
-0.3% |
1,268.8 |
Range |
19.3 |
33.0 |
13.7 |
71.0% |
70.2 |
ATR |
28.2 |
28.6 |
0.3 |
1.2% |
0.0 |
Volume |
1,016 |
5,879 |
4,863 |
478.6% |
15,150 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.6 |
1,355.2 |
1,292.0 |
|
R3 |
1,337.6 |
1,322.2 |
1,282.9 |
|
R2 |
1,304.6 |
1,304.6 |
1,279.9 |
|
R1 |
1,289.2 |
1,289.2 |
1,276.8 |
1,296.9 |
PP |
1,271.6 |
1,271.6 |
1,271.6 |
1,275.5 |
S1 |
1,256.2 |
1,256.2 |
1,270.8 |
1,263.9 |
S2 |
1,238.6 |
1,238.6 |
1,267.8 |
|
S3 |
1,205.6 |
1,223.2 |
1,264.7 |
|
S4 |
1,172.6 |
1,190.2 |
1,255.7 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.3 |
1,453.3 |
1,307.4 |
|
R3 |
1,427.1 |
1,383.1 |
1,288.1 |
|
R2 |
1,356.9 |
1,356.9 |
1,281.7 |
|
R1 |
1,312.9 |
1,312.9 |
1,275.2 |
1,299.8 |
PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,280.2 |
S1 |
1,242.7 |
1,242.7 |
1,262.4 |
1,229.6 |
S2 |
1,216.5 |
1,216.5 |
1,255.9 |
|
S3 |
1,146.3 |
1,172.5 |
1,249.5 |
|
S4 |
1,076.1 |
1,102.3 |
1,230.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.4 |
1,254.0 |
68.4 |
5.4% |
28.7 |
2.2% |
29% |
False |
True |
3,837 |
10 |
1,330.8 |
1,254.0 |
76.8 |
6.0% |
26.2 |
2.1% |
26% |
False |
True |
2,784 |
20 |
1,375.8 |
1,254.0 |
121.8 |
9.6% |
29.3 |
2.3% |
16% |
False |
True |
2,566 |
40 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
26.3 |
2.1% |
11% |
False |
True |
2,211 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
24.9 |
2.0% |
11% |
False |
True |
2,045 |
80 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
24.4 |
1.9% |
35% |
False |
False |
1,979 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
23.5 |
1.8% |
35% |
False |
False |
1,695 |
120 |
1,482.1 |
1,187.9 |
294.2 |
23.1% |
22.9 |
1.8% |
29% |
False |
False |
1,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.3 |
2.618 |
1,373.4 |
1.618 |
1,340.4 |
1.000 |
1,320.0 |
0.618 |
1,307.4 |
HIGH |
1,287.0 |
0.618 |
1,274.4 |
0.500 |
1,270.5 |
0.382 |
1,266.6 |
LOW |
1,254.0 |
0.618 |
1,233.6 |
1.000 |
1,221.0 |
1.618 |
1,200.6 |
2.618 |
1,167.6 |
4.250 |
1,113.8 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,272.7 |
1,274.2 |
PP |
1,271.6 |
1,274.1 |
S1 |
1,270.5 |
1,273.9 |
|