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 |
1,272.2 |
1,282.9 |
10.7 |
0.8% |
1,312.6 |
High |
1,287.0 |
1,289.8 |
2.8 |
0.2% |
1,330.8 |
Low |
1,254.0 |
1,269.7 |
15.7 |
1.3% |
1,260.6 |
Close |
1,273.8 |
1,282.9 |
9.1 |
0.7% |
1,268.8 |
Range |
33.0 |
20.1 |
-12.9 |
-39.1% |
70.2 |
ATR |
28.6 |
28.0 |
-0.6 |
-2.1% |
0.0 |
Volume |
5,879 |
5,675 |
-204 |
-3.5% |
15,150 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.1 |
1,332.1 |
1,294.0 |
|
R3 |
1,321.0 |
1,312.0 |
1,288.4 |
|
R2 |
1,300.9 |
1,300.9 |
1,286.6 |
|
R1 |
1,291.9 |
1,291.9 |
1,284.7 |
1,293.0 |
PP |
1,280.8 |
1,280.8 |
1,280.8 |
1,281.3 |
S1 |
1,271.8 |
1,271.8 |
1,281.1 |
1,272.9 |
S2 |
1,260.7 |
1,260.7 |
1,279.2 |
|
S3 |
1,240.6 |
1,251.7 |
1,277.4 |
|
S4 |
1,220.5 |
1,231.6 |
1,271.8 |
|
|
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 |
1,312.6 |
1,254.0 |
58.6 |
4.6% |
27.4 |
2.1% |
49% |
False |
False |
4,384 |
10 |
1,330.8 |
1,254.0 |
76.8 |
6.0% |
23.5 |
1.8% |
38% |
False |
False |
3,064 |
20 |
1,375.8 |
1,254.0 |
121.8 |
9.5% |
26.2 |
2.0% |
24% |
False |
False |
2,765 |
40 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
26.2 |
2.0% |
16% |
False |
False |
2,299 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
25.0 |
1.9% |
16% |
False |
False |
2,111 |
80 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
24.4 |
1.9% |
39% |
False |
False |
2,040 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
23.6 |
1.8% |
39% |
False |
False |
1,749 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.9% |
22.8 |
1.8% |
32% |
False |
False |
1,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.2 |
2.618 |
1,342.4 |
1.618 |
1,322.3 |
1.000 |
1,309.9 |
0.618 |
1,302.2 |
HIGH |
1,289.8 |
0.618 |
1,282.1 |
0.500 |
1,279.8 |
0.382 |
1,277.4 |
LOW |
1,269.7 |
0.618 |
1,257.3 |
1.000 |
1,249.6 |
1.618 |
1,237.2 |
2.618 |
1,217.1 |
4.250 |
1,184.3 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,281.9 |
1,279.2 |
PP |
1,280.8 |
1,275.6 |
S1 |
1,279.8 |
1,271.9 |
|