Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,282.9 |
1,282.2 |
-0.7 |
-0.1% |
1,312.6 |
High |
1,289.8 |
1,323.8 |
34.0 |
2.6% |
1,330.8 |
Low |
1,269.7 |
1,275.0 |
5.3 |
0.4% |
1,260.6 |
Close |
1,282.9 |
1,323.6 |
40.7 |
3.2% |
1,268.8 |
Range |
20.1 |
48.8 |
28.7 |
142.8% |
70.2 |
ATR |
28.0 |
29.5 |
1.5 |
5.3% |
0.0 |
Volume |
5,675 |
1,848 |
-3,827 |
-67.4% |
15,150 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.9 |
1,437.5 |
1,350.4 |
|
R3 |
1,405.1 |
1,388.7 |
1,337.0 |
|
R2 |
1,356.3 |
1,356.3 |
1,332.5 |
|
R1 |
1,339.9 |
1,339.9 |
1,328.1 |
1,348.1 |
PP |
1,307.5 |
1,307.5 |
1,307.5 |
1,311.6 |
S1 |
1,291.1 |
1,291.1 |
1,319.1 |
1,299.3 |
S2 |
1,258.7 |
1,258.7 |
1,314.7 |
|
S3 |
1,209.9 |
1,242.3 |
1,310.2 |
|
S4 |
1,161.1 |
1,193.5 |
1,296.8 |
|
|
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 |
1,323.8 |
1,254.0 |
69.8 |
5.3% |
31.0 |
2.3% |
100% |
True |
False |
3,967 |
10 |
1,330.8 |
1,254.0 |
76.8 |
5.8% |
26.5 |
2.0% |
91% |
False |
False |
3,075 |
20 |
1,369.0 |
1,254.0 |
115.0 |
8.7% |
27.8 |
2.1% |
61% |
False |
False |
2,795 |
40 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
27.0 |
2.0% |
39% |
False |
False |
2,324 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
25.3 |
1.9% |
39% |
False |
False |
2,089 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
24.8 |
1.9% |
55% |
False |
False |
2,042 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
23.8 |
1.8% |
55% |
False |
False |
1,764 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.2% |
23.2 |
1.8% |
46% |
False |
False |
1,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,531.2 |
2.618 |
1,451.6 |
1.618 |
1,402.8 |
1.000 |
1,372.6 |
0.618 |
1,354.0 |
HIGH |
1,323.8 |
0.618 |
1,305.2 |
0.500 |
1,299.4 |
0.382 |
1,293.6 |
LOW |
1,275.0 |
0.618 |
1,244.8 |
1.000 |
1,226.2 |
1.618 |
1,196.0 |
2.618 |
1,147.2 |
4.250 |
1,067.6 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,315.5 |
1,312.0 |
PP |
1,307.5 |
1,300.5 |
S1 |
1,299.4 |
1,288.9 |
|