Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,282.2 |
1,320.1 |
37.9 |
3.0% |
1,275.0 |
High |
1,323.8 |
1,328.6 |
4.8 |
0.4% |
1,328.6 |
Low |
1,275.0 |
1,311.9 |
36.9 |
2.9% |
1,254.0 |
Close |
1,323.6 |
1,315.2 |
-8.4 |
-0.6% |
1,315.2 |
Range |
48.8 |
16.7 |
-32.1 |
-65.8% |
74.6 |
ATR |
29.5 |
28.5 |
-0.9 |
-3.1% |
0.0 |
Volume |
1,848 |
5,124 |
3,276 |
177.3% |
19,542 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.7 |
1,358.6 |
1,324.4 |
|
R3 |
1,352.0 |
1,341.9 |
1,319.8 |
|
R2 |
1,335.3 |
1,335.3 |
1,318.3 |
|
R1 |
1,325.2 |
1,325.2 |
1,316.7 |
1,321.9 |
PP |
1,318.6 |
1,318.6 |
1,318.6 |
1,316.9 |
S1 |
1,308.5 |
1,308.5 |
1,313.7 |
1,305.2 |
S2 |
1,301.9 |
1,301.9 |
1,312.1 |
|
S3 |
1,285.2 |
1,291.8 |
1,310.6 |
|
S4 |
1,268.5 |
1,275.1 |
1,306.0 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.1 |
1,493.7 |
1,356.2 |
|
R3 |
1,448.5 |
1,419.1 |
1,335.7 |
|
R2 |
1,373.9 |
1,373.9 |
1,328.9 |
|
R1 |
1,344.5 |
1,344.5 |
1,322.0 |
1,359.2 |
PP |
1,299.3 |
1,299.3 |
1,299.3 |
1,306.6 |
S1 |
1,269.9 |
1,269.9 |
1,308.4 |
1,284.6 |
S2 |
1,224.7 |
1,224.7 |
1,301.5 |
|
S3 |
1,150.1 |
1,195.3 |
1,294.7 |
|
S4 |
1,075.5 |
1,120.7 |
1,274.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.6 |
1,254.0 |
74.6 |
5.7% |
27.6 |
2.1% |
82% |
True |
False |
3,908 |
10 |
1,330.8 |
1,254.0 |
76.8 |
5.8% |
26.2 |
2.0% |
80% |
False |
False |
3,469 |
20 |
1,351.7 |
1,254.0 |
97.7 |
7.4% |
26.5 |
2.0% |
63% |
False |
False |
2,970 |
40 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
26.9 |
2.0% |
34% |
False |
False |
2,425 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
25.3 |
1.9% |
34% |
False |
False |
2,140 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
24.4 |
1.9% |
52% |
False |
False |
2,089 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.9 |
1.8% |
52% |
False |
False |
1,809 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.4% |
23.2 |
1.8% |
43% |
False |
False |
1,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.6 |
2.618 |
1,372.3 |
1.618 |
1,355.6 |
1.000 |
1,345.3 |
0.618 |
1,338.9 |
HIGH |
1,328.6 |
0.618 |
1,322.2 |
0.500 |
1,320.3 |
0.382 |
1,318.3 |
LOW |
1,311.9 |
0.618 |
1,301.6 |
1.000 |
1,295.2 |
1.618 |
1,284.9 |
2.618 |
1,268.2 |
4.250 |
1,240.9 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,320.3 |
1,309.9 |
PP |
1,318.6 |
1,304.5 |
S1 |
1,316.9 |
1,299.2 |
|