Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,320.1 |
1,318.7 |
-1.4 |
-0.1% |
1,275.0 |
High |
1,328.6 |
1,322.7 |
-5.9 |
-0.4% |
1,328.6 |
Low |
1,311.9 |
1,314.2 |
2.3 |
0.2% |
1,254.0 |
Close |
1,315.2 |
1,316.3 |
1.1 |
0.1% |
1,315.2 |
Range |
16.7 |
8.5 |
-8.2 |
-49.1% |
74.6 |
ATR |
28.5 |
27.1 |
-1.4 |
-5.0% |
0.0 |
Volume |
5,124 |
2,950 |
-2,174 |
-42.4% |
19,542 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.2 |
1,338.3 |
1,321.0 |
|
R3 |
1,334.7 |
1,329.8 |
1,318.6 |
|
R2 |
1,326.2 |
1,326.2 |
1,317.9 |
|
R1 |
1,321.3 |
1,321.3 |
1,317.1 |
1,319.5 |
PP |
1,317.7 |
1,317.7 |
1,317.7 |
1,316.9 |
S1 |
1,312.8 |
1,312.8 |
1,315.5 |
1,311.0 |
S2 |
1,309.2 |
1,309.2 |
1,314.7 |
|
S3 |
1,300.7 |
1,304.3 |
1,314.0 |
|
S4 |
1,292.2 |
1,295.8 |
1,311.6 |
|
|
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% |
25.4 |
1.9% |
84% |
False |
False |
4,295 |
10 |
1,330.8 |
1,254.0 |
76.8 |
5.8% |
25.1 |
1.9% |
81% |
False |
False |
3,613 |
20 |
1,351.7 |
1,254.0 |
97.7 |
7.4% |
26.1 |
2.0% |
64% |
False |
False |
2,935 |
40 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
26.3 |
2.0% |
35% |
False |
False |
2,448 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
25.0 |
1.9% |
35% |
False |
False |
2,138 |
80 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
24.0 |
1.8% |
52% |
False |
False |
2,109 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.8 |
1.8% |
52% |
False |
False |
1,833 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.4% |
23.2 |
1.8% |
44% |
False |
False |
1,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.8 |
2.618 |
1,345.0 |
1.618 |
1,336.5 |
1.000 |
1,331.2 |
0.618 |
1,328.0 |
HIGH |
1,322.7 |
0.618 |
1,319.5 |
0.500 |
1,318.5 |
0.382 |
1,317.4 |
LOW |
1,314.2 |
0.618 |
1,308.9 |
1.000 |
1,305.7 |
1.618 |
1,300.4 |
2.618 |
1,291.9 |
4.250 |
1,278.1 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.5 |
1,311.5 |
PP |
1,317.7 |
1,306.6 |
S1 |
1,317.0 |
1,301.8 |
|