Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,318.7 |
1,314.8 |
-3.9 |
-0.3% |
1,275.0 |
High |
1,322.7 |
1,345.0 |
22.3 |
1.7% |
1,328.6 |
Low |
1,314.2 |
1,310.0 |
-4.2 |
-0.3% |
1,254.0 |
Close |
1,316.3 |
1,343.0 |
26.7 |
2.0% |
1,315.2 |
Range |
8.5 |
35.0 |
26.5 |
311.8% |
74.6 |
ATR |
27.1 |
27.7 |
0.6 |
2.1% |
0.0 |
Volume |
2,950 |
8,581 |
5,631 |
190.9% |
19,542 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.7 |
1,425.3 |
1,362.3 |
|
R3 |
1,402.7 |
1,390.3 |
1,352.6 |
|
R2 |
1,367.7 |
1,367.7 |
1,349.4 |
|
R1 |
1,355.3 |
1,355.3 |
1,346.2 |
1,361.5 |
PP |
1,332.7 |
1,332.7 |
1,332.7 |
1,335.8 |
S1 |
1,320.3 |
1,320.3 |
1,339.8 |
1,326.5 |
S2 |
1,297.7 |
1,297.7 |
1,336.6 |
|
S3 |
1,262.7 |
1,285.3 |
1,333.4 |
|
S4 |
1,227.7 |
1,250.3 |
1,323.8 |
|
|
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 |
1,345.0 |
1,269.7 |
75.3 |
5.6% |
25.8 |
1.9% |
97% |
True |
False |
4,835 |
10 |
1,345.0 |
1,254.0 |
91.0 |
6.8% |
27.2 |
2.0% |
98% |
True |
False |
4,336 |
20 |
1,351.7 |
1,254.0 |
97.7 |
7.3% |
26.7 |
2.0% |
91% |
False |
False |
3,279 |
40 |
1,433.7 |
1,254.0 |
179.7 |
13.4% |
26.8 |
2.0% |
50% |
False |
False |
2,625 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.4% |
25.4 |
1.9% |
50% |
False |
False |
2,240 |
80 |
1,433.7 |
1,214.4 |
219.3 |
16.3% |
23.9 |
1.8% |
59% |
False |
False |
2,209 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.3% |
23.8 |
1.8% |
63% |
False |
False |
1,916 |
120 |
1,482.1 |
1,187.9 |
294.2 |
21.9% |
23.4 |
1.7% |
53% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.8 |
2.618 |
1,436.6 |
1.618 |
1,401.6 |
1.000 |
1,380.0 |
0.618 |
1,366.6 |
HIGH |
1,345.0 |
0.618 |
1,331.6 |
0.500 |
1,327.5 |
0.382 |
1,323.4 |
LOW |
1,310.0 |
0.618 |
1,288.4 |
1.000 |
1,275.0 |
1.618 |
1,253.4 |
2.618 |
1,218.4 |
4.250 |
1,161.3 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,337.8 |
1,337.8 |
PP |
1,332.7 |
1,332.7 |
S1 |
1,327.5 |
1,327.5 |
|