Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,314.8 |
1,340.2 |
25.4 |
1.9% |
1,275.0 |
High |
1,345.0 |
1,342.5 |
-2.5 |
-0.2% |
1,328.6 |
Low |
1,310.0 |
1,330.0 |
20.0 |
1.5% |
1,254.0 |
Close |
1,343.0 |
1,334.5 |
-8.5 |
-0.6% |
1,315.2 |
Range |
35.0 |
12.5 |
-22.5 |
-64.3% |
74.6 |
ATR |
27.7 |
26.6 |
-1.0 |
-3.8% |
0.0 |
Volume |
8,581 |
1,699 |
-6,882 |
-80.2% |
19,542 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.2 |
1,366.3 |
1,341.4 |
|
R3 |
1,360.7 |
1,353.8 |
1,337.9 |
|
R2 |
1,348.2 |
1,348.2 |
1,336.8 |
|
R1 |
1,341.3 |
1,341.3 |
1,335.6 |
1,338.5 |
PP |
1,335.7 |
1,335.7 |
1,335.7 |
1,334.3 |
S1 |
1,328.8 |
1,328.8 |
1,333.4 |
1,326.0 |
S2 |
1,323.2 |
1,323.2 |
1,332.2 |
|
S3 |
1,310.7 |
1,316.3 |
1,331.1 |
|
S4 |
1,298.2 |
1,303.8 |
1,327.6 |
|
|
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 |
1,345.0 |
1,275.0 |
70.0 |
5.2% |
24.3 |
1.8% |
85% |
False |
False |
4,040 |
10 |
1,345.0 |
1,254.0 |
91.0 |
6.8% |
25.8 |
1.9% |
88% |
False |
False |
4,212 |
20 |
1,351.7 |
1,254.0 |
97.7 |
7.3% |
26.3 |
2.0% |
82% |
False |
False |
3,230 |
40 |
1,433.7 |
1,254.0 |
179.7 |
13.5% |
26.5 |
2.0% |
45% |
False |
False |
2,649 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.5% |
25.4 |
1.9% |
45% |
False |
False |
2,243 |
80 |
1,433.7 |
1,214.4 |
219.3 |
16.4% |
23.7 |
1.8% |
55% |
False |
False |
2,216 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.4% |
23.7 |
1.8% |
60% |
False |
False |
1,927 |
120 |
1,482.1 |
1,187.9 |
294.2 |
22.0% |
23.4 |
1.8% |
50% |
False |
False |
1,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.6 |
2.618 |
1,375.2 |
1.618 |
1,362.7 |
1.000 |
1,355.0 |
0.618 |
1,350.2 |
HIGH |
1,342.5 |
0.618 |
1,337.7 |
0.500 |
1,336.3 |
0.382 |
1,334.8 |
LOW |
1,330.0 |
0.618 |
1,322.3 |
1.000 |
1,317.5 |
1.618 |
1,309.8 |
2.618 |
1,297.3 |
4.250 |
1,276.9 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,336.3 |
1,332.2 |
PP |
1,335.7 |
1,329.8 |
S1 |
1,335.1 |
1,327.5 |
|