Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,340.2 |
1,331.5 |
-8.7 |
-0.6% |
1,275.0 |
High |
1,342.5 |
1,352.4 |
9.9 |
0.7% |
1,328.6 |
Low |
1,330.0 |
1,331.5 |
1.5 |
0.1% |
1,254.0 |
Close |
1,334.5 |
1,350.8 |
16.3 |
1.2% |
1,315.2 |
Range |
12.5 |
20.9 |
8.4 |
67.2% |
74.6 |
ATR |
26.6 |
26.2 |
-0.4 |
-1.5% |
0.0 |
Volume |
1,699 |
4,753 |
3,054 |
179.8% |
19,542 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.6 |
1,400.1 |
1,362.3 |
|
R3 |
1,386.7 |
1,379.2 |
1,356.5 |
|
R2 |
1,365.8 |
1,365.8 |
1,354.6 |
|
R1 |
1,358.3 |
1,358.3 |
1,352.7 |
1,362.1 |
PP |
1,344.9 |
1,344.9 |
1,344.9 |
1,346.8 |
S1 |
1,337.4 |
1,337.4 |
1,348.9 |
1,341.2 |
S2 |
1,324.0 |
1,324.0 |
1,347.0 |
|
S3 |
1,303.1 |
1,316.5 |
1,345.1 |
|
S4 |
1,282.2 |
1,295.6 |
1,339.3 |
|
|
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 |
1,352.4 |
1,310.0 |
42.4 |
3.1% |
18.7 |
1.4% |
96% |
True |
False |
4,621 |
10 |
1,352.4 |
1,254.0 |
98.4 |
7.3% |
24.9 |
1.8% |
98% |
True |
False |
4,294 |
20 |
1,352.4 |
1,254.0 |
98.4 |
7.3% |
26.3 |
1.9% |
98% |
True |
False |
3,400 |
40 |
1,416.7 |
1,254.0 |
162.7 |
12.0% |
26.6 |
2.0% |
59% |
False |
False |
2,699 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.3% |
25.3 |
1.9% |
54% |
False |
False |
2,306 |
80 |
1,433.7 |
1,214.4 |
219.3 |
16.2% |
23.7 |
1.8% |
62% |
False |
False |
2,263 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.2% |
23.9 |
1.8% |
66% |
False |
False |
1,967 |
120 |
1,478.7 |
1,187.9 |
290.8 |
21.5% |
23.5 |
1.7% |
56% |
False |
False |
1,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.2 |
2.618 |
1,407.1 |
1.618 |
1,386.2 |
1.000 |
1,373.3 |
0.618 |
1,365.3 |
HIGH |
1,352.4 |
0.618 |
1,344.4 |
0.500 |
1,342.0 |
0.382 |
1,339.5 |
LOW |
1,331.5 |
0.618 |
1,318.6 |
1.000 |
1,310.6 |
1.618 |
1,297.7 |
2.618 |
1,276.8 |
4.250 |
1,242.7 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,347.9 |
1,344.3 |
PP |
1,344.9 |
1,337.7 |
S1 |
1,342.0 |
1,331.2 |
|