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 |
14,590 |
14,485 |
-105 |
-0.7% |
14,675 |
High |
14,605 |
14,600 |
-5 |
0.0% |
14,795 |
Low |
14,415 |
14,485 |
70 |
0.5% |
14,520 |
Close |
14,445 |
14,540 |
95 |
0.7% |
14,755 |
Range |
190 |
115 |
-75 |
-39.5% |
275 |
ATR |
188 |
186 |
-2 |
-1.3% |
0 |
Volume |
2 |
27 |
25 |
1,250.0% |
17 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,887 |
14,828 |
14,603 |
|
R3 |
14,772 |
14,713 |
14,572 |
|
R2 |
14,657 |
14,657 |
14,561 |
|
R1 |
14,598 |
14,598 |
14,551 |
14,628 |
PP |
14,542 |
14,542 |
14,542 |
14,556 |
S1 |
14,483 |
14,483 |
14,530 |
14,513 |
S2 |
14,427 |
14,427 |
14,519 |
|
S3 |
14,312 |
14,368 |
14,509 |
|
S4 |
14,197 |
14,253 |
14,477 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,515 |
15,410 |
14,906 |
|
R3 |
15,240 |
15,135 |
14,831 |
|
R2 |
14,965 |
14,965 |
14,806 |
|
R1 |
14,860 |
14,860 |
14,780 |
14,913 |
PP |
14,690 |
14,690 |
14,690 |
14,716 |
S1 |
14,585 |
14,585 |
14,730 |
14,638 |
S2 |
14,415 |
14,415 |
14,705 |
|
S3 |
14,140 |
14,310 |
14,680 |
|
S4 |
13,865 |
14,035 |
14,604 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,910 |
14,415 |
495 |
3.4% |
73 |
0.5% |
25% |
False |
False |
7 |
10 |
14,910 |
14,415 |
495 |
3.4% |
69 |
0.5% |
25% |
False |
False |
6 |
20 |
14,950 |
13,905 |
1,045 |
7.2% |
102 |
0.7% |
61% |
False |
False |
5 |
40 |
15,000 |
13,450 |
1,550 |
10.7% |
64 |
0.4% |
70% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.5% |
42 |
0.3% |
72% |
False |
False |
3 |
80 |
15,190 |
13,330 |
1,860 |
12.8% |
37 |
0.3% |
65% |
False |
False |
2 |
100 |
15,190 |
12,780 |
2,410 |
16.6% |
32 |
0.2% |
73% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,089 |
2.618 |
14,901 |
1.618 |
14,786 |
1.000 |
14,715 |
0.618 |
14,671 |
HIGH |
14,600 |
0.618 |
14,556 |
0.500 |
14,543 |
0.382 |
14,529 |
LOW |
14,485 |
0.618 |
14,414 |
1.000 |
14,370 |
1.618 |
14,299 |
2.618 |
14,184 |
4.250 |
13,996 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,543 |
14,663 |
PP |
14,542 |
14,622 |
S1 |
14,541 |
14,581 |
|