Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,678.75 |
1,699.75 |
21.00 |
1.3% |
1,669.00 |
High |
1,700.00 |
1,702.75 |
2.75 |
0.2% |
1,693.25 |
Low |
1,674.25 |
1,683.75 |
9.50 |
0.6% |
1,633.50 |
Close |
1,697.50 |
1,685.50 |
-12.00 |
-0.7% |
1,692.25 |
Range |
25.75 |
19.00 |
-6.75 |
-26.2% |
59.75 |
ATR |
19.30 |
19.28 |
-0.02 |
-0.1% |
0.00 |
Volume |
4,156 |
4,566 |
410 |
9.9% |
33,980 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.75 |
1,735.50 |
1,696.00 |
|
R3 |
1,728.75 |
1,716.50 |
1,690.75 |
|
R2 |
1,709.75 |
1,709.75 |
1,689.00 |
|
R1 |
1,697.50 |
1,697.50 |
1,687.25 |
1,694.00 |
PP |
1,690.75 |
1,690.75 |
1,690.75 |
1,689.00 |
S1 |
1,678.50 |
1,678.50 |
1,683.75 |
1,675.00 |
S2 |
1,671.75 |
1,671.75 |
1,682.00 |
|
S3 |
1,652.75 |
1,659.50 |
1,680.25 |
|
S4 |
1,633.75 |
1,640.50 |
1,675.00 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.25 |
1,832.00 |
1,725.00 |
|
R3 |
1,792.50 |
1,772.25 |
1,708.75 |
|
R2 |
1,732.75 |
1,732.75 |
1,703.25 |
|
R1 |
1,712.50 |
1,712.50 |
1,697.75 |
1,722.50 |
PP |
1,673.00 |
1,673.00 |
1,673.00 |
1,678.00 |
S1 |
1,652.75 |
1,652.75 |
1,686.75 |
1,663.00 |
S2 |
1,613.25 |
1,613.25 |
1,681.25 |
|
S3 |
1,553.50 |
1,593.00 |
1,675.75 |
|
S4 |
1,493.75 |
1,533.25 |
1,659.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,702.75 |
1,633.50 |
69.25 |
4.1% |
25.00 |
1.5% |
75% |
True |
False |
6,029 |
10 |
1,702.75 |
1,633.50 |
69.25 |
4.1% |
21.75 |
1.3% |
75% |
True |
False |
6,003 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.1% |
19.00 |
1.1% |
60% |
False |
False |
4,501 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
16.50 |
1.0% |
68% |
False |
False |
2,310 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.50 |
0.9% |
68% |
False |
False |
1,556 |
80 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.25 |
0.8% |
81% |
False |
False |
1,191 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.50 |
0.9% |
81% |
False |
False |
972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.50 |
2.618 |
1,752.50 |
1.618 |
1,733.50 |
1.000 |
1,721.75 |
0.618 |
1,714.50 |
HIGH |
1,702.75 |
0.618 |
1,695.50 |
0.500 |
1,693.25 |
0.382 |
1,691.00 |
LOW |
1,683.75 |
0.618 |
1,672.00 |
1.000 |
1,664.75 |
1.618 |
1,653.00 |
2.618 |
1,634.00 |
4.250 |
1,603.00 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,693.25 |
1,685.25 |
PP |
1,690.75 |
1,685.00 |
S1 |
1,688.00 |
1,684.75 |
|