Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,699.75 |
1,688.75 |
-11.00 |
-0.6% |
1,669.00 |
High |
1,702.75 |
1,710.25 |
7.50 |
0.4% |
1,693.25 |
Low |
1,683.75 |
1,685.00 |
1.25 |
0.1% |
1,633.50 |
Close |
1,685.50 |
1,706.75 |
21.25 |
1.3% |
1,692.25 |
Range |
19.00 |
25.25 |
6.25 |
32.9% |
59.75 |
ATR |
19.28 |
19.71 |
0.43 |
2.2% |
0.00 |
Volume |
4,566 |
5,730 |
1,164 |
25.5% |
33,980 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.50 |
1,766.75 |
1,720.75 |
|
R3 |
1,751.25 |
1,741.50 |
1,713.75 |
|
R2 |
1,726.00 |
1,726.00 |
1,711.50 |
|
R1 |
1,716.25 |
1,716.25 |
1,709.00 |
1,721.00 |
PP |
1,700.75 |
1,700.75 |
1,700.75 |
1,703.00 |
S1 |
1,691.00 |
1,691.00 |
1,704.50 |
1,696.00 |
S2 |
1,675.50 |
1,675.50 |
1,702.00 |
|
S3 |
1,650.25 |
1,665.75 |
1,699.75 |
|
S4 |
1,625.00 |
1,640.50 |
1,692.75 |
|
|
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 |
1,710.25 |
1,644.25 |
66.00 |
3.9% |
26.50 |
1.6% |
95% |
True |
False |
6,257 |
10 |
1,710.25 |
1,633.50 |
76.75 |
4.5% |
22.50 |
1.3% |
95% |
True |
False |
6,063 |
20 |
1,719.50 |
1,633.50 |
86.00 |
5.0% |
18.50 |
1.1% |
85% |
False |
False |
4,779 |
40 |
1,719.50 |
1,613.00 |
106.50 |
6.2% |
16.75 |
1.0% |
88% |
False |
False |
2,452 |
60 |
1,719.50 |
1,613.00 |
106.50 |
6.2% |
15.00 |
0.9% |
88% |
False |
False |
1,651 |
80 |
1,719.50 |
1,546.00 |
173.50 |
10.2% |
14.25 |
0.8% |
93% |
False |
False |
1,262 |
100 |
1,719.50 |
1,542.25 |
177.25 |
10.4% |
14.75 |
0.9% |
93% |
False |
False |
1,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.50 |
2.618 |
1,776.25 |
1.618 |
1,751.00 |
1.000 |
1,735.50 |
0.618 |
1,725.75 |
HIGH |
1,710.25 |
0.618 |
1,700.50 |
0.500 |
1,697.50 |
0.382 |
1,694.75 |
LOW |
1,685.00 |
0.618 |
1,669.50 |
1.000 |
1,659.75 |
1.618 |
1,644.25 |
2.618 |
1,619.00 |
4.250 |
1,577.75 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,703.75 |
1,702.00 |
PP |
1,700.75 |
1,697.00 |
S1 |
1,697.50 |
1,692.25 |
|