Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,705.50 |
1,720.50 |
15.00 |
0.9% |
1,678.75 |
High |
1,722.00 |
1,733.50 |
11.50 |
0.7% |
1,733.50 |
Low |
1,700.25 |
1,720.50 |
20.25 |
1.2% |
1,674.25 |
Close |
1,721.25 |
1,730.00 |
8.75 |
0.5% |
1,730.00 |
Range |
21.75 |
13.00 |
-8.75 |
-40.2% |
59.25 |
ATR |
19.85 |
19.37 |
-0.49 |
-2.5% |
0.00 |
Volume |
5,114 |
1,844 |
-3,270 |
-63.9% |
21,410 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.00 |
1,761.50 |
1,737.25 |
|
R3 |
1,754.00 |
1,748.50 |
1,733.50 |
|
R2 |
1,741.00 |
1,741.00 |
1,732.50 |
|
R1 |
1,735.50 |
1,735.50 |
1,731.25 |
1,738.25 |
PP |
1,728.00 |
1,728.00 |
1,728.00 |
1,729.50 |
S1 |
1,722.50 |
1,722.50 |
1,728.75 |
1,725.25 |
S2 |
1,715.00 |
1,715.00 |
1,727.50 |
|
S3 |
1,702.00 |
1,709.50 |
1,726.50 |
|
S4 |
1,689.00 |
1,696.50 |
1,722.75 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.25 |
1,869.50 |
1,762.50 |
|
R3 |
1,831.00 |
1,810.25 |
1,746.25 |
|
R2 |
1,771.75 |
1,771.75 |
1,740.75 |
|
R1 |
1,751.00 |
1,751.00 |
1,735.50 |
1,761.50 |
PP |
1,712.50 |
1,712.50 |
1,712.50 |
1,717.75 |
S1 |
1,691.75 |
1,691.75 |
1,724.50 |
1,702.00 |
S2 |
1,653.25 |
1,653.25 |
1,719.25 |
|
S3 |
1,594.00 |
1,632.50 |
1,713.75 |
|
S4 |
1,534.75 |
1,573.25 |
1,697.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,733.50 |
1,674.25 |
59.25 |
3.4% |
21.00 |
1.2% |
94% |
True |
False |
4,282 |
10 |
1,733.50 |
1,633.50 |
100.00 |
5.8% |
22.25 |
1.3% |
97% |
True |
False |
5,539 |
20 |
1,733.50 |
1,633.50 |
100.00 |
5.8% |
18.75 |
1.1% |
97% |
True |
False |
5,037 |
40 |
1,733.50 |
1,613.00 |
120.50 |
7.0% |
16.50 |
1.0% |
97% |
True |
False |
2,621 |
60 |
1,733.50 |
1,613.00 |
120.50 |
7.0% |
15.00 |
0.9% |
97% |
True |
False |
1,766 |
80 |
1,733.50 |
1,581.25 |
152.25 |
8.8% |
14.00 |
0.8% |
98% |
True |
False |
1,348 |
100 |
1,733.50 |
1,542.25 |
191.25 |
11.1% |
14.75 |
0.9% |
98% |
True |
False |
1,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,788.75 |
2.618 |
1,767.50 |
1.618 |
1,754.50 |
1.000 |
1,746.50 |
0.618 |
1,741.50 |
HIGH |
1,733.50 |
0.618 |
1,728.50 |
0.500 |
1,727.00 |
0.382 |
1,725.50 |
LOW |
1,720.50 |
0.618 |
1,712.50 |
1.000 |
1,707.50 |
1.618 |
1,699.50 |
2.618 |
1,686.50 |
4.250 |
1,665.25 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,729.00 |
1,723.00 |
PP |
1,728.00 |
1,716.25 |
S1 |
1,727.00 |
1,709.25 |
|