Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,720.50 |
1,730.50 |
10.00 |
0.6% |
1,678.75 |
High |
1,733.50 |
1,735.75 |
2.25 |
0.1% |
1,733.50 |
Low |
1,720.50 |
1,728.50 |
8.00 |
0.5% |
1,674.25 |
Close |
1,730.00 |
1,731.50 |
1.50 |
0.1% |
1,730.00 |
Range |
13.00 |
7.25 |
-5.75 |
-44.2% |
59.25 |
ATR |
19.37 |
18.50 |
-0.87 |
-4.5% |
0.00 |
Volume |
1,844 |
5,862 |
4,018 |
217.9% |
21,410 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,753.75 |
1,749.75 |
1,735.50 |
|
R3 |
1,746.50 |
1,742.50 |
1,733.50 |
|
R2 |
1,739.25 |
1,739.25 |
1,732.75 |
|
R1 |
1,735.25 |
1,735.25 |
1,732.25 |
1,737.25 |
PP |
1,732.00 |
1,732.00 |
1,732.00 |
1,733.00 |
S1 |
1,728.00 |
1,728.00 |
1,730.75 |
1,730.00 |
S2 |
1,724.75 |
1,724.75 |
1,730.25 |
|
S3 |
1,717.50 |
1,720.75 |
1,729.50 |
|
S4 |
1,710.25 |
1,713.50 |
1,727.50 |
|
|
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 |
1,735.75 |
1,683.75 |
52.00 |
3.0% |
17.25 |
1.0% |
92% |
True |
False |
4,623 |
10 |
1,735.75 |
1,633.50 |
102.25 |
5.9% |
21.75 |
1.3% |
96% |
True |
False |
5,494 |
20 |
1,735.75 |
1,633.50 |
102.25 |
5.9% |
18.25 |
1.1% |
96% |
True |
False |
5,165 |
40 |
1,735.75 |
1,613.00 |
122.75 |
7.1% |
16.50 |
1.0% |
97% |
True |
False |
2,767 |
60 |
1,735.75 |
1,613.00 |
122.75 |
7.1% |
15.00 |
0.9% |
97% |
True |
False |
1,862 |
80 |
1,735.75 |
1,581.25 |
154.50 |
8.9% |
14.00 |
0.8% |
97% |
True |
False |
1,420 |
100 |
1,735.75 |
1,542.25 |
193.50 |
11.2% |
15.00 |
0.9% |
98% |
True |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,766.50 |
2.618 |
1,754.75 |
1.618 |
1,747.50 |
1.000 |
1,743.00 |
0.618 |
1,740.25 |
HIGH |
1,735.75 |
0.618 |
1,733.00 |
0.500 |
1,732.00 |
0.382 |
1,731.25 |
LOW |
1,728.50 |
0.618 |
1,724.00 |
1.000 |
1,721.25 |
1.618 |
1,716.75 |
2.618 |
1,709.50 |
4.250 |
1,697.75 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,732.00 |
1,727.00 |
PP |
1,732.00 |
1,722.50 |
S1 |
1,731.75 |
1,718.00 |
|