Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,730.50 |
1,730.75 |
0.25 |
0.0% |
1,678.75 |
High |
1,735.75 |
1,747.50 |
11.75 |
0.7% |
1,733.50 |
Low |
1,728.50 |
1,729.75 |
1.25 |
0.1% |
1,674.25 |
Close |
1,731.50 |
1,742.75 |
11.25 |
0.6% |
1,730.00 |
Range |
7.25 |
17.75 |
10.50 |
144.8% |
59.25 |
ATR |
18.50 |
18.45 |
-0.05 |
-0.3% |
0.00 |
Volume |
5,862 |
3,609 |
-2,253 |
-38.4% |
21,410 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.25 |
1,785.75 |
1,752.50 |
|
R3 |
1,775.50 |
1,768.00 |
1,747.75 |
|
R2 |
1,757.75 |
1,757.75 |
1,746.00 |
|
R1 |
1,750.25 |
1,750.25 |
1,744.50 |
1,754.00 |
PP |
1,740.00 |
1,740.00 |
1,740.00 |
1,742.00 |
S1 |
1,732.50 |
1,732.50 |
1,741.00 |
1,736.25 |
S2 |
1,722.25 |
1,722.25 |
1,739.50 |
|
S3 |
1,704.50 |
1,714.75 |
1,737.75 |
|
S4 |
1,686.75 |
1,697.00 |
1,733.00 |
|
|
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 |
1,747.50 |
1,685.00 |
62.50 |
3.6% |
17.00 |
1.0% |
92% |
True |
False |
4,431 |
10 |
1,747.50 |
1,633.50 |
114.00 |
6.5% |
21.00 |
1.2% |
96% |
True |
False |
5,230 |
20 |
1,747.50 |
1,633.50 |
114.00 |
6.5% |
18.50 |
1.1% |
96% |
True |
False |
5,217 |
40 |
1,747.50 |
1,613.00 |
134.50 |
7.7% |
16.75 |
1.0% |
96% |
True |
False |
2,855 |
60 |
1,747.50 |
1,613.00 |
134.50 |
7.7% |
15.00 |
0.9% |
96% |
True |
False |
1,921 |
80 |
1,747.50 |
1,581.25 |
166.25 |
9.5% |
14.00 |
0.8% |
97% |
True |
False |
1,464 |
100 |
1,747.50 |
1,542.25 |
205.25 |
11.8% |
15.00 |
0.9% |
98% |
True |
False |
1,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.00 |
2.618 |
1,794.00 |
1.618 |
1,776.25 |
1.000 |
1,765.25 |
0.618 |
1,758.50 |
HIGH |
1,747.50 |
0.618 |
1,740.75 |
0.500 |
1,738.50 |
0.382 |
1,736.50 |
LOW |
1,729.75 |
0.618 |
1,718.75 |
1.000 |
1,712.00 |
1.618 |
1,701.00 |
2.618 |
1,683.25 |
4.250 |
1,654.25 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,741.50 |
1,739.75 |
PP |
1,740.00 |
1,737.00 |
S1 |
1,738.50 |
1,734.00 |
|