Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,730.75 |
1,742.00 |
11.25 |
0.7% |
1,678.75 |
High |
1,747.50 |
1,742.00 |
-5.50 |
-0.3% |
1,733.50 |
Low |
1,729.75 |
1,728.75 |
-1.00 |
-0.1% |
1,674.25 |
Close |
1,742.75 |
1,735.25 |
-7.50 |
-0.4% |
1,730.00 |
Range |
17.75 |
13.25 |
-4.50 |
-25.4% |
59.25 |
ATR |
18.45 |
18.13 |
-0.32 |
-1.7% |
0.00 |
Volume |
3,609 |
7,266 |
3,657 |
101.3% |
21,410 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.00 |
1,768.50 |
1,742.50 |
|
R3 |
1,761.75 |
1,755.25 |
1,739.00 |
|
R2 |
1,748.50 |
1,748.50 |
1,737.75 |
|
R1 |
1,742.00 |
1,742.00 |
1,736.50 |
1,738.50 |
PP |
1,735.25 |
1,735.25 |
1,735.25 |
1,733.75 |
S1 |
1,728.75 |
1,728.75 |
1,734.00 |
1,725.50 |
S2 |
1,722.00 |
1,722.00 |
1,732.75 |
|
S3 |
1,708.75 |
1,715.50 |
1,731.50 |
|
S4 |
1,695.50 |
1,702.25 |
1,728.00 |
|
|
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 |
1,700.25 |
47.25 |
2.7% |
14.50 |
0.8% |
74% |
False |
False |
4,739 |
10 |
1,747.50 |
1,644.25 |
103.25 |
6.0% |
20.50 |
1.2% |
88% |
False |
False |
5,498 |
20 |
1,747.50 |
1,633.50 |
114.00 |
6.6% |
18.75 |
1.1% |
89% |
False |
False |
5,413 |
40 |
1,747.50 |
1,613.00 |
134.50 |
7.8% |
16.25 |
0.9% |
91% |
False |
False |
3,035 |
60 |
1,747.50 |
1,613.00 |
134.50 |
7.8% |
15.25 |
0.9% |
91% |
False |
False |
2,042 |
80 |
1,747.50 |
1,582.50 |
165.00 |
9.5% |
14.00 |
0.8% |
93% |
False |
False |
1,548 |
100 |
1,747.50 |
1,542.25 |
205.25 |
11.8% |
15.00 |
0.9% |
94% |
False |
False |
1,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.25 |
2.618 |
1,776.75 |
1.618 |
1,763.50 |
1.000 |
1,755.25 |
0.618 |
1,750.25 |
HIGH |
1,742.00 |
0.618 |
1,737.00 |
0.500 |
1,735.50 |
0.382 |
1,733.75 |
LOW |
1,728.75 |
0.618 |
1,720.50 |
1.000 |
1,715.50 |
1.618 |
1,707.25 |
2.618 |
1,694.00 |
4.250 |
1,672.50 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,735.50 |
1,738.00 |
PP |
1,735.25 |
1,737.00 |
S1 |
1,735.25 |
1,736.25 |
|