Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,742.00 |
1,734.75 |
-7.25 |
-0.4% |
1,678.75 |
High |
1,742.00 |
1,745.00 |
3.00 |
0.2% |
1,733.50 |
Low |
1,728.75 |
1,733.50 |
4.75 |
0.3% |
1,674.25 |
Close |
1,735.25 |
1,742.00 |
6.75 |
0.4% |
1,730.00 |
Range |
13.25 |
11.50 |
-1.75 |
-13.2% |
59.25 |
ATR |
18.13 |
17.66 |
-0.47 |
-2.6% |
0.00 |
Volume |
7,266 |
3,678 |
-3,588 |
-49.4% |
21,410 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.75 |
1,769.75 |
1,748.25 |
|
R3 |
1,763.25 |
1,758.25 |
1,745.25 |
|
R2 |
1,751.75 |
1,751.75 |
1,744.00 |
|
R1 |
1,746.75 |
1,746.75 |
1,743.00 |
1,749.25 |
PP |
1,740.25 |
1,740.25 |
1,740.25 |
1,741.50 |
S1 |
1,735.25 |
1,735.25 |
1,741.00 |
1,737.75 |
S2 |
1,728.75 |
1,728.75 |
1,740.00 |
|
S3 |
1,717.25 |
1,723.75 |
1,738.75 |
|
S4 |
1,705.75 |
1,712.25 |
1,735.75 |
|
|
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 |
1,747.50 |
1,720.50 |
27.00 |
1.5% |
12.50 |
0.7% |
80% |
False |
False |
4,451 |
10 |
1,747.50 |
1,666.75 |
80.75 |
4.6% |
18.00 |
1.0% |
93% |
False |
False |
4,961 |
20 |
1,747.50 |
1,633.50 |
114.00 |
6.5% |
18.75 |
1.1% |
95% |
False |
False |
5,324 |
40 |
1,747.50 |
1,613.00 |
134.50 |
7.7% |
16.50 |
0.9% |
96% |
False |
False |
3,124 |
60 |
1,747.50 |
1,613.00 |
134.50 |
7.7% |
15.00 |
0.9% |
96% |
False |
False |
2,102 |
80 |
1,747.50 |
1,582.50 |
165.00 |
9.5% |
13.75 |
0.8% |
97% |
False |
False |
1,593 |
100 |
1,747.50 |
1,542.25 |
205.25 |
11.8% |
14.75 |
0.9% |
97% |
False |
False |
1,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.00 |
2.618 |
1,775.00 |
1.618 |
1,763.50 |
1.000 |
1,756.50 |
0.618 |
1,752.00 |
HIGH |
1,745.00 |
0.618 |
1,740.50 |
0.500 |
1,739.25 |
0.382 |
1,738.00 |
LOW |
1,733.50 |
0.618 |
1,726.50 |
1.000 |
1,722.00 |
1.618 |
1,715.00 |
2.618 |
1,703.50 |
4.250 |
1,684.50 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,741.00 |
1,740.75 |
PP |
1,740.25 |
1,739.50 |
S1 |
1,739.25 |
1,738.00 |
|