Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,273.6 |
1,283.9 |
10.3 |
0.8% |
1,310.0 |
High |
1,287.1 |
1,290.0 |
2.9 |
0.2% |
1,331.0 |
Low |
1,255.0 |
1,273.0 |
18.0 |
1.4% |
1,265.0 |
Close |
1,274.5 |
1,283.6 |
9.1 |
0.7% |
1,269.6 |
Range |
32.1 |
17.0 |
-15.1 |
-47.0% |
66.0 |
ATR |
25.9 |
25.3 |
-0.6 |
-2.5% |
0.0 |
Volume |
179 |
3,044 |
2,865 |
1,600.6% |
10,310 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.2 |
1,325.4 |
1,293.0 |
|
R3 |
1,316.2 |
1,308.4 |
1,288.3 |
|
R2 |
1,299.2 |
1,299.2 |
1,286.7 |
|
R1 |
1,291.4 |
1,291.4 |
1,285.2 |
1,286.8 |
PP |
1,282.2 |
1,282.2 |
1,282.2 |
1,279.9 |
S1 |
1,274.4 |
1,274.4 |
1,282.0 |
1,269.8 |
S2 |
1,265.2 |
1,265.2 |
1,280.5 |
|
S3 |
1,248.2 |
1,257.4 |
1,278.9 |
|
S4 |
1,231.2 |
1,240.4 |
1,274.3 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.5 |
1,444.1 |
1,305.9 |
|
R3 |
1,420.5 |
1,378.1 |
1,287.8 |
|
R2 |
1,354.5 |
1,354.5 |
1,281.7 |
|
R1 |
1,312.1 |
1,312.1 |
1,275.7 |
1,300.3 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,282.7 |
S1 |
1,246.1 |
1,246.1 |
1,263.6 |
1,234.3 |
S2 |
1,222.5 |
1,222.5 |
1,257.5 |
|
S3 |
1,156.5 |
1,180.1 |
1,251.5 |
|
S4 |
1,090.5 |
1,114.1 |
1,233.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.8 |
1,255.0 |
52.8 |
4.1% |
23.6 |
1.8% |
54% |
False |
False |
1,872 |
10 |
1,331.0 |
1,255.0 |
76.0 |
5.9% |
20.7 |
1.6% |
38% |
False |
False |
1,624 |
20 |
1,375.3 |
1,255.0 |
120.3 |
9.4% |
23.2 |
1.8% |
24% |
False |
False |
1,142 |
40 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
22.7 |
1.8% |
16% |
False |
False |
891 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
21.2 |
1.7% |
16% |
False |
False |
851 |
80 |
1,430.2 |
1,194.4 |
235.8 |
18.4% |
20.1 |
1.6% |
38% |
False |
False |
1,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.3 |
2.618 |
1,334.5 |
1.618 |
1,317.5 |
1.000 |
1,307.0 |
0.618 |
1,300.5 |
HIGH |
1,290.0 |
0.618 |
1,283.5 |
0.500 |
1,281.5 |
0.382 |
1,279.5 |
LOW |
1,273.0 |
0.618 |
1,262.5 |
1.000 |
1,256.0 |
1.618 |
1,245.5 |
2.618 |
1,228.5 |
4.250 |
1,200.8 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,282.9 |
1,279.9 |
PP |
1,282.2 |
1,276.2 |
S1 |
1,281.5 |
1,272.5 |
|